29 citations · 187 across the 39 of their papers we have counts for
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From Sturm-Liouville problems to fractional and anomalous diffusions
Mirko D'Ovidio
Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times.…
Explicit solutions to fractional diffusion equations via Generalized Gamma Convolution
Mirko D'Ovidio
In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to…
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…