INSTITUTIONAL DIGITAL REPOSITORY

Browsing by Author "Leonenko, N."

Browsing by Author "Leonenko, N."

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  • Fractional risk process in insurance 
    Kumar, A.; Leonenko, N.; Pichler, A. (2020-03-16)
    The Poisson process suitably models the time of successive events and thus has numerous applications in statistics, in economics, it is also fundamental in queueing theory. Economic applications include trading and ...
  • A Generalization of Multifractional Brownian Motion 
    Gupta, N.; Kumar, A.; Leonenko, N. (2022-06-22)
    In this article, some properties of multifractional Brownian motion (MFBM) are discussed. It is shown that it has persistence of signs long range dependence (LRD) and persistence of magnitudes LRD properties. A generalization ...
  • Skellam type processes of order k and beyond 
    Gupta, N.; Kumar, A.; Leonenko, N. (2021-06-08)
    In this article, we introduce the Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular, we discuss the space-fractional Skellam process and tempered ...
  • Stochastic models with mixtures of tempered stable subordinators 
    Gupta, N.; Kumar, A.; Leonenko, N. (2021-07-31)
    In this article, we introduce mixtures of tempered stable subordinators. These mixtures define a class of subordinators which generalize tempered stable subordinators (TSS). The main properties like the probability density ...
  • Tempered fractional poisson processes and fractional equations with Z-Transform 
    Gupta, N.; Kumar, A.; Leonenko, N. (2021-07-06)
    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-fractional Poisson process and space-fractional ...