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math.PR2026
The Funessian process: Non-Markovian dynamics shaped by the first event
Bilal Canturk, Gokhan Baris Bagci, Onur Pusuluk
We construct a continuous-time, positively divisible non-Markovian process with memory of the initial state that satisfies the differential Chapman--Kolmogorov equation. In the sta…
math.PR2024
On positively divisible non-Markovian processes
Bilal Canturk, Heinz-Peter Breuer
There are some positively divisible non-Markovian processes whose transition matrices satisfy the Chapman-Kolmogorov equation. These processes should also satisfy the Kolmogorov co…