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Skellam Type Processes of Order k and Beyond

In this article, we introduce the Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular, we discuss the space-fractional Skellam process and tempered space-fractional Skellam process via time changes in Skellam process by indep...

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Detalles Bibliográficos
Autores principales: Gupta, Neha, Kumar, Arun, Leonenko, Nikolai
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7712669/
https://www.ncbi.nlm.nih.gov/pubmed/33286961
http://dx.doi.org/10.3390/e22111193

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