3 papers
math.PR2025
Martingale Characterizations of Non-Homogeneous Counting Processes and Their Fractional Variants
Kartik Tathe, Sayan Ghosh
This paper investigates the martingale characterizations of non-homogeneous counting processes and their fractional generalizations. We show that the weighted sum of non-homogeneou…
math.PR2025
Generalized Space Time Fractional Skellam Process
Kartik Tathe, Sayan Ghosh
This paper introduces the Generalized Space-Time Fractional Skellam Process (GSTFSP) and the Generalized Space Fractional Skellam Process (GSFSP). We investigate their distribution…
math.PR2024
Non-Homogeneous Generalized Fractional Skellam Process
Kartik Tathe, Sayan Ghosh
This paper introduces the Non-homogeneous Generalized Skellam process (NGSP) and its fractional version NGFSP by time changing it with an independent inverse stable subordinator. W…