Enzo Orsingher

Articles in Scholarly Journals [Incomplete List]

  1. On the Solutions of Linear Odd-Order Heat-Type Equations with Random Initial Conditions
    Journal of Statistical Physics, vol. 127, no. 4, pp. 721–739, 2007
  2. A Darling–Siegert formula relating some Bessel integrals and random walks
    Statistics & Probability Letters, vol. 77, no. 7, pp. 667–680, 2007
  3. Minimal cyclic random motion in Rn and hyper-Bessel functions
    Annales de l'Institut Henri Poincare (B) Probability and Statistics, vol. 42, no. 6, pp. 753–772, 2006
  4. A Grain of Dust Falling Through a Sierpinski Gasket
    Acta Mathematica Sinica, English Series, vol. 23, no. 6, pp. 1095–1108, 2006
  5. Exact small deviation asymptotics for the Slepian and Watson processes in the Hilbert norm
    Journal of Mathematical Sciences, vol. 137, no. 1, pp. 4555–4560, 2006
  6. Some universal limits for nonhomogeneous birth and death processes
    Queueing Systems, vol. 52, no. 2, pp. 139–151, 2006
  7. Exact Small Ball Constants for Some Gaussian Processes under the L 2-Norm
    Journal of Mathematical Sciences, vol. 128, no. 1, pp. 2493–2502, 2005
  8. The distribution of the local time for “pseudoprocesses” and its connection with fractional diffusion equations
    Stochastic Processes and their Applications, vol. 115, no. 6, pp. 1017–1040, 2005
  9. A planar random motion with an infinite number of directions controlled by the damped wave equation
    Journal of Applied Probability, vol. 42, no. 4, pp. 1168–1182, 2005
  10. A cyclic random motion in R 3 with four directions and finite velocity
    Stochastics and Stochastics Reports, vol. 76, no. 2, pp. 113–133, 2004
  11. Time-fractional telegraph equations and telegraph processes with brownian time
    Probability Theory and Related Fields, vol. 128, no. 1, pp. 141–160, 2004
  12. Bose-Einstein-type statistics, order statistics and planar random motions with three directions
    Advances in Applied Probability, vol. 36, no. 3, pp. 937–970, 2004
  13. Chinese Annals of Mathematics, vol. 24, no. 1, p. 45, 2003
  14. An alternating motion with stops and the related planar, cyclic motion with four directions
    Advances in Applied Probability, vol. 35, no. 4, pp. 1153–1168, 2003
  15. How the sojourn time distributions of Brownian motion are affected by different forms of conditioning
    Statistics & Probability Letters, vol. 65, no. 4, pp. 291–302, 2003
  16. Analysis of a Finite-Velocity Planar Random Motion with Reflection
    Theory of Probability and Its Applications, vol. 46, no. 1, p. 132, 2002
  17. Bessel functions of third order and the distribution of cyclic planar motions with three directions
    Stochastics and Stochastics Reports, vol. 74, no. 3-4, pp. 617–631, 2002
  18. Joint distributions of the maximum and the process for higher-order diffusions
    Stochastic Processes and their Applications, vol. 94, no. 1, pp. 71–93, 2001
  19. Conditional maximal distributions of processes related to higher-order heat-type equations
    Stochastic Processes and their Applications, vol. 85, no. 2, pp. 209–223, 2000
  20. Journal of Theoretical Probability, vol. 13, no. 4, pp. 997–1012, 2000
  21. Journal of Statistical Physics, vol. 99, no. 3/4, pp. 769–781, 2000
  22. The intermediate arc-sine law
    Statistics & Probability Letters, vol. 49, no. 2, pp. 119–125, 2000
  23. Georgian Mathematical Journal, vol. 6, no. 2, pp. 169–178, 1999
  24. On the maximum of the generalized Brownian bridge
    Lithuanian Mathematical Journal, vol. 39, no. 2, pp. 157–167, 1999
  25. Iterated processes and their applications to higher order differential equations
    Acta Mathematica Sinica, vol. 15, no. 2, pp. 173–180, 1999
  26. Limiting distributions of randomly accelerated motions
    Lithuanian Mathematical Journal, vol. 37, no. 3, pp. 219–229, 1997
  27. Detailed Probabilistic Analysis of the Integrated Three-Valued Telegraph Signal
    Journal of Applied Probability, vol. 34, no. 3, p. 671, 1997
  28. On the rate of convergence to the normal law for solutions of the Burgers equation with singular initial data
    Journal of Statistical Physics, vol. 82, no. 3-4, pp. 915–930, 1996
  29. Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
    Journal of Theoretical Probability, vol. 9, no. 2, pp. 511–532, 1996
  30. Limiting distributions of the solutions of the many-dimensional B?rgers equation with random initial data. II
    Ukrainian Mathematical Journal, vol. 46, no. 8, pp. 1101–1109, 1994
  31. Limiting distributions of the solutions of the many-dimensional B?rgers equation with random initial data. I
    Ukrainian Mathematical Journal, vol. 46, no. 7, pp. 953–961, 1994
  32. The arc-sine law and its analogs for processes governed by signed and complex measures
    Stochastic Processes and their Applications, vol. 52, no. 2, pp. 273–292, 1994
  33. Processes governed by signed measures connected with third-order ?heat-type? equations
    Lithuanian Mathematical Journal, vol. 31, no. 2, pp. 220–231, 1992
  34. Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchoff's laws
    Stochastic Processes and their Applications, vol. 34, no. 1, pp. 49–66, 1990
  35. Random Motions Governed by Third-Order Equations
    Advances in Applied Probability, vol. 22, no. 4, p. 915, 1990
  36. On the Comparison of the Distribution of the Supremum of Random Fields Represented by Stochastic Integrals
    Advances in Applied Probability, vol. 21, no. 4, p. 770, 1989
  37. A Planar Random Motion Governed by the Two-Dimensional Telegraph Equation
    Journal of Applied Probability, vol. 23, no. 2, p. 385, 1986
  38. Brownian fluctuations in space-time with applications to vibrations of rods
    Stochastic Processes and their Applications, vol. 23, no. 2, pp. 221–234, 1986
  39. Hyperbolic equations arising in random models
    Stochastic Processes and their Applications, vol. 21, no. 1, pp. 93–106, 1985
  40. Damped Vibrations Excited by White Noise
    Advances in Applied Probability, vol. 16, no. 3, p. 562, 1984