rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Poisson process and its fractional extensions with applications
  name:
    name part: Orsingher, Enzo
    role:
      role term: creator
    role:
      role term: author
    role:
      role term: aut
    role:
      role term: http://id.loc.gov/vocabulary/relators/aut
  name:
    name part: Cesari, Riccardo
    role:
      role term: author
    role:
      role term: http://id.loc.gov/vocabulary/relators/aut
  name:
    name part: Mosco, Vieri
    role:
      role term: author
    role:
      role term: http://id.loc.gov/vocabulary/relators/aut
  name:
    name part: Taylor & Francis
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: flu
    date issued: 2026
    copyright date: 2026
    edition: First edition.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource
  abstract: "This book accompanies the reader from the simple, standard Poisson process to its more complex transformations, using a unified framework, showing proofs of basic theorems and references to more difficult results. The reader benefits also from the empirical applications of the various models to real data in a wide range of fields: physics, geology (earthquakes), biology (pandemic), finance (stock market), insurance (car accidents) etc. Some examples are worked out in open source R to show the reader how to implement the models. The strengths of the book are: i) the focus on a very fundamental class of stochastic processes; ii) the introductory approach; iii) the wide range of generalizations considered, including recent advances, to which one of the authors has made seminal contributions; iv) and the attention not only to theory but also to practical applications, with real-data examples from a wide range of fields"-- Provided by publisher.
  table of contents: Cover -- Half Title -- Series Page -- Title Page -- Copyright Page -- Contents -- Symbols -- Preface -- About the Authors -- I. Poisson processes -- 1. Poisson Processes -- 1.1. The Homogeneous Poisson Process -- 1.1.1. Properties of the Homogeneous Poisson Process -- 1.1.2. Alternative Definitions of the Poisson Process -- 1.1.3. Overdispersion -- 1.1.4. Contagion -- 1.1.5. Estimation of the Poisson Process -- 1.2. The Weighted Poisson Process of Order i -- 1.2.1. Estimation of Poisson Process of Order i -- 1.3. Skellam Process: The Difference Between Two Poisson Processes
  table of contents: 1.3.1. Estimation of the Skellam Process -- 1.4. The Time Non-homogeneous Poisson Process -- 1.4.1. Estimation of the Non-homogeneous Poisson Process -- 1.4.2. Doubly Stochastic (or Conditional) Poisson Process -- 1.5. Compound Poisson Processes (CPP) -- 1.5.1. Standard Compound Poisson Process -- 1.5.2. Distribution of the Maximum -- 1.5.3. Classical Ruin Theory -- 1.5.4. Estimation of a Compound Poisson Process Model for Fire Insurance -- 1.6. Poisson Random Fields -- 1.7. The Integral of an Homogeneous Poisson Process -- 1.8. Iterated Poisson: Composition of Two Independent Poisson Processes
  table of contents: 1.9. Shot Noise and Hawkes Processes -- 1.9.1. The Shot Noise Process -- 1.9.2. Hawkes Processes -- II. Birth-and-death processes -- 2. Birth processes -- 2.1. The Nonlinear Case -- 2.2. The Linear Case (Yule-Furry) -- 2.3. Estimation of the Pure-birth Process -- 2.3.1. Estimators -- 3. Death Processes -- 3.1. The Nonlinear Case -- 3.2. The Linear Case -- 3.3. The Sublinear Case -- 3.4. Estimation of the Pure-death Process -- 3.4.1. Estimators -- 4. The Birth-death Process -- 4.1. The Nonlinear Case -- 4.2. The Linear Case -- 4.3. The Extinction Probability and the Riccati Equation
  table of contents: 4.4. Galton-Watson Branching Processes -- 4.5. Estimation of the Birth-death Process -- III. Fractional Poisson Processes -- 5. Fractional Extensions of the Poisson and Birth and Death Processes -- 5.1. The Space-fractional Poisson Process: Standard Case -- 5.1.1. Properties of the Space-fractional Poisson Process -- 5.2. Generalized Space-fractional Poisson Processes -- 5.3. Another Fractional Generalization of the Poisson Process -- 5.4. The Time-fractional Poisson Process -- 5.4.1. Estimation of the Time-fractional Poisson Process -- 5.5. The Space-time Fractional Poisson Process
  table of contents: 5.6. Fractional Birth-and-death Processes -- 5.6.1. The Fractional Pure-birth Process -- 5.6.2. The Fractional Pure-death Process -- 5.6.3. The Fractional Birth-death Processes -- Appendices -- References -- Analytic Index
  note: Enzo Orsingher, Riccardo Cesari, and Vieri Mosco.
  note: Includes bibliographical references and index.
  subject:
    topic: Poisson processes
  subject:
    topic: Processus de Poisson
  subject:
    topic: Poisson processes
  classification: QA274.42 .O775 2026
  classification: 519.23
  related item:
    title info:
      title: Poisson process and its fractional extensions with applications
    origin info:
      publisher: Boca Raton, FL ; Abingdon, Oxon : CRC Press, 2026
      edition: First edition.
    identifier: (DLC) 2025053941
  related item:
    title info:
      title: Chapman & Hall/CRC financial mathematics series
  identifier: 9781003398011
  identifier: 1003398014
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  identifier: 1040492622
  identifier: 9781032496054
  identifier: 9781032503387
  identifier: 9781040727799
  identifier: 1040727794
  identifier: 2025053942
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: DLC
    record creation date: 260505
    record change date: 20260713151915.4
    record identifier: in00005787824
    language of cataloging:
      language term: eng