Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151653 | Statistical Methodology | 2015 | 11 Pages |
Abstract
We introduce a class of processes termed as filtered fractional Poisson processes (FFPP) and study their properties and give some applications of these to stochastic models. In addition, we study filtered fractional Levy processes (FFLP) as a generalization of these models.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
B.L.S. Prakasa Rao,