arXiv:1305.5473 [math.PR]AbstractReferencesReviewsResources
Laplace-Laplace analysis of the fractional Poisson process
Rudolf Gorenflo, Francesco Mainardi
Published 2013-05-23Version 1
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.
Comments: 20 pages. Some text may overlap with our E-prints: arXiv:1305.3074, arXiv:1210.8414, arXiv:1104.4041
Journal: S. Rogosin (Ed), Analytical Methods of Analysis and Differential Equations, Minsk, 2012, pp. 43-58. [Kilbas Memorial Volume, AMADE 2011]
Categories: math.PR
Keywords: fractional poisson process, laplace-laplace analysis, standard poisson process, evolving probability densities, inverse stable subordinator
Tags: journal article
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