Results 241 to 250 of about 4,870 (273)

Fractional Poisson Processes of Order k and Beyond

open access: yesJournal of Theoretical Probability, 2023
21 pages, 0 ...
Arun Kumar
exaly   +4 more sources

Fractional Poisson process with random drift

open access: yesElectronic Journal of Probability, 2014
We study the connection between PDEs and Lévy processes running with clocks given by time-changed Poisson processes with stochastic drifts. The random times we deal with are therefore given by time-changed Poissonian jumps related to some Frobenious-Perron operators $K$ associated to random translations.
Luisa Beghin, Mirko D'Ovidio
exaly   +7 more sources

The Fractional Poisson Process and the Inverse Stable Subordinator

open access: yesElectronic Journal of Probability, 2011
22 pages, version submitted on December 2 ...
Mark M Meerschaert   +2 more
exaly   +5 more sources

Fractional Poisson Fields and Martingales [PDF]

open access: yesJournal of Statistical Physics, 2018
We present new properties for the Fractional Poisson process (FPP) and theFractional Poisson field on the plane. A martingale characterization for FPPs is given.
Giacomo Aletti   +2 more
exaly   +2 more sources

Saigo space–time fractional Poisson process via Adomian decomposition method

open access: yesStatistics and Probability Letters, 2017
We obtain the state probabilities of various fractional versions of the classical homogeneous Poisson process using an alternate and simpler method known as the Adomian decomposition method (ADM).
P Vellaisamy
exaly   +2 more sources

Estimation of parameters in the fractional compound Poisson process

Communications in Nonlinear Science and Numerical Simulation, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dehui Wang, Fukang Zhu
exaly   +2 more sources

Fractional Poisson process (II)☆

Chaos, Solitons & Fractals, 2006
Let \(H\in(1/2,1) \). For \(t>0\) the process \[ W_{H}(t) =\frac{1}{(H-1/2)} \int_{0}^{t} u^{1/2-H} \biggl(\int_{u}^{t}\tau ^{H- 1/2}(\tau-u)^{H-3/2}\,d\tau \biggr)\, dq(u) \] is called a fractional Poisson process, where \(q(u) =N(u)/\sqrt{\lambda }-\sqrt{\lambda }u\), and \(N(u)\) is a homogeneous Poisson process with the intensity \(\lambda >0 ...
Wang, Xiao-Tian   +2 more
openaire   +1 more source

Poisson fractional processes

Chaos, Solitons & Fractals, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Xiao-Tian, Wen, Zhi-Xiong
openaire   +1 more source

A Semigroup Approach to Fractional Poisson Processes

Complex Analysis and Operator Theory, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lizama, Carlos, Rebolledo, Rolando
openaire   +2 more sources

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