Research interests:   

• Stochastic processes and their governing differential equations

• Lévy processes linked to fractional differential equations

• Subordination theory and processes with random time

• Fractional and anomalous diffusions

• Random motions with finite velocities and telegraph process

• Pseudoprocesses and signed measures

• Large and moderate deviations

Publications:

- Number of papers in refereed journals: 63

- Number of books: 2

List of publications:

• 1. On the Maximum of the Generalized Brownian Bridge (with E.Orsingher) Lithuanian Mathematical Journal, 39, n.2 (1999), pp.200-213.

  2. Approximate Asymptotic Bahadur Efficiency of Independence Tests with Random Sample Size (with Y.Y.Nikitin), Journal of the Italian Statistical Society, vol.8, n.1 (1999), pp.1-24.

  3. Conditional Maximal Distributions of  Processes Related to Higher-Order Heat-Type Equations  (with  E.Orsingher, K.Hochberg), Stochastic Processes  and their Applications, 85(2000),   pp.209-223.

  4. Gaussian Limiting Behavior of the Rescaled Solution to the Linear Korteweg-de Vries Equation with Random Initial Conditions (with V.P.Knopova, N.N.Leonenko, E.Orsingher) Journal of Statistical Physics, vol.99, n.3/4 (2000), pp.769-781.

  5. Joint Distributions of the Maximum and the Process for Higher-Order Diffusions (with E.Orsingher, T.Ragozina), Stochastics Processes and their Applications, vol.94 (2001), pp.71-93.

  6. Probabilistic Analysis of the Telegrapher’s Process with Drift by Means of Relativistic Transformations (with L.Nieddu,  E.Orsingher), Journal of Applied Mathematics and Stochastic Analysis, vol.14, n. (2001), pp.11-25.

  7. Random motions at finite velocity and their connections with hyperbolic equations (with E.Orsingher), Recent Research Developments in Statistical Physics, n.2 (2002), pp.1-20.

  8. Weak Convergence of Some Randomly Indexed Empirical Processes, Probability and Mathematical Statistics, vol.22, n.1, (2002), pp.193-202.

  9. How the Sojourn Time Distributions of Brownian Motion are Affected by Different Forms of Conditioning (with Y.Nikitin, E.Orsingher), Statistics and Probability Letters,  vol.65, n.4 (2003), 291-302.

  10. The telegrapher's process stopped at stable-distributed times and its connection with the fractional telegraph equation (with E.Orsingher), Fractional Calculus and Applied Analysis, vol.6, n.2 (2003), 187-204.

  11. On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications, Statistical Inference for Stochastic Processes, vol. 8, n.1, (2005) 51-70.

  12. Exact small ball constants for some Gaussian processes under L2 -norm, (with Y.Nikitin, E.Orsingher),  Journal of Mathematical Sciences, vol.128, n.1 (2005) 2493-2502, translated from POMI, Zapiski Nauchn. Semin., vol.298, (2003), 5-21.

  13. Time-fractional telegraph equations and telegraph process with Brownian time (with E.Orsingher), Probability Theory and Related Fields, vol.128 (2004), pp.141-160.

  14. The distribution of the local time for “pseudo-processes” and its connections with fractional diffusion equations (with E.Orsingher), Stochastic Processes and their Applications (2005), vol.115, pp.1017-1040.

  15.  On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications”, L.Beghin, Statistical Inference for Stochastic Processes, vol. 8, n.1, (2005) 51-70.

  16. Probabilità e Modelli Aleatori (with E.Orsingher), Aracne editrice: Roma, 2006.

  17. On the solutions of linear odd-order heat-type equations with random initial conditions (with Yu.Kozachenko, E.Orsingher, L.Sakhno), Journal of Statistical Physics, (2007), vol.127, n.4, 721–739.

  18. Pseudoprocesses governed by higher-order fractional differential equations, Electronic Journ. Probab., 13, n.16, p.467–485 (2008).

  19. Fractional diffusion equations and processes with randomly-varying time (with E.Orsingher), Annals of Probability, vol. 37 (1); p. 206-249 (2009).

  20. Iterated elastic Brownian motions and fractional diffusion equations, (with E.Orsingher). Stochastic Proc. and their Appl., vol. 119 (6); p. 1975-2003 (2009).

