1 citations · 2 across the 11 of their papers we have counts for
11 papers
Shot-noise processes with logarithmic response function and their scaling limits
Luisa Beghin, Lorenzo Cristofaro, Enrico Scalas
We consider shot-noise processes with an impulse response written in terms of the logarithm of the ratio between current and event time (instead of the usual absolute time differen…
Generalized Wright Analysis: Stochastic and Applications
W. Bock, L. Cristofaro, J. L. da Silva
In this paper, we investigate the stochastic counterpart of the generalized Wright analysis introduced in Beghin et al.~ in Integral Equations and Operator Theory, {\bf 97}, 2025.…
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…
Generalized random processes related to Hadamard operators and Le Roy measures
Luisa Beghin, Lorenzo Cristofaro, Federico Polito
The definition of generalized random processes in Gel'fand sense allows to extend well-known stochastic models, such as the fractional Brownian motion, and study the related fracti…
Generalized Wright Analysis in Infinite Dimensions
Luisa Beghin, Lorenzo Cristofaro, José L. da Silva
This paper investigates a broad class of non-Gaussian measures, , associated with a family of generalized Wright functions, . First, we study these measures in Euclide…
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…
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…
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…
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…
A fractional approach to study the pure-temporal Epidemic Type Aftershock Sequence (ETAS) process for earthquakes modeling
Lorenzo Cristofaro, Roberto Garra, Enrico Scalas +1
In statistical seismology, the Epidemic Type Aftershocks Sequence (ETAS) model is a branching process used world-wide to forecast earthquake intensity rates and reproduce many stat…
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…