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20092026
most citedFractional diffusion equations and processes with randomly varying time

130 citations · 710 across the 67 of their papers we have counts for

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Showing 2012 · math.PRShow all

6 papers · 2 filters

math.PR2012★ 1 cited

Even-order pseudoprocesses on a circle and related Poisson kernels

Enzo Orsingher, Bruno Toaldo

Pseudoprocesses, constructed by means of the solutions of higher-order heat-type equations have been developed by several authors and many related functionals have been analyzed by…

math.PR2012

Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres

Olga Aryasova, Alessandro De Gregorio, Enzo Orsingher

Diffusion processes moving inside spheres and reflecting orthogonally on their surfaces are consid…

math.PR2012★ 1 cited

Space-time fractional equations and the related stable processes at random time

Enzo Orsingher, Bruno Toaldo

In this paper we consider the general fractional equation \sum_{j=1}^m λ_j \frac{\partial^{ν_j}}{\partial t^{ν_j}} w(x_1,..., x_n ; t) = -c^2 (-Δ)^βw(x_1,..., x_n ; t), for ν_j \in…

math.PR2012

Time-changed processes governed by space-time fractional telegraph equations

Mirko D'Ovidio, Enzo Orsingher, Bruno Toaldo

In this work we construct compositions of processes of the form \bm{S}_n^{2β}(c^2 \mathpzc{L}^ν(t) \r, t>0, ν\in (0, 1/2], β\in (0,1], n \in \mathbb{N}, whose distribution is relat…

math.PR2012

Probabilistic representation of fundamental solutions to

Enzo Orsingher, Mirko D'Ovidio

For the fundamental solutions of heat-type equations of order we give a general stochastic representation in terms of damped oscillations with generalized gamma distributed par…

math.PR2012

Higher-order Laplace equations and hyper-Cauchy distributions

Enzo Orsingher, Mirko D'Ovidio

In this paper we introduce new distributions which are solutions of higher-order Laplace equations. It is proved that their densities can be obtained by folding and symmetrizing Ca…