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math.PR2022
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-…
math.PR2022
Non-local Boundary Value Problems, stochastic resetting and Brownian motions on graphs
Stefano Bonaccorsi, Fausto Colantoni, Mirko D'Ovidio +1
We consider dynamic boundary conditions involving non-local operators. Our analysis includes a detailed description of such operators together with their relations with random time…