On martingale characterizations for some generalized space fractional Poisson processes |
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| Authors: | Kuldeep Kumar Kataria Palaniappan Vellaisamy |
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| Institution: | Department of Mathematics, Indian Institute of Technology Bombay, Powai, Mumbai, Maharashtra, India. |
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| Abstract: | We obtain martingale characterizations for the generalized space fractional Poisson process (GSFPP) and for counting processes with Bern?tein intertimes. These serve as extensions of the Watanabe's characterization for the classical homogenous Poisson process. The corresponding assertion for the space fractional Poisson process (SFPP) is obtained as a particular case of our results. |
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| Keywords: | Martingale subordinators hitting times generalized space fractional Poisson processes |
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