The fractional non-homogeneous Poisson process

DOI10.1016/j.spl.2016.09.024zbMath1416.60054arXiv1601.03965OpenAlexW2295061012MaRDI QIDQ342774

Enrico Scalas, Nikolai N. Leonenko, Mailan Trinh

Publication date: 18 November 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.03965

zbMATH Keywords

Lévy processessubordinationfractional point processestime-change

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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