5 papers
A White Noise Approach to Stochastic Currents of Brownian Motion
Martin Grothaus, Herry Pribawanto Suryawan, José Luís da Silva
In this paper we study stochastic currents of Brownian motion , , by using white noise analysis. For and for $x=0\in\m…
Cesaro Limits for Fractional Dynamics
José L. da Silva, Yuri G. Kondratiev
We study the asymptotic behavior of random time changes of dynamical systems. As random time changes we propose three classes which exhibits different patterns of asymptotic decays…
Perpetual Integral Functionals of Multidimensional Stochastic Processes
Yuri Kondratiev, Yuliya Mishura, José L. da Silva
The paper is devoted to the existence of integral functionals for several classes of processes in with . Some examples s…
Random Time Change and Related Evolution Equations: Time Asymptotic Behavior
Anatoly N. Kochubei, Yuri Kondratiev, José L. da Silva
In this paper we investigate the long time behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We co…
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…