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Fractional Poisson process. (English) Zbl 1025.35029
The author elaborates a fractional Poisson distribution based on the fractional generalization of the Kolmogorov-Feller equation. The relationship between the developed fractional model and the standard Poisson random process is discussed.

MSC:
35R10 Partial functional-differential equations
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
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