Green Measures for a Class of Non-Markov Processes.

In this paper, we investigate the Green measure for a class of non-Gaussian processes in R d . These measures are associated with the family of generalized grey Brownian motions B β , α , 0 < β ≤ 1 , 0 < α ≤ 2 . This family includes both fractional Brownian motion, Brownian motion, and other non-Gaussian processes. We show that the perpetual integral exists with probability 1 for d α > 2 and 1 < α ≤ 2 . The Green measure then generalizes those measures of all these classes. [ABSTRACT FROM AUTHOR]