  21. Fractional Poisson processes and related planar random motions (with E.Orsingher). Electronic Journ. Probab., vol. 14, n.61; p. 1790-1826 (2009).

  22. Introduzione alla Probabilità: dalle nozioni fondamentali alle applicazioni (with E.Orsingher), Carocci Ed.; Roma 2009.

  23. Moving randomly amid scattered obstacles (with E.Orsingher) Stochastics, vol. 82 (2); p. 201-229 (2010).

  24. Poisson-type processes governed by fractional and higher-order recursive differential equations (with E.Orsingher). Electronic Journ. Probab, vol. 15 (22); p. 684-709 (2010).

  25. Poisson process with different Brownian clocks (with E.Orsingher), Stochastics, vol.84, n.1, p. 79-112 (2012).

  26. Equations of Mathematical Physics and Compositions of Brownian and Cauchy processes (with E.Orsingher, L.Sakhno), Stochastic Analysis and Applications, v. 29, no. 4, p.551-569 (2011).

  27. Fractional relaxation equations and Brownian crossing probabilities of a random boundary, Advances Appl. Probability, v.44, 479- 505 (2012).

  28. Random-time processes governed by differential equations of fractional distributed order, Chaos, Solitons and Fractals, v.45, 1314-1327, (2012).

  29. Alternative forms of Compound fractional Poisson processes (with C.Macci), Abstract and Applied Analysis, (2012), pp.30.

  30. Large deviations for fractional Poisson processes (with C.Macci), Statistics and Probability Letters, vol.83, (2013), 1193-1202.

  31. Fractional discrete processes: compound and mixed Poisson representations (with C.Macci) Journ. Appl. Probab., vol. 51 (1), (2014), pp.19-36.

  32. Fractional Poisson process with random drift (with M. D’Ovidio), Electron. J. Probab. 19 (2014), no. 122, 1–26.

  33. Geometric Stable processes and related fractional differential equations, Electron. Commun. Probab. 19 (2014), no. 13, 1–14.

  34. Generalized fractional nonlinear birth processes (with M.Alipour, D.Rostamy), Methodol. Comput. Appl. Probab. (2015), 17, 525–540.

  35. On fractional tempered stable processes and their governing differential equations, Journal of Computational Physics, 293 (2015), pp.29–39.

  36. Fractional Gamma process and fractional Gamma-subordinated processes, Stoch. Anal. Applic. (2015), 33, pp. 903–926.

  37. Correlated fractional counting processes on a finite-time interval (with R.Garra and C.Macci), Journ. Appl. Probab., 52 (2015), pp. 1-17.

  38. Population processes sampled at random times (with E.Orsingher), Journal of Statistical Physics, (2016), 163 (1), 1-21.

  39. Multivariate fractional Poisson processes and compound sums (with C.Macci), Advances Applied Probability (2016), 48, 691–711.

  40. Asymptotic results for a multivariate version of the alternative fractional Poisson process (with C.Macci), Statistics and Probability Letters, (2017), 129, 260-268.

  41. Space-fractional versions of the negative binomial and Polya-type processes (with P. Vellaisamy), Methodology and Computing in Applied Probability, (2018), 20:463–485.

  42. Fractional diffusion-type equations with exponential and logarithmic differential operators, Stochastic Processes and their Applications, 128 (2018), 2427–2447.

  43. Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator (with C.Ricciuti), 2019, Stochastic Analysis and Applications, 37, (2), 171–188.

  44. Long-memory Gaussian processes governed by generalized Fokker-Planck equations, 2019, ALEA, Lat. Am. J. Probab. Math. Stat. 16, 439–461.

  45. Pseudo-differential operators  and related additive geometric stable processes (with C.Ricciuti), 2019, Markov Processes and Related Fields, 25,  415-444.

  46. A note on the generalized relativistic diffusion equation, (with R.Garra), Mathematics, 2019, 7 (11), 1009.

  47. Integro-differential equations linked to compound birth processes with infinitely divisible addends (with J.Gajda, A.Maheshwari), Math. Methods Appl. Sciences, 2020, 1-17.

