130 citations · 710 across the 67 of their papers we have counts for
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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 , fractional Brownian motion and Cauchy processes in different manners. We…
Fractional pure birth processes
Enzo Orsingher, Federico Polito
We consider a fractional version of the classical nonlinear birth process of which the Yule--Furry model is a particular case. Fractionality is obtained by replacing the first orde…
Bessel processes and hyperbolic Brownian motions stopped at different random times
Mirko D'Ovidio, Enzo Orsingher
Iterated Bessel processes R^γ(t), t>0, γ>0 and their counterparts on hyperbolic spaces, i.e. hyperbolic Brownian motions B^{hp}(t), t>0 are examined and their probability laws deri…
Composition of processes and related partial differential equations
Mirko D'Ovidio, Enzo Orsingher
In this paper different types of compositions involving independent fractional Brownian motions B^j_{H_j}(t), t>0, j=1,$ are examined. The partial differential equations governing…