39 citations · 176 across the 32 of their papers we have counts for
33 papers
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.…
A Kuramoto Model for the Bound State Aharonov-Bohm Effect
Alviu Rey Nasir, José Luís Da Silva, Jingle Magallanes +2
Starting with the overall wave function expression for the electron in an Aharonov-Bohm potential, we derive a version of the Kuramoto Model describing the phase dynamics of the bo…
Stochastic Currents of Fractional Brownian Motion: Existence and Regularity
Martin Grothaus, Jose Luis da Silva, Herry Pribawanto Suryawan +1
By using white noise analysis, we study the integral kernel , , of stochastic currents corresponding to fractional Brownian motion with Hurst parameter $H…
Generalized Wright Analysis in Infinite Dimensions
Luisa Beghin, Lorenzo Cristofaro, José L. da Silva
This paper investigates a broad class of non-Gaussian measures, , associated with a family of generalized Wright functions, . First, we study these measures in Euclide…
Green Measures for a Class of non-Markov Processes
Herry Pribawanto Suryawan, José Luís da Silva
In this paper, we investigate the Green measure for a class of non-Gaussian processes in . These measures are associated with the family of generalized grey Brownia…
Cameron--Martin Type Theorem for a Class of non-Gaussian Measures
Mohamed Erraoui, Michael Röckner, José Luís da Silva
In this paper, we study the quasi-invariant property of a class of non-Gaussian measures. These measures are associated with the family of generalized grey Brownian motions. We ide…
Fox-H densities and completely monotone generalized Wright functions
L. Beghin, L. Cristofaro, J. L. Da Silva
Due to their flexibility, Fox- functions are widely studied and applied to many research topics, such as astrophysics, mechanical statistic, probability, etc. Well-known special…
Nonlocal, nonlinear Fokker-Planck equations and nonlinear martingale problems
Viorel Barbu, José Luís da Silva, Michael Röckner
This work is concerned with the existence of mild solutions and the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with nonlocal operators , whe…
Compound Poisson Processes: Potentials, Green Measures and Random Times
Yuri Kondratiev, José Luís da Silva
In this paper we study the existence of Green measures for Markov processes with a nonlocal jump generator. The jump generator has no second moment and satisfies a suitable conditi…
A biorthogonal approach to the infinite dimensional fractional Poisson measure
Jerome Bendong, Sheila Menchavez, José Luís da Silva
In this paper we use a biorthogonal approach to the analysis of the infinite dimensional fractional Poisson measure , , on the dual of Schwartz test function space…
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 potentials for Markov processes
Yuri Kondratiev, José L. da Silva
The paper is devoted to the integral functionals of Markov processes in $\X$ in the case . It is established that such functionals can…
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…
The Stein Characterization of -Wright Distributions
José Luís da Silva, Mohamed Erraoui
In this paper use the Stein method to characterize the -Wright distribution and its symmetrization. The Stein operator is associated with the general Airy equa…
Form Factors for Generalized Grey Brownian Motion
José Luís da Silva, Ludwig Streit
In this paper we investigate the form factors of paths for a class of non Gaussian processes. These processes are characterized in terms of the Mittag-Leffler function. In particul…
Singularity of generalized grey Brownian motions with different parameters
José Luís da Silva, Mohamed Erraoui
In this note we prove that the probability measures generated by two generalized grey Brownian motions with different parameters are singular with respect to each other. This resul…
Fractional statistical dynamics and fractional kinetics
Jose Luis da Silva, Anatoly N. Kochubei, Yuri Kondratiev
We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. As a by-product we obta…
Mixed stochastic differential equations: Existence and uniqueness result
José Luís da Silva, Mohamed Erraoui, El Hassan Essaky
In this paper we shall establish an existence and uniqueness result for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a…
Stochastic differential equations driven by generalized grey noise
José Luís da Silva, Mohamed Erraoui
In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute cont…
Local times for multifractional Brownian motion in higher dimensions: A white noise approach
Wolfgang Bock, Jose Luis da Silva, Herry Pribawanto Suryawan
We present the expansion of the multifractional Brownian (mBm) local time in higher dimensions, in terms of Wick powers of white noises (or multiple Wiener integrals). If a suitabl…
Mittag-Leffler Analysis I: Construction and characterization
Martin Grothaus, Florian Jahnert, Felix Riemann +1
We construct an infinite dimensional analysis with respect to non-Gaussian measures of Mittag-Leffler type which we call Mittag-Leffler measures. It turns out that the well-known W…