Results 1 to 10 of about 111 (95)
Some Compound Fractional Poisson Processes
Fractal and Fractional, 2022 In this paper, we introduce and study fractional versions of the Bell–Touchard process, the Poisson-logarithmic process and the generalized Pólya–Aeppli process.
Mostafizar Khandakar +1 more
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Alternative Forms of Compound Fractional Poisson Processes [PDF]
Abstract and Applied Analysis, 2012 We study here different fractional versions of the compound Poisson process. The fractionality is introduced in the counting process representing the number of jumps as well as in the density of the jumps themselves.
Luisa Beghin, Claudio Macci
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On the Fractional Poisson Process and the Discretized Stable Subordinator [PDF]
Axioms, 2015 We consider the renewal counting number process N = N(t) as a forward march over the non-negative integers with independent identically distributed waiting times.
Rudolf Gorenflo, Francesco Mainardi
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A New Fractional Poisson Process Governed by a Recursive Fractional Differential Equation
Fractal and Fractional, 2022 This paper proposes a new fractional Poisson process through a recursive fractional differential governing equation. Unlike the homogeneous Poison process, the Caputo derivative on the probability distribution of k jumps with respect to time is linked to
Zhehao Zhang
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Convoluted Fractional Poisson Process
Latin American Journal of Probability and Mathematical Statistics, 2021 In this paper, we introduce and study a convoluted version of the time fractional Poisson process by taking the discrete convolution with respect to space variable in the system of fractional differential equations that governs its state probabilities. We call the introduced process as the convoluted fractional Poisson process (CFPP).
Kumar Kataria, Kuldeep +1 more
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Non-Local Seismo-Dynamics: A Fractional Approach
Fractal and Fractional, 2022 This paper consists of a general consideration of a seismic system as a subsystem of another, larger system, exchanging with it by extensive dynamical quantities in a sequential push mode.
Vladimir Uchaikin, Elena Kozhemiakina
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Quasi-likelihood Estimation in Fractional Levy SPDEs from Poisson Sampling
European Journal of Mathematical Analysis, 2022 We study the quasi-likelihood estimator of the drift parameter in the stochastic partial differential equations driven by a cylindrical fractional Levy process when the process is observed at the arrival times of a Poisson process.
Jaya P. N. Bishwal
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The space-fractional Poisson process [PDF]
Statistics & Probability Letters, 2012 In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^α(t)$, $t>0$, $α\in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k(t) = -λ^α(1-B)p_k^α(t)$, where $(1-B)^α$ is the fractional difference operator found in the study of time series analysis. We explicitly obtain the distributions $p_k^α(t)$
E: ORSINGHER, POLITO, Federico
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Fractional Model of the Deformation Process
Fractal and Fractional, 2022 The article considers the fractional Poisson process as a mathematical model of deformation activity in a seismically active region. The dislocation approach is used to describe five modes of the deformation process.
Olga Sheremetyeva, Boris Shevtsov
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Generalized Fractional Poisson Process and Related Stochastic Dynamics [PDF]
Fractional Calculus and Applied Analysis, 2020 38 Pages, 4 ...
Michelitsch, Thomas +1 more
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