Some probabilistic properties of fractional point processes
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Publication:5355184
DOI10.1080/07362994.2017.1308831zbMath1372.60070arXiv1604.05235OpenAlexW2964319270MaRDI QIDQ5355184
Marco Scavino, Roberto Garra, Enzo Orsingher
Publication date: 6 September 2017
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.05235
fractional point processesBernštein functionsgrey Brownian motionspace-time fractional Poisson processes
Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Compositions of Poisson and Gamma processes ⋮ Properties of Poisson processes directed by compound Poisson-gamma subordinators ⋮ Time-changed space-time fractional Poisson process ⋮ State dependent versions of the space-time fractional Poisson process ⋮ Point processes subordinated to compound Poisson processes ⋮ Competing risks and shock models governed by a generalized bivariate Poisson 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 ⋮ On martingale characterizations for some generalized space fractional Poisson processes ⋮ On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators
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