4 papers · 1 filter
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…
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…
Dirichlet problems and exit distributions for the telegraph process and its planar extensions
Manfred Marvin Marchione, Enzo Orsingher
In this paper, we study boundary-value problems describing the exit distribution of finite-velocity random motions from prescribed domains. For the standard telegraph process, with…
One-dimensional and planar random motions with variable propagation speeds
Manfred Marvin Marchione, Enzo Orsingher
In this paper, we study univariate and planar random motions with variable propagation speeds. We first consider motions with space-varying velocity, which can be reduced to consta…