Saigo space–time fractional Poisson process via Adomian decomposition method
Copyright policy )Saigo space–time fractional Poisson process via Adomian decomposition method
We obtain the state probabilities of various fractional versions of the classical homogeneous Poisson process using an alternate and simpler method known as the Adomian decomposition method (ADM). Generally these state probabilities are obtained by evaluating probability generating function using Laplace transform. A generalization of the space and time fractional Poisson process involving the Caputo type Saigo differential operator is introduced and its state probabilities are obtained using ADM.
fractional derivatives, Probability (math.PR), Fractional processes, including fractional Brownian motion, Polynomials, fractional Poisson processes, 60G22, 26A33, Fractional Derivatives, Adomian Decomposition Method, Fractional derivatives and integrals, FOS: Mathematics, Adomian decomposition method, Point processes (e.g., Poisson, Cox, Hawkes processes), Mathematics - Probability, Fractional Poisson Processes
fractional derivatives, Probability (math.PR), Fractional processes, including fractional Brownian motion, Polynomials, fractional Poisson processes, 60G22, 26A33, Fractional Derivatives, Adomian Decomposition Method, Fractional derivatives and integrals, FOS: Mathematics, Adomian decomposition method, Point processes (e.g., Poisson, Cox, Hawkes processes), Mathematics - Probability, Fractional Poisson Processes
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