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20092023
most citedFractional Brownian motion time-changed by gamma and inverse gamma process

30 citations · 55 across the 16 of their papers we have counts for

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11 papers · 1 filter

math.PR2021

Densities of Inverse Tempered Stable Subordinators and Related Processes With Mellin Transforrm

Neha Gupta, Arun Kumar

In this article, the infinite series form of the probability densities of tempered stable and inverse tempered stable subordinators are obtained using Mellin transform. Further, th…

math.PR2020

Fractional Poisson Processes of Order k and Beyond

Neha Gupta, Arun Kumar

In this article, we introduce fractional Poisson felds of order k in n-dimensional Euclidean space . We also work on time-fractional Poisson process of order k, space-fracti…

math.PR2020★ 1 cited

Potential Theory of Normal Tempered Stable Process

Arun Kumar, Harsh Verma

In this article, we study the potential theory of normal tempered stable process which is obtained by time-changing the Brownian motion with a tempered stable subordinator. Precise…

math.PR2020★ 13 cited

Skellam Type Processes of Order K and Beyond

Neha Gupta, Arun Kumar, Nikolai Leonenko

In this article, we introduce Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular we discuss space-fracti…

math.PR2019★ 3 cited

Mixtures of Tempered Stable Subordinators

Neha Gupta, Arun Kumar, Nikolai Leonenko

In this article, we introduce mixtures of tempered stable subordinators (TSS). These mixtures define a class of subordinators which generalize tempered stable subordinators. The ma…

math.PR2018

Tempered Fractional Poisson Processes and Fractional Equations with Z-Transform

Neha Gupta, Arun Kumar, Nikolai Leonenko

In this article, we derive the state probabilities of different type of space- and time-fractional Poisson processes using z-transform. We work on tempered versions of time-fractio…