We define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the density is shown. We also provide a generalized Fokker-Planck equation for the density of the process
International audienceWe consider an Ornstein-Uhlenbeck process with different drift rates below and...
This paper derives transition and first hitting time densities and moments for the Ornstein-Uhlenbec...
A detailed study of the asymptotic behavior of the first-passage-time p.d.f. and its moments is carr...
We define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uh...
In this paper, we study some properties of the generalized Fokker-Planck equation induced by the tim...
We consider some time-changed diffusion processes obtained by applying the Doob transformation rule ...
In this paper we study some convergence results concerning the one-dimensional distribution of a tim...
It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Pl...
We solve a physically significant extension of a classic problem in the theory of diffusion, namely ...
Abstract The classical stationary Ornstein-Uhlenbeck process can be obtained in two different ways. ...
This paper considers the Fokker–Planck equation and path integral formulation of the fractional Orns...
The space-fractional and the time-fractional Poisson processes are two well-known models of fraction...
In this study we consider the fractional Ornstein-Uhlenbeck processes driven by α-stable Levy motion...
We introduce a class of stochastic differential equations driven by fractional Brownian motion which...
It is well-known that compositions of Markov processes with inverse subordinators are governed by i...
International audienceWe consider an Ornstein-Uhlenbeck process with different drift rates below and...
This paper derives transition and first hitting time densities and moments for the Ornstein-Uhlenbec...
A detailed study of the asymptotic behavior of the first-passage-time p.d.f. and its moments is carr...
We define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uh...
In this paper, we study some properties of the generalized Fokker-Planck equation induced by the tim...
We consider some time-changed diffusion processes obtained by applying the Doob transformation rule ...
In this paper we study some convergence results concerning the one-dimensional distribution of a tim...
It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Pl...
We solve a physically significant extension of a classic problem in the theory of diffusion, namely ...
Abstract The classical stationary Ornstein-Uhlenbeck process can be obtained in two different ways. ...
This paper considers the Fokker–Planck equation and path integral formulation of the fractional Orns...
The space-fractional and the time-fractional Poisson processes are two well-known models of fraction...
In this study we consider the fractional Ornstein-Uhlenbeck processes driven by α-stable Levy motion...
We introduce a class of stochastic differential equations driven by fractional Brownian motion which...
It is well-known that compositions of Markov processes with inverse subordinators are governed by i...
International audienceWe consider an Ornstein-Uhlenbeck process with different drift rates below and...
This paper derives transition and first hitting time densities and moments for the Ornstein-Uhlenbec...
A detailed study of the asymptotic behavior of the first-passage-time p.d.f. and its moments is carr...
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