Fractional Gamma and Gamma-Subordinated Processes

DOI10.1080/07362994.2015.1053615zbMath1326.60047arXiv1305.1753OpenAlexW1640808034MaRDI QIDQ3194572

Luisa Beghin

Publication date: 20 October 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.1753

zbMATH Keywords

Mittag-Leffler functionstable subordinatorstochastic deteriorationtime-changed processesfractional gamma processfractional shift operator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Stable stochastic processes (60G52) Fractional ordinary differential equations (34A08)

Related Items (9)

Fractional diffusion-type equations with exponential and logarithmic differential operators ⋮ Space-fractional versions of the negative binomial and Polya-type processes ⋮ On the inverse gamma subordinator ⋮ Tempered space fractional negative binomial process ⋮ Fractional Negative Binomial and Polya Processes ⋮ Counting processes with Bernštein intertimes and random jumps ⋮ Recent developments on fractional point processes ⋮ The logarithmic Schrödinger operator and associated Dirichlet problems ⋮ Generalized fractional counting process

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