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math.PR2024
Time-changed Markov processes and space-time coupled non-local equations
Giacomo Ascione, Enrico Scalas, Bruno Toaldo +1
In this paper we study coupled fully non-local equations, where a linear non-local operator jointly acts on the time and space variables. We establish existence and uniqueness of t…
math.PR2024
Time changed spherical Brownian motions with longitudinal drifts
Giacomo Ascione, Anna Vidotto
In this paper, we consider the time change of the diffusion process on the 2-dimensional unit sphere generated by the Laplace-Beltrami operator, perturbed by means of a longitudina…