activity
20202026
most citedThe Negative Reflection Principle and the Joint Distribution of the Telegraph Process and its Maximum

2 citations · 3 across the 11 of their papers we have counts for

collaborators

14 papers

math.PR2026

Integrals of some compound processes

Fabrizio Cinque, Enzo Orsingher

By means of the theory of compound (non-homogenoeus) Poisson processes we define a general framework which includes most of the generalizations of the Poisson processes, both in th…

math.PR2025

Interacting point processes

Fabrizio Cinque, Enzo Orsingher

We study two different types of vector point processes with interacting components, introducing a migration-type effect. The first case concerns two groups which modify their state…

math.PR2025

Weak convergence of the integral of semi-Markov processes

Andrea Pedicone, Fabrizio Cinque

We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning…

math.PR2025

Point processes of the Poisson-Skellam family

Fabrizio Cinque, Enzo Orsingher

We study a general non-homogeneous Skellam-type process with jumps of arbitrary fixed sizes. We express this process in terms of a linear combination of Poisson processes and study…

math.PR2024

General Airy-type equations, heat-type equations and pseudo-processes

Fabrizio Cinque, Enzo Orsingher

We present a systematic study of higher-order Airy-type differential equations providing the explicit form of the solutions, deriving their power series expansions and a probabilis…

math.PR2024

Higher-order fractional equations and related time-changed pseudo-processes

Fabrizio Cinque, Enzo Orsingher

We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to…