11 citations · 11 across the 3 of their papers we have counts for
3 papers
math.PR2026
Optional Stopping for Superhedging Supermartingales
Christian Bender, Sebastian E. Ferrando
Superhedging supermartingales, introduced by the authors in previous work, are non-probabilistic processes defined via subadditive outer integrals that carry a purely financial int…
math.PR2024
Limit Theorems for the Dynamical Foundation of the Fractional Brownian Motion and Related Models of Anomalous Diffusion with Random Diffusion Coefficient and Time-Dependent Random Hurst parameter
Christian Bender, Yana A. Butko, Mirko D'Ovidio +1
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most r…
math.PR2021★ 11 cited
Stochastic solutions of generalized time-fractional evolution equations
Christian Bender, Yana A. Butko
We consider a general class of integro-differential evolution equations which includes the governing equation of the generalized grey Brownian motion and the time- and space-fracti…