Characterization and analysis of generalized grey incomplete gamma noise

W Bock, L Cristofaro - Stochastics, 2024 - Taylor & Francis
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 …

Generalized Wright Analysis in Infinite Dimensions

L Beghin, L Cristofaro, JL da Silva - arXiv preprint arXiv:2405.01665, 2024 - arxiv.org
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 …

Stochastic processes on infinite-dimensional spaces and fractional operators 05 July

L Beghin - Fractional Calculus Seminar Series, 2024 - mathlab.sissa.it
We present and analyze some stochastic processes defined in analogy with fractional
Brownian motion, in infinite-dimensional white or grey-noise spaces. By means of Riemann …

Stochastic processes defined on infinite-dimensional spaces through fractional operators and grey noise measures

L Beghin - BOOK OF ABSTRACTS, 2024 - rzym.pan.pl
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 …