Mixtures of Tempered Stable Subordinators

Related Items (4)

Fractional Poisson processes of order \(k\) and beyond ⋮ Multivariate exponential power Lévy processes and random fields ⋮ Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis ⋮ Large deviations for a class of tempered subordinators and their inverse processes

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
On fractional tempered stable processes and their governing differential equations
The fractional Poisson process and the inverse stable subordinator
The space-fractional Poisson process
Numerical computation of first-passage times of increasing Lévy processes
Applications of inverse tempered stable subordinators
Tempering stable processes
Inverse tempered stable subordinators
Triangular array limits for continuous time random walks
Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes
Fractional-order systems and controls. Fundamentals and applications
Parameter estimation for fractional Poisson processes
Probability measures, Lévy measures and analyticity in time
Correlated continuous time random walks
Processes of normal inverse Gaussian type
On the combinatorics of cumulants
Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
Fractional Poisson fields and martingales
Exponential polynomials
Understanding the cubic and half-cubic laws of financial fluctuations
Two-time scale subordination in physical processes with long-term memory
Potential theory of geometric stable processes
Multivariate subordination, self-decomposability and stability
Stochastic-Process Limits
Lévy Processes and Stochastic Calculus
Fractional random fields associated with stochastic fractional heat equations
Financial Modelling with Jump Processes
Transient anomalous sub-diffusion on bounded domains
Chance and Stability
A risky asset model with strong dependence through fractal activity time
Fractional Calculus: Integral and Differential Equations of Fractional Order
Diffusion Equation and Stochastic Processes

This page was built for publication: Mixtures of Tempered Stable Subordinators