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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…