scispace - formally typeset
Search or ask a question

Showing papers by "Enzo Orsingher published in 2001"

Journal Article•DOI•
Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

[...]

Luisa Beghin, L. Nieddu1, Enzo Orsingher•
Sapienza University of Rome1
01 Jan 2001-Journal of Applied Mathematics and Stochastic Analysis
TL;DR: In this paper, the authors examined the telegrapher's process with drift and its distribution was obtained by applying the Lorentz transformation, and derived the related characteristic function as well as the distribution by solving an initial value problem for the generalized telegraph equation.
Abstract: The telegrapher's process with drift is here examined and its distribution is obtained by applying the Lorentz transformation. The related characteristic function as well as the distribution are also derived by solving an initial value problem for the generalized telegraph equation.

71 citations

Journal Article•DOI•
Joint distributions of the maximum and the process for higher-order diffusions

[...]

Luisa Beghin1, Enzo Orsingher1, T. Ragozina2•
Sapienza University of Rome1, Ufa State Aviation Technical University2
01 Jul 2001-Stochastic Processes and their Applications
TL;DR: For processes X(t),t>0 governed by signed measures whose density is the fundamental solution of third and fourth-order heat-type equations (higher-order diffusions) the explicit form of the joint distribution of ( max 0⩽s⩾t X(s),X(t)) is derived in this article.

29 citations

Journal Article•DOI•
Анализ двумерного случайного блуждания с конечной скоростью и отражением@@@Analysis of a Finite-Velocity Planar Random Motion with Reflection

[...]

Александр Д Колесник, Alexander D. Kolesnik, Энзо Орсингер, Enzo Orsingher
01 Jan 2001

1 citations