4 papers · 1 filter
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…
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-…