1 citations · 1 across the 7 of their papers we have counts for
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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…
On the convolution equivalence of tempered stable distributions on the real line
Lorenzo Torricelli
We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosińsky (2007). This makes rigorous various classic heuristic arguments on…
Tempered geometric stable distributions and processes
Lorenzo Torricelli
We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents a…
Tempered positive Linnik processes and their representations
Lorenzo Torricelli, Lucio Barabesi, Andrea Cerioli
This paper analyzes various classes of processes associated with the tempered positive Linnik (TPL) distribution. We provide several subordinated representations of TPL Lévy proces…