4 papers · 1 filter
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…
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…
On a planar random motion with asymptotically correlated components
Manfred Marvin Marchione, Enzo Orsingher
We study a planar random motion with orthogonal directions, where the direction switches are governed by a homogeneous Poisson process. At each Poisson even…
Planar random motions in a vortex
Enzo Orsingher, Manfred Marvin Marchione
We study a planar random motion with orthogonal directions which can turn clockwise, counterclockwise and reverse its direction each with a different probabil…