Enzo Orsingher

most citedFractional diffusion equations and processes with randomly varying time

130 citations · 135 across the 4 of their papers we have counts for

collaborators

4 papers

math.PR2011★ 5 cited

Flying randomly in $R^{d}$ with Dirichlet displacements

Alessandro De Gregorio, Enzo Orsingher

Random flights in $R^{d}, d \geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the…

math.PR2011

Angular processes related to Cauchy random walks

Valemtina Cammarota, Enzo Orsingher

We study the angular process related to random walks in the Euclidean and in the non-Euclidean space where steps are Cauchy distributed. This leads to different types of non-linear…

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…

Flying randomly in Rd with Dirichlet displacements

Angular processes related to Cauchy random walks

Fractional diffusion equations and processes with randomly varying time

Equations of Mathematical Physics and Compositions of Brownian and Cauchy processes

Flying randomly in $R^{d}$ with Dirichlet displacements