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math.PR2018
Delayed and rushed motions through time change
Raffaela Capitanelli, Mirko D'Ovidio
We introduce a definition of delayed and rushed processes in terms of lifetimes of base processes and time-changed base processes. Then, we consider time changes given by subordina…
math.PR2018
Drifted Brownian motions governed by fractional tempered derivatives
Mirko D'Ovidio, Francesco Iafrate, Enzo Orsingher
Fractional equations governing the distribution of reflecting drifted Brownian motions are presented. The equations are expressed in terms of tempered Riemann--Liouville type deriv…