Fractional Calculus and Stochastic Processes

• Grant number: 24/17510-6
• Support Opportunities: Scholarships abroad - Research
• Start date until: September 01, 2025
• End date until: 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.