E
Enzo Orsingher
Researcher at Sapienza University of Rome
Publications - 194
Citations - 3642
Enzo Orsingher is an academic researcher from Sapienza University of Rome. The author has contributed to research in topics: Brownian motion & Fractional calculus. The author has an hindex of 30, co-authored 189 publications receiving 3251 citations. Previous affiliations of Enzo Orsingher include University of Salerno.
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Spectral functions related to some fractional stochastic differential equations
TL;DR: In this paper, the covariance functions and spectral functions of higher-order stochastic differential equations were derived explicitly for a Gaussian white noise model, and the spectral functions were obtained explicitly.
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The last zero crossing of an iterated Brownian motion with drift
Francesco Iafrate,Enzo Orsingher +1 more
TL;DR: In this article, the authors derived the last zero crossing distribution of the drifted Brownian motion with drift and the first passage time through the zero level of a Brownian Motion with drift.
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Sample Paths Properties of Stochastic Processes from Orlicz Spaces, with Applications to Partial Differential Equations
TL;DR: In this article, conditions for stochastic processes from Orlicz spaces to have almost sure bounded and continuous sample paths are obtained, where the study is concerned with the processes defined on unbounded domains.
Introduzione alla Probabilità: dalle nozioni fondamentali alle applicazioni
Luisa Beghin,Enzo Orsingher +1 more
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Motion among random obstacles on a hyperbolic space
TL;DR: In this paper, the authors consider the case where a particle is specularly reflected when it hits randomly-distributed obstacles that are assumed to be motionless, and they show that their process converges to a Markovian process on the hyperbolic manifold.