39 citations · 176 across the 32 of their papers we have counts for
24 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.…
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…
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 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…
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…
Grey Brownian motion local time: Existence and weak-approximation
José Luís Da Silva, Mohamed Erraoui
In this paper we investigate the class of grey Brownian motions (, ). We show that grey Brownian motion admits different representations in terms of cert…
The -dependence of stochastic differential equations driven by variants of -stable processes
Jose Luis da Silva, Mohamed Erraoui
In this paper we investigate two variants of -stable processes, namely tempered stable subordinators and modified tempered stable process as well as their renormalization. We st…
The fractional Poisson measure in infinite dimensions
Maria Joao Oliveira, Habib Ouerdiane, Jose Luis da Silva +1
The Mittag-Leffler function being a natural generalization of the exponential function, an infinite-dimensional version of the fractional Poisson measure would have a charact…
Intersection local times of independent fractional Brownian motions as generalized white noise functionals
Maria Joao Oliveira, Jose Luis da Silva, Ludwig Streit
In this work we present expansions of intersection local times of fractional Brownian motions in , for any dimension , with arbitrary Hurst coefficients in …
Hydrodynamic limits for the free Kawasaki dynamics of continuous particle systems
Yuri G. Kondratiev, Tobias Kuna, Maria João Oliveira +2
An infinite particle system of independent jumping particles in infinite volume is considered. Their construction is recalled,further properties are derived, the relation with hier…