Showing papers by "Enzo Orsingher published in 1996"

Composition of Stochastic Processes Governed by Higher-Order Parabolic and Hyperbolic Equations

Abstract: We consider compositions of stochastic processes that are governed by higherorder partial differential equations. The processes studied include compositions of Brownian motions, stable-like processes with Brownian time, Brownian motion whose time is an integrated telegraph process, and an iterated integrated telegraph process. The governing higher-order equations that are obtained are shown to be either of the usual parabolic type or, as in the last example, of hyperbolic type.

Limit Theorems for Solutions of the Burgers Equation with Gaussian and Non-Gaussian Initial Conditions

Abstract: In this paper we present the asymptotic distributions of solutions to initial-value problems for the Burgers equation when the initial condition is either a Gaussian stationary process or a one-degree chi-square process with a long-range dependence.

On the rate of convergence to the normal law for solutions of the burgers equation with singular initial data

Abstract: We study the scaling limit of random fields which are the solutions of a nonlinear partial differential equation known as the Burgers equation, under stochastic initial condition. These are assumed to be a Gaussian process with long-range dependence. We present some results on the rate of convergence to the normal law.

Planar random evolutions governed by hyperbolic equations

Abstract: Planar random evolutions governed by hyperbolic equations are considered. Two cases are presented in detail: motion with three directions and the model with four perpendicular directions.