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math.PR2019
Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics
Luisa Beghin, Claudio Macci, Costantino Ricciuti
It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of proces…
math.PR2019
Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift
Francesco Iafrate, Claudio Macci
We consider the last zero crossing time of a Brownian motion, with drift in the time interval . We prove the large deviation principle of $\{T_{μ\sqrt r…