Multivariate fractional Poisson processes and compound sums

DOI10.1017/APR.2016.23zbMath1351.60045arXiv1507.05805OpenAlexW2237972031MaRDI QIDQ2830876

Claudio Macci, Luisa Beghin

Publication date: 1 November 2016

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.05805

zbMATH Keywords

conditional independencefractional differential equationFox-Wright functionfractional Poisson processesrandom time-change

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Mittag-Leffler functions and generalizations (33E12) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Fractional ordinary differential equations (34A08)

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Space-fractional versions of the negative binomial and Polya-type processes ⋮ Asymptotic results for a multivariate version of the alternative fractional Poisson process ⋮ Competing risks and shock models governed by a generalized bivariate Poisson process ⋮ Multivariate claim processes with rough intensities: properties and estimation ⋮ Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics ⋮ Subordinated compound Poisson processes of order \(k\) ⋮ Recent developments on fractional point processes

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