Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
DOI10.1080/03610926.2021.1958228arXiv2008.09421MaRDI QIDQ6106219
Tetyana Kadankova, Enrico Scalas, Nikolai N. Leonenko
Publication date: 27 June 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.09421
Caputo fractional derivative\( \alpha \)-stable Lévy subordinatorsfractional integro-differential difference equationsnon-homogeneous fractional Poisson process of order \(k\) non-homogeneous fractional Pólya-Aeppli process of order \(k\) long range dependence
Processes with independent increments; Lévy processes (60G51) Fractional derivatives and integrals (26A33) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Foundations of stochastic processes (60G05)
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