130 citations · 184 across the 34 of their papers we have counts for
35 papers
Beta-weighted non-local differential operators and related stochastic processes
L. Beghin, N. Leonenko, T. Simon +1
In this work we introduce a class of non-local differential operators defined through a beta-weighted averaging of the ordinary derivative. We investigate their analytical properti…
Stretched non-local Pearson diffusions
Luisa Beghin, Nikolai Leonenko, Ivan Papić +1
We define a novel class of time changed Pearson diffusions, termed stretched non local Pearson diffusions, where the stochastic time change model has the Kilbas Saigo function as i…
Relaxation equations with stretched non-local operators: renewal and time-changed processes
Luisa Beghin, Nikolai Leonenko, Jayme Vaz
We introduce and study renewal processes defined by means of extensions of the standard relaxation equation through ``stretched" non-local operators (of order and with paramete…
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…
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…