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Some probabilistic properties of fractional point processes

Published:2017-05-16 Issue:4 Volume:35 Page:701-718
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Garra Roberto¹,Orsingher Enzo¹,Scavino Marco²³

Affiliation:

1. Dipartimento di Scienze Statistiche, “La Sapienza,” Università di Roma, Roma, Italy

2. CEMSE, King Abdullah University of Science and Technology, Thuwal, Saudi Arabia

3. Instituto de Estadística (IESTA), Universidad de la Republica, Montevideo, Uruguay

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2017.1308831

Reference22 articles.

1. Lévy Processes and Stochastic Calculus

2. Alternative Forms of Compound Fractional Poisson Processes

3. Fractional Poisson processes and related planar random motions

4. Poisson process with different Brownian clocks

5. Generalized grey Brownian motion local time: existence and weak approximation

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1. Generalized fractional calculus and some models of generalized counting processes;Modern Stochastics: Theory and Applications;2024

2. On Spectral Properties of Stationary Random Processes Connected by a Special Random Time Change;Journal of Mathematical Sciences;2023-06-30

3. Competing risks and shock models governed by a generalized bivariate Poisson process;Journal of Applied Probability;2022-12-15

4. A simple proof of the Lévy–Khintchine formula for subordinators;Statistics & Probability Letters;2021-09

5. Time-changed space-time fractional Poisson process;Stochastic Analysis and Applications;2021-03-28

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