Fractional Calculus and Stochastic Processes

• Grant number: 24/17510-6
• Support Opportunities: Scholarships abroad - Research
• Start date: September 01, 2025
• End date: February 28, 2026
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Analysis
• Principal Investigator: Jayme Morandi Vaz
• Grantee: Jayme Morandi Vaz
• Host Investigator: Luisa Beghin
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Institution abroad: Università degli Studi di Roma La Sapienza, Italy

Abstract

It is planned to study some problems involving fractional calculus at the interface of mathematical physics and statistics, more specifically: (i) relaxation processes with non-local operators in time; (ii) generalization of the Meijer G-function and applications; (iii) non-local point processes; (iv) fractional differential equations with variable order.

Scientific publications

(The scientific publications listed on this page originate from the Web of Science or SciELO databases. Their authors have cited FAPESP grant or fellowship project numbers awarded to Principal Investigators or Fellowship Recipients, whether or not they are among the authors. This information is collected automatically and retrieved directly from those bibliometric databases.)

BEGHIN, LUISA; LEONENKO, NIKOLAI; PAPIC, IVAN; VAZ, JAYME. Stretched non-local Pearson diffusions. Stochastic Processes and their Applications, v. 195, p. 24-pg., 2026-05-01. (22/09201-8, 24/17510-6)