Time-changed Poisson processes of order k
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In this article, the Poisson process of order k (PPoK) time-changed with an independent Levy subordinator and its inverse was studied, which they called TCPPoK-I and TCPPoK-II.Abstract:
In this article, we study the Poisson process of order k (PPoK) time-changed with an independent Levy subordinator and its inverse, which we call, respectively, as TCPPoK-I and TCPPoK-II, t...read more
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Subordinated compound Poisson processes of order k
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References
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Correlation Structure of Time-Changed Lévy Processes
TL;DR: In this article, the correlation function for time-changed L evy processes has been studied in the context of continuous time random walks, where the second-order correlation function of a continuous-time random walk is defined.
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Inverse Tempered Stable Subordinators
TL;DR: In this paper, the first-exit time of a tempered β-stable subordinator, also called inverse tempered stable (ITS) subordinator was investigated and the limiting form of the ITS density and its k-th order derivatives were derived as the space variable x → 0 +.
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Time-changed Poisson processes
TL;DR: In this article, the authors considered time-changed Poisson processes and derived the governing difference-differential equations (DDEs) for these processes, and derived a new governing partial differential equation for the tempered stable subordinator of index 0 β 1.
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Fokker-Planck-Kolmogorov equations associated with SDEs driven by time-changed fractional Brownian motion
TL;DR: In this paper, the semigroup property of Fokker-planck-Kolmogorov type equations associated with stochastic differential equations driven by a time-changed fractional Brownian motion is investigated.
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Random growth of interfaces as a subordinated process
TL;DR: It is argued that the main properties of Kardar-Parisi-Zhang theory, in one dimension, are derived by identifying the distribution of return times to y (0) =0, which is a truncated inverse power law, with the distributionof subordination times.