Skellam Type Processes of Order K and Beyond
In this article, we introduce the Skellam process of order <i>k</i> and its running average. We also discuss the time-changed Skellam process of order <i>k</i>. In particular, we discuss the space-fractional Skellam process and tempered space-fractional Skellam process via ti...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-10-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/11/1193 |