30 citations · 305 across the 60 of their papers we have counts for
8 papers · 1 filter
Generalized Wright Analysis: Stochastic and Applications
W. Bock, L. Cristofaro, J. L. da Silva
In this paper, we investigate the stochastic counterpart of the generalized Wright analysis introduced in Beghin et al.~ in Integral Equations and Operator Theory, {\bf 97}, 2025.…
Characterization and Analysis of Generalized Grey Incomplete Gamma Noise
Wolfgang Bock, Lorenzo Cristofaro
The grey incomplete gamma distributions was established by one of the authors in a previous publication. In this article we use the Kondratiev characterization theorem to identify…
Stochastic analysis for vector-valued generalized grey Brownian motion
Wolfgang Bock, Martin Grothaus, Karlo Orge
In this article, we show that the standard vector-valued generalization of a generalized grey Brownian motion (ggBm) has independent components if and only if it is a fractional Br…
Stochastic Perturbation of the Lighthill-Whitham-Richards Model via the Method of Stochastic Characteristics
Nora Müller, Wolfgang Bock
In this paper we apply the method of stochastic characteristics to a Lighthill-Whitham-Richards model. The stochastic perturbation can be seen as errors in measurement of the traff…
Integral Representation of Generalized Grey Brownian Motion
Wolfgang Bock, Sascha Desmettre, José Luís da Silva
In this paper we investigate the representation of a class of non Gaussian processes, namely generalized grey Brownian motion, in terms of a weighted integral of a stochastic proce…
Analysis of Stochastic Quantization for the fractional Edwards Measure
Wolfgang Bock, Torben Fattler
We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension with Hurst paramete…