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math.PR2024
Tempered Fractional Hawkes Process and Its Generalization
Neha Gupta, Aditya Maheshwari
Hawkes process (HP) is a point process with a conditionally dependent intensity function. This paper defines the tempered fractional Hawkes process (TFHP) by time-changing the HP w…
math.PR2017
Some Time-changed fractional Poisson processes
A. Maheshwari, P. Vellaisamy
In this paper, we study the fractional Poisson process (FPP) time-changed by an independent Lévy subordinator and the inverse of the Lévy subordinator, which we call TCFPP-I and TC…