Limit theorems for the fractional nonhomogeneous Poisson process
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DOI: 10.1017/jpr.2019.16
Abstract: Abstract The fractional nonhomogeneous Poisson process was introduced by a time change of the nonhomogeneous Poisson process with the inverse α-stable subordinator. We propose a similar definition for the (nonhomogeneous) fractional compound Poisson process. We… read more here.
Keywords: limit theorems; nonhomogeneous poisson; poisson process; poisson ... See more keywords