Alternative Forms of Compound Fractional Poisson Processes

We study here different fractional versions of the compound Poisson process. The fractionality is introduced in the counting process representing the number of jumps as well as in the density of the jumps themselves. The corresponding distributions are obtained explicitly and proved to be solution o...

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Bibliographic Details
Main Authors: Luisa Beghin, Claudio Macci
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2012/747503