Tempered fractional Poisson processes and fractional equations with Z-transform

DOI10.1080/07362994.2020.1748056zbMath1472.60070arXiv1808.00759OpenAlexW3017140948MaRDI QIDQ4986449

Neha Gupta, Arun Kumar, Nikolai N. Leonenko

Publication date: 27 April 2021

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

Full work available at URL: https://arxiv.org/abs/1808.00759

zbMATH Keywords

fractional derivatives\(Z\)-transformfractional Poisson processinverse tempered stable subordinator

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Fractional processes, including fractional Brownian motion (60G22) Generalized stochastic processes (60G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (8)

Time-changed space-time fractional Poisson process ⋮ State dependent versions of the space-time fractional Poisson process ⋮ Inverse tempered stable subordinators and related processes with Mellin transform ⋮ Fractional Poisson processes of order \(k\) and beyond ⋮ Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond ⋮ Tempered space fractional negative binomial process ⋮ On spectral properties of stationary random processes connected by a special random time change ⋮ A simple proof of the Lévy-Khintchine formula for subordinators

Uses Software

• longmemo

Cites Work

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