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pro vyhledávání: '"Colantoni, Fausto"'
Autor:
Berry, Jules, Colantoni, Fausto
We investigate continuous diffusions on star graphs with sticky behavior at the vertex. These are Markov processes with continuous paths having a positive occupation time at the vertex. We characterize sticky diffusions as time-changed nonsticky diff
Externí odkaz:
http://arxiv.org/abs/2411.05441
Autor:
Colantoni, Fausto
In this paper, we present a comprehensive study on the generalization of skew Brownian motion and two-sided sticky Brownian motion by considering non-local operators at the origin for the heat equations on the real line. To begin, we introduce Marcha
Externí odkaz:
http://arxiv.org/abs/2310.15034
Autor:
Colantoni, Fausto
We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving generalized W
Externí odkaz:
http://arxiv.org/abs/2210.09816
We consider dynamic boundary conditions involving non-local operators. Our analysis includes a detailed description of such operators together with their relations with random times and random (additive) functionals. We provide some new characterizat
Externí odkaz:
http://arxiv.org/abs/2209.14135
Autor:
Colantoni, Fausto, D'Ovidio, Mirko
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, we focus on $\lambda$-potentials and we study the governing equation
Externí odkaz:
http://arxiv.org/abs/2111.08290
Autor:
Colantoni, Fausto
Publikováno v:
Modern Stochastics: Theory & Applications; Oct2023, Vol. 10 Issue 4, p413-424, 12p
Autor:
Colantoni, Fausto1 (AUTHOR), D'Ovidio, Mirko1 (AUTHOR)
Publikováno v:
Stochastic Analysis & Applications. 2023, Vol. 41 Issue 5, p999-1024. 26p.
Akademický článek
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Autor:
Colantoni, Fausto, D'Ovidio, Mirko
We study boundary value problems involving non-local operators for the dynamic boundary conditions. Our analysis includes a detailed description of such operators together with their relations with random times and random functionals. We provide some
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::25149c458f2d8b826d23c2e24c2737cd