On martingale characterizations for some generalized space fractional Poisson processes

DOI10.1080/07362994.2018.1443013zbMath1401.60063OpenAlexW2793895695MaRDI QIDQ4685697

K. K. Kataria, Palaniappan Vellaisamy

Publication date: 9 October 2018

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

Full work available at URL: https://doi.org/10.1080/07362994.2018.1443013

zbMATH Keywords

martingalehitting timessubordinatorsgeneralized space fractional Poisson processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44)

Cites Work

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• Fractional Poisson fields and martingales
• Counting processes with Bernštein intertimes and random jumps
• Foundations of Modern Probability
• Some probabilistic properties of fractional point processes

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