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math.PR2025
Generalized Wright Analysis: Stochastic and Applications
W. Bock, L. Cristofaro, J. L. da Silva
In this paper, we investigate the stochastic counterpart of the generalized Wright analysis introduced in Beghin et al.~ in Integral Equations and Operator Theory, {\bf 97}, 2025.…
math.PR2025
McKean-Vlasov processes of bridge type
Wolfgang Bock, Astrid Hilbert, Mohammed Louriki
In this paper, we introduce and study McKean-Vlasov processes of bridge type. Specifically, we examine a stochastic differential equation (SDE) of the form: $$\mathrm{d} ξ_t=-μ(t…