From the 1 of 3 linked papers with an AI index.
3 papers
Time-changed Markov processes and space-time coupled non-local equations
Giacomo Ascione, Enrico Scalas, Bruno Toaldo +1
The paper develops a theory for coupled space‑time non‑local equations, proving existence, uniqueness and a maximum principle, and represents solutions via time‑changed stochastic…
Random Flights and Anomalous Diffusion: A Non-Markovian Take on Lorentz Processes
Lorenzo Facciaroni, Costantino Ricciuti, Enrico Scalas +1
We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Galla…
Para-Markov chains and related non-local equations
Lorenzo Facciaroni, Costantino Ricciuti, Enrico Scalas +1
There is a well established theory that links semi-Markov chains having Mittag-Leffler waiting times to time-fractional equations. We here go beyond the semi-Markov setting, by def…