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Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional Kolmogorov–Feller equations for the probabilities at...
Persistent link: https://www.econbiz.de/10011039911
Methods of Hilbert space theory together with the theory of analytic semigroups lead to an alternative approach for discussing an analytic birth and death process with the backward equations gk = [lambda]k - 1gk - 1 - ([mu]k+[lambda]k)gk+[mu]k+1, k = 0, 1, 2, ..., where [lambda]- 1 = 0 = [mu]0....
Persistent link: https://www.econbiz.de/10008875850