3 papers
cond-mat.stat-mech2025
Universal behaviors of the multi-time correlation functions of random processes with renewal: the step noise case (the random velocity of a Lévy walk)
Marco Bianucci, Mauro Bologna, Daniele Lagomarsino-Oneto +1
Stochastic processes with renewal properties are powerful tools for modeling systems where memory effects and long-time correlations play a significant role. In this work, we study…
cond-mat.stat-mech2020
Optimal FPE for non-linear 1d-SDE. I: Additive Gaussian colored noise
Marco Bianucci, Riccardo Mannella
Many complex phenomena occurring in physics,chemistry, biology, finance, etc. can be reduced, by some projection process, to a 1-d stochastic Differential Equation (SDE) for the va…
math-ph2019
About the foundation of the Kubo Generalized Cumulants theory. A revisited and corrected approach
Marco Bianucci, Mauro Bologna
More than fifty years ago, in a couple of seminal works Kubo introduced the important idea of generalized cumulants, extending to stochastic operators this concept, implicitly intr…