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oaioai:cris.unibo.it:11585/154235

Laplace-Laplace analysis of the fractional Poisson process

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Publication date
1 January 2012
Publisher
place:Minsk

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

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Archivio istituzionale della ricerca - Alma Mater Studiorum Università di Bologna

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oaioai:cris.unibo.it:11585/154235
Last time updated on 03/09/2019

This paper was published in Archivio istituzionale della ricerca - Alma Mater Studiorum Università di Bologna.

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