The time-inhomogeneous Feller-type diffusion process, having infinitesimal drift α (t) x+ β (t)
and infinitesimal variance 2 r (t) x, with a zero-flux condition in the zero-state, is considered …

We consider the first-passage time problem for the Feller-type diffusion process, having
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …

We study the first-exit-time problem for the two-dimensional Wiener and Ornstein–
Uhlenbeck processes through time-varying ellipses which run according to specific rules …

For the Wiener, Ornstein–Uhlenbeck, and Feller processes, we study the transition
probability density functions with an absorbing boundary in the zero state. Particular …

Abstract The Generalized fractional Brownian motion (gfBm) is a stochastic process that acts
as a generalization for both fractional, sub-fractional, and standard Brownian motion. Here …

This paper explores the capabilities of the Constant Elasticity of Variance model driven by a
mixed-fractional Brownian motion (mfCEV)[Axel A. Araneda. The fractional and mixed …

The Generalized fractional Brownian motion (gfBm) is a stochastic process that acts as a
generalization for both fractional, sub-fractional, and standard Brownian motion. Here we …