5 papers
Elastic Brownian motion with random jumps from the boundary
Fausto Colantoni, Mirko D'Ovidio
In this paper, we study elastic Brownian motion on a \(C^2\) domain. Instead of being killed at the boundary, the process restarts from a random position inside the domain. We char…
Earthquake modelling via Brownian motions on networks
Fausto Colantoni, Mirko D'Ovidio, Flavia Tavani
We provide a general model for Brownian motions on metric graphs with interactions. In a general setting, for (sticky) Brownian propagations on edges, our model provides a characte…
Master equations for continuous-time random walks with stochastic resetting
Fausto Colantoni, Gianni Pagnini
We study a general continuous-time random walk (CTRW), by including non-Markovian cases and Lévy flights, under complete stochastic resetting to the initial position with an arbitr…
Time reversal of reflected Brownian motion with Poissonian resetting
Fausto Colantoni, Mirko D'Ovidio, Gianni Pagnini
In this paper, we study reflecting Brownian motion with Poissonian resetting. After providing a probabilistic description of the phenomenon using jump diffusions and semigroups, we…
Variance Gamma (non-local) equations
Fausto Colantoni
We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-…