Laplace-Laplace analysis of the fractional Poisson process

Rudolf Gorenflo; Francesco Mainardi

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arXiv · 1305.5473

Laplace-Laplace analysis of the fractional Poisson process

Rudolf Gorenflo·Francesco Mainardi

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Abstract

We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving probability densities.

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Rudolf Gorenflo, Francesco Mainardi. 2013-05-23. Laplace-Laplace analysis of the fractional Poisson process. https://arxiv.org/abs/1305.5473

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