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math.PR2023★ 1 cited
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…
math.PR2023
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…