On the convergence of quadratic variation for compound fractional Poisson processes
نویسندگان
چکیده
منابع مشابه
Alternative Forms of Compound Fractional Poisson Processes
and Applied Analysis 3 where the first term refers to the probability mass concentrated in the origin, δ y denotes the Dirac delta function, and fYβ denotes the density of the absolutely continuous component. The function gYβ given in 1.5 satisfies the following fractional master equation, that is, ∂ ∂tβ gYβ ( y, t ) −λgYβ ( y, t ) λ ∫ ∞ −∞ gYβ ( y − x, t ) fX x dx, 1.6 where ∂/∂t is the Caputo...
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ژورنال
عنوان ژورنال: Fractional Calculus and Applied Analysis
سال: 2012
ISSN: 1314-2224,1311-0454
DOI: 10.2478/s13540-012-0023-2