Luisa Beghin

most citedFractional diffusion equations and processes with randomly varying time

130 citations · 130 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2011

Fractional relaxation equations and Brownian crossing probabilities of a random boundary

Luisa Beghin

We analyze here different forms of fractional relaxation equations of order ν\in(0,1) and we derive their solutions both in analytical and in probabilistic forms. In particular we…

math.PR2011★ 130 cited

Fractional diffusion equations and processes with randomly varying time

Enzo Orsingher, Luisa Beghin

In this paper the solutions $u_{ν} = u_{ν} (x, t)$ to fractional diffusion equations of order $0 < ν \leq 2$ are analyzed and interpreted as densities of the composition of various types of s…

math.PR2010

Equations of Mathematical Physics and Compositions of Brownian and Cauchy processes

Luisa Beghin, Enzo Orsingher, Lyudmyla Sakhno

We consider different types of processes obtained by composing Brownian motion $B (t)$ , fractional Brownian motion $B_{H} (t)$ and Cauchy processes in different manners. We…