  48. Commutative and associative properties of the Caputo fractional derivative and its generalizing convolution operator (with M.Caputo), 2020, Commun. Nonlinear Science Num. Simul, 89, 1-7.

  49. Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics (with C,Macci, C.Ricciuti), 2020, Stochastic Processes and their Applications, 130 (10), 6364-6387.

  50. Tempered relaxation equation and generalized stable processes (with J.Gajda), Fract. Calcul. Appl. Anal., 23, n.5, 2020, 1248-1273, available at http://www.degruyter.com/view/j/fca.

  51. Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates (with C.Macci, B.Martinucci), 2021, Modern Stochastics: Theory and Applications, 8 (1),  63–91.

  52. Prabhakar Lévy Processes (with J.Gajda), Statistics and Probability Letters, 178, 2021, in press.

  53. Lévy processes linked to the lower-incomplete gamma function (with C.Ricciuti), Fractal and Fractional, 2021, 1-17.

  54. Stochastic applications of Caputo-type convolution operators with non-singular kernels (with M.Caputo), Stochastic Analysis and Applications,  2021, 41 (2), 377-393.

  55. Stochastic solutions for time-fractional heat equations with complex spatial variables (with A. De Gregorio), Fractional Calculus and Applied Analysis, 2022,  25, 244-266.

  56. Non-central moderate deviations for compound fractional Poisson processes  (with C.Macci), Statistics and Probability Letters, 2022, 185, 109424.

  57. The tempered space-fractional Cattaneo equation (with R.Garra, F.Mainardi, G.Pagnini),  Probabilistic Engineering Mechanics, 2022, 70, 103374.

  58. Non-Gaussian measures in infinite dimensional spaces: the Gamma-grey noise (with L.Cristofaro, J.Gajda), Potential Analysis, 2023, 59 (2), 1-23.

  59.  Renewal processes linked to fractional relaxation equations with variable order (with L.Cristofaro, R.Garrappa),  Journal Mathematical Analysis and Applications, 2024, 531 (1), 127795.

  60. A class of processes defined in the white noise space through generalized fractional operators (with L.Cristofaro, Y.Mishura), 2024, Stochastic Processes and  their Applications, 178, www.sciencedirect.com/science/article/pii/S030441492400200X 

  61. Fox-H densities and completely monotone generalized Wright functions (with L.Cristofaro, J.L. Da Silva),  Journal Theoretical Probability, 2025, 38, 18, Arxiv 

  62. Generalized random processes related to Hadamard operators and Le Roy measures (with L.Cristofaro, F.Polito), Advances in Differential Equations, 31 (1-2), January/February 2026 , https://arxiv.org/abs/2410.22880.

  63. Generalized Wright Analysis in Infinite Dimensions (with L.Cristofaro, J.L. Da Silva), Integral Equations and Operator Theory, 2025, 97:28, https://arxiv.org/pdf/2405.01665.

  64. Stretched non-local Pearson diffusions (with N. Leonenko, I. Papic, J. Vaz), Stochastic Processes, and their Applications, 2026, Arxiv: [2505.07024v1] Stretched non-local Pearson diffusions.

  65. Relaxation equations with stretched non-local operators and renewal processes (with N.Leonenko, J.Vaz), Journal of Thoretical Probability, 2026, https://arxiv.org/abs/2503.18863v2, submitted. 

Preprints:

• Hadamard fractional Brownian motion: path properties and Wiener  integration (with A. De Gregorio, Y. Mishura), 2025, http://arxiv.org/abs/2507.13512 , submitted.

arXiv:2

 Other manuscripts:

• Ph.D. Thesis: “Su Alcuni Funzionali di Campi Aleatori con Applicazioni al Processo Empirico Generalizzato”, Dipartimento Statistica, Probabilità e Stat. Appl., Università Sapienza,  2000.

Bibliometric Indicators  (as of July 2025):

• Google Scholar database

Documents: 80

Citations: 1955

H-index: 22

• Scopus database:

Documents: 55

Citations: 1254 by 832 documents

H-index: 17   

Co-authors: 27

• Mathscinet database:

Documents: 54

Citations:  731  by 428 documents

H-index: 15  

Co-authors: 26

ResearchGate profile:

https://www.researchgate.net/profile/Luisa_Beghin