Related papers: Fractional Poisson Fields and Martingales
In this study the general formula for differential and integral operations of fractional calculus via fractal operators by the method of cumulative diminution and cumulative growth is obtained. The under lying mechanism in the success of…
Polynomial jump-diffusions constitute a class of tractable stochastic models with wide applicability in areas such as mathematical finance and population genetics. We provide a full parameterization of polynomial jump-diffusions on the unit…
Some martingale characterizations of compound mixed Poisson processes are proven, extending S. Watanabe's (1964) martingale characterization of Poisson processes as well as the main result of Lyberopoulos and Macheras (2012), concerning…
Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…
In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…
Physical and mathematical applications of fractional Poisson probability distribution have been presented. As a physical application, a new family of quantum coherent states has been introduced and studied. As mathematical applications, we…
The main purpose of this paper is the study of the action that produces Poisson-gradient systems and their multiple periodical solutions. The Section 1 establishes the basic tools. The section 2 underlines conditions in which the action…
We explore a generalisation of the L\'evy fractional Brownian field on the Euclidean space based on replacing the Euclidean norm with another norm. A characterisation result for admissible norms yields a complete description of all…
An elementary system leading to the notions of fractional integrals and derivatives is considered. Various physical situations whose description is associated with fractional differential equations of motion are discussed.
We consider a fractional generalization of Hamiltonian and gradient systems. We use differential forms and exterior derivatives of fractional orders. We derive fractional generalization of Helmholtz conditions for phase space. Examples of…
In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k(t) = -\lambda^\alpha (1-B)p_k^\alpha(t)$, where…
If a given aggregate process $S$ is a compound mixed Poisson process under a probability measure $P$, a characterization of all probability measures $Q$ on the domain of $P$, such that $P$ and $Q$ are progressively equivalent and $S$…
An investigation of classical fields with fractional derivatives is presented using the fractional Hamiltonian formulation. The fractional Hamilton's equations are obtained for two classical field examples. The formulation presented and the…
We introduce a new fractional oscillator process which can be obtained as solution of a stochastic differential equation with two fractional orders. Basic properties such as fractal dimension and short range dependence of the process are…
We study the periodical solutions of a Poisson-gradient PDEs system with bounded nonlinearity. Section 1 introduces the basic spaces and functionals. Section 2 studies the weak differential of a function and establishes an inequality.…
We introduce two non-homogeneous processes: a fractional non-homogeneous Poisson process of order $k$ and and a fractional non-homogeneous P\'olya-Aeppli process of order $k$. We characterize these processes by deriving their non-local…
This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…
A well studied family of random fractals called fractal percolation is discussed. We focus on the projections of fractal percolation on the plane. Our goal is to present stronger versions of the classical Marstrand theorem, valid for almost…
Properties of the phase space of the standard map with memory are investigated. This map was obtained from a kicked fractional differential equation. Depending on the value of the parameter of the map and the fractional order of the…
We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional…