Showing math.PRShow all
3 papers · 1 filter
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
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…
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…