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math.PR2025
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…
math.PR2025
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…