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math.PR2023★ 1 cited
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…
math.PR2023
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…