Preface: new trends in first-passage methods and applications in the life sciences and
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Stochastic processes play a key role for modeling a huge variety of transport problems out of
equilibrium, with manifold applications throughout the natural and social sciences. To …

The analysis of fluctuation-dissipation relations developed in Giona et al.(2024) for particle
hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the …

This paper addresses the generalization of counting processes through the age formalism of
Lévy Walks. Simple counting processes are introduced and their properties are analyzed …

This paper introduces a run-and-tumble model with self-reinforcing directionality and rests.
We derive a single governing hyperbolic partial differential equation for the probability …

We study the ballistic Lévy walk stemming from an infinite mean traveling time between
collision events. Our study focuses on the density of spreading particles all starting from a …

The first passage time has many applications in fields like finance, econometrics, statistics,
and biology. However, explicit formulas for the first passage density have only been …

It is shown that Generalized Poisson–Kac processes are closed with respect to Lorentz
transformations, providing a class of covariant kinematic processes. The transformation …

This article investigates the spectral structure of the evolution operators associated with the
statistical description of stochastic processes possessing finite propagation velocity …