Current position Professor Emeritus (since 25/01/2018) former Full Professor of Probability (MAT/06) Sapienza University of Rome P.le Aldo Moro, 5 00185 Roma, Italy Tel. +39 0649910585 Fax +39 064959241 mail : enzo dot orsingher at uniroma1 dot it
Known
languages Fluent in English, French, Russian.
Scientific interests Random motions, Random fields, Pseudoprocesses governed by heattype equations, Fractional calculus and fractional differential equations.
Recent scientific curiositiesDiffusions with branching, Motions in noneuclidean spaces
Ph.D Students Luisa Beghin, Samantha Leorato, Alessandro De Gregorio, Pierpaolo Ferrante, Valentina Cammarota, Federico Polito, Mirko D’Ovidio, Bruno Toaldo, Costantino Ricciuti, Roberto Garra, Francesco Iafrate Quotations
 MathSciNet  Google Scholar  Scholar Citations  arXiv  Scopus BooksProbabilità e modelli aleatori. Enzo Orsingher, Luisa Beghin. ARