29 citations · 187 across the 39 of their papers we have counts for
4 papers · 1 filter
Skew Brownian diffusions across Koch interfaces
Raffaela Capitanelli, Mirko D'Ovidio
We consider planar skew Brownian motion (BM) across pre-fractal Koch interfaces and moving on . We study the asymptotic beh…
Fractional spherical random fields
Mirko D'Ovidio, Nikolai Leonenko, Enzo Orsingher
In this paper we study the solutions of different forms of fractional equations on the unit sphere possessing the structure of time-de…
Discussion on the paper "On Simulation and Properties of the Stable Law" by L. Devroye and L. James
Mirko D'Ovidio, Federico Polito
We congratulate the authors for the interesting paper. The reading has been really pleasant and instructive. We discuss briefly only some of the interesting results given in Devroy…
Fractional Poisson process with random drift
Luisa Beghin, Mirko D'Ovidio
We study the connection between PDEs and Lévy processes running with clocks given by time-changed Poisson processes with stochastic drifts. The random times we deal with are theref…