This paper is concerned with the fractionalized diffusion equations governing the law of the
fractional Brownian motion BH (t). We obtain solutions of these equations which are …

Some fractional and anomalous diffusions are driven by equations involving fractional
derivatives in both time and space. Such diffusions are processes with randomly varying …

In this note, we underline the interesting connection between the Euler–Poisson–Darboux
(EPD)-type equations and iterated fractional Brownian motions. Starting from this interesting …

We consider different types of processes obtained by composing Brownian motion B (t),
fractional Brownian motion BH (t) and Cauchy processes C (t) in different manners. We study …

In this paper we deal with Mellin convolution of generalized Gamma densities which leads to
integrals of modified Bessel functions of the second kind. Such convolutions allow us to …

Iterated Bessel processes Rγ (t), t> 0, γ> 0 and their counterparts on hyperbolic spaces, ie
hyperbolic Brownian motions Bhp (t), t> 0 are examined and their probability laws derived …

For 0< α≤ 2 and 0< H< 1, an α-time fractional Brownian motion is an iterated process Z={Z
(t)= W (Y (t)), t≥ 0} obtained by taking a fractional Brownian motion {W (t), t∈ ℝ} with Hurst …

In this paper, we consider the composition of two independent processes: one process
corresponds to position and the other one to time. Such processes will be called iterated …

In this note we consider generalised diffusion equations in which the diffusivity coefficient is
not necessarily constant in time, but instead it solves a nonlinear fractional differential …

In this paper we introduce new distributions which are solutions of higher-order Laplace
equations. It is proved that their densities can be obtained by folding and symmetrizing …