1 citations · 1 across the 3 of their papers we have counts for
4 papers
Parameter Estimation of Incomplete Gamma Subordinators
Meena Sanjay Babulal, Sunil Kumar Gauttam, Aditya Maheshwari
In this paper, we estimate the parameters of InG, InG- and TInG subordinators which have been studied by Babulal \textit{et al} (see \cite{babulal}). We have modified the method…
Parameter estimation and long-range dependence of the fractional binomial process
Meena Sanjay Babulal, Sunil Kumar Gauttam, Aditya Maheshwari
In 1990, Jakeman (see \cite{jakeman1990statistics}) defined the binomial process as a special case of the classical birth-death process, where the probability of birth is proportio…
Lévy processes with jumps governed by lower incomplete gamma subordinator and its variations
Meena Sanjay Babulal, Sunil Kumar Gauttam, Aditya Maheshwari
In this paper, we study the Lévy process time-changed by independent Lévy subordinators, namely, the incomplete gamma subordinator, the -jumps incomplete gamma subordinator and…
Risk-sensitive control of reflected diffusion processes on orthrant
Sunil Kumar Gauttam, K. Suresh Kumar, Chandan Pal
In this article, we prove the existence of optimal risk-sensitive control with state constraints. We use near monotone assumption on the running cost to prove the existence of opti…