130 citations · 184 across the 34 of their papers we have counts for
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Stochastic solutions for time-fractional heat equations with complex spatial variables
Luisa Beghin, Alessandro De Gregorio
We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution t…
Non-central moderate deviations for compound fractional Poisson processes
Luisa Beghin, Claudio Macci
The term "moderate deviations" is often used in the literature to mean a class of large deviation principles that, in some sense, fill the gap between a convergence in probability…
Stochastic applications of Caputo-type convolution operators with non-singular kernels
Luisa Beghin, Michele Caputo
We consider here convolution operators, in the Caputo sense, with non-singular kernels. We prove that the solutions to some integro-differential equations with such operators (acti…
Lévy processes linked to the lower-incomplete gamma function
Luisa Beghin, Costantino Ricciuti
We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank…