The generalization of fractional Brownian motion in infinite-dimensional white and grey
noise spaces has been recently carried over, following the Mandelbrot-Van Ness …

The generalization of fractional Brownian motion in the white and grey noise spaces has
been recently carried over, following the Mandelbrot–Van Ness representation, through …

Due to their flexibility, Fox-H functions are widely studied and applied to many research
topics, such as astrophysics, statistical mechanics, and probability. Well-known special …

The grey incomplete gamma distributions was established by one of the authors in a
previous publication. In this article we use the Kondratiev characterization theorem to …

We define a fractional Ito stochastic integral with respect to a randomly scaled fractional
Brownian motion via an $ S $-transform approach. We investigate the properties of this …

In this article, we study the quasi-translation-invariant property of a class of non-Gaussian
measures. These measures are associated with the family of generalized grey Brownian …

The definition of generalized random processes in Gel'fand sense allows to extend well-
known stochastic models, such as the fractional Brownian motion, and study the related …

This paper investigates a broad class of non-Gaussian measures, $\mu_\Psi $, associated
with a family of generalized Wright functions, $ _m\Psi_q $. First, we study these measures …

The anomalous diffusion is characterized by deviation from Gaussian statistics and the
absence of a linear time dependency in the mean square displacement. This study …

This model has been generalized in various directions either by replacing the white noise
measure by so-called grey noise measures (see [4],[1]), or by considering different fractional …