5 papers · 1 filter
Telegraph random evolutions on a circle
Alessandro De Gregorio, Francesco Iafrate
We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities and changing rotation at Poisson random times…
On the sojourn time of a Generalized Brownian meander
Francesco Iafrate, Enzo Orsingher
In this paper we study the sojourn time on the positive half-line up to time of a drifted Brownian motion with starting point and subject to the condition that $ \min_{…
Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift
Francesco Iafrate, Claudio Macci
We consider the last zero crossing time of a Brownian motion, with drift in the time interval . We prove the large deviation principle of $\{T_{μ\sqrt r…
Drifted Brownian motions governed by fractional tempered derivatives
Mirko D'Ovidio, Francesco Iafrate, Enzo Orsingher
Fractional equations governing the distribution of reflecting drifted Brownian motions are presented. The equations are expressed in terms of tempered Riemann--Liouville type deriv…
The last zero crossing of an iterated Brownian motion with drift
Francesco Iafrate, Enzo Orsingher
In this paper we consider the iterated Brownian motion where are two independent Brownian motions with…