We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving probability densities.
R. Gorenflo, F. Mainardi (2012). Laplace-Laplace analysis of the fractional Poisson process. Minsk : Belarusian State University.
Laplace-Laplace analysis of the fractional Poisson process
MAINARDI, FRANCESCO
2012
Abstract
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving probability densities.File in questo prodotto:
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