29 citations · 187 across the 39 of their papers we have counts for
5 papers · 2 filters
On the inverse gamma subordinator
Fausto Colantoni, Mirko D'Ovidio
In this paper we deal with some open problems concerned with gamma subordinators. In particular, we provide a representation for the moments of the inverse gamma subordinator. Then…
Elastic drifted Brownian motions and non-local boundary conditions
Mirko D'Ovidio, Francesco Iafrate
We provide a deep connection between elastic drifted Brownian motions and inverses to tempered subordinators. Based on this connection, we establish a link between multiplicative f…
Fractional boundary value problems
Mirko D'Ovidio
We study some functionals associated with a process driven by a fractional boundary value problem (FBVP for short). By FBVP we mean a Cauchy problem with boundary condition written…
Models of space-time random fields on the sphere
Mirko D'Ovidio, Enzo Orsingher, Lyudmyla Sakhno
We study general models of random fields associated with non-local equations in time and space. We discuss the properties of the corresponding angular power spectrum and find asymp…
Non-local logistic equations from the probability viewpoint
Mirko D'Ovidio
We investigate the solution to the logistic equation involving non-local operators in time. In the linear case such operators lead to the well-known theory of time changes. We prov…