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20222025
most citedNon-Gaussian Measures in Infinite Dimensional Spaces: the Gamma-Grey Noise

1 citations · 2 across the 5 of their papers we have counts for

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5 papers

math.PR2025

The Poisson Multiplication Formula

Lorenzo Cristofaro, Giovanni Peccati

We establish necessary and sufficient conditions implying that the product of Poisson functionals, living in a finite sum of Wiener chaoses, is square-integrable. Our con…

math.PR20231 cited

A class of infinite-dimensional Gaussian processes defined through generalized fractional operators

Luisa Beghin, Lorenzo Cristofaro, Yuliya Mishura

The generalization of fractional Brownian motion in infinite-dimensional white and grey noise spaces has been recently carried over, following the Mandelbrot-Van Ness representatio…

math.PR2023

Renewal processes linked to fractional relaxation equations with variable order

Luisa Beghin, Lorenzo Cristofaro, Roberto Garrappa

We introduce and study here a renewal process defined by means of a time-fractional relaxation equation with derivative order varying with time . In particular, we u…

math.PR2023

Characterization and Analysis of Generalized Grey Incomplete Gamma Noise

Wolfgang Bock, Lorenzo Cristofaro

The grey incomplete gamma distributions was established by one of the authors in a previous publication. In this article we use the Kondratiev characterization theorem to identify…

math.PR20221 cited

Non-Gaussian Measures in Infinite Dimensional Spaces: the Gamma-Grey Noise

Luisa Beghin, Lorenzo Cristofaro, Janusz Gajda

In the context of non-Gaussian analysis, Schneider [27] introduced grey noise measures, built upon Mittag-Leffler functions; analogously, grey Brownian motion and its generalizatio…