F. Iafrate

activity

20172024

most citedDrifted Brownian motions governed by fractional tempered derivatives

9 citations · 14 across the 7 of their papers we have counts for

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math.PR2018★ 9 cited

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…

math.PR2018

The last zero crossing of an iterated Brownian motion with drift

Francesco Iafrate, Enzo Orsingher

In this paper we consider the iterated Brownian motion $_{μ_{2}}^{μ_{1}} I (t) = B_{1}^{μ_{1}} (∣ B_{2}^{μ_{2}} (t) ∣)$ where $B_{j}^{μ_{j}}, j = 1, 2$ are two independent Brownian motions with…