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SUMMARY:Gamma-grey noise and gamma-grey Brownian motion - Luisa  Beghin (U
 niversity of Rome La Sapienza)
DTSTART:20220221T100000Z
DTEND:20220221T103000Z
UID:TALK167702@talks.cam.ac.uk
DESCRIPTION:\nThe grey noise has been introduced for the first time by Sch
 neider\; based on it\, the grey Brownian motion and the generalized &nbsp\
 ;grey Brownian motion were constructed\, in order to model anomalous diffu
 sions\, by mimicking the procedure for white noise and ordinary Brownian m
 otion. These models include\, as special cases\, both the standard and the
  fractional Brownian motion.\nWe construct and study the so-called gamma-g
 rey noise and the gamma-grey Brownian motion\, defined by means of the inc
 omplete-gamma function (thanks to its complete monotonicity) and the Riema
 nn-Liouville fractional derivative.\nDifferent characterizations of the pr
 ocess are also provided\, together with the integro-differential equation 
 satisfied by its transition density.
LOCATION:Seminar Room 1\, Newton Institute
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