On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators

DOI10.1090/tpms/1064zbMath1488.60118arXiv1806.00277OpenAlexW2969303910WikidataQ127355932 ScholiaQ127355932MaRDI QIDQ5230210

Ludmila M. Sakhno, Kh. V. Buchak

Publication date: 21 August 2019

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.00277

zbMATH Keywords

Poisson processinverse subordinatortime-changegoverning equationSkellam processconvolution-type derivatives

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Models of space-time random fields on the sphere, Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes, Non-local logistic equations from the probability viewpoint, Tempered fractional Poisson processes and fractional equations with Z-transform

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