5 papers
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…
On a planar random motion with asymptotically correlated components
Manfred Marvin Marchione, Enzo Orsingher
We study a planar random motion with orthogonal directions, where the direction switches are governed by a homogeneous Poisson process. At each Poisson even…
Planar random motions in a vortex
Enzo Orsingher, Manfred Marvin Marchione
We study a planar random motion with orthogonal directions which can turn clockwise, counterclockwise and reverse its direction each with a different probabil…
Non-monotone dependence modeling with copulas: an application to the volume-return relationship
Manfred Marvin Marchione, Fabio Baione
This paper introduces an innovative method for constructing copula models capable of describing arbitrary non-monotone dependence structures. The proposed method enables the creati…