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math.PR2018
Long-memory Gaussian processes governed by generalized Fokker-Planck equations
Luisa Beghin
It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Planck equation. This standard setting has been recently generalized in different…
math.PR2018
Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates
Luisa Beghin, Claudio Macci, Barbara Martinucci
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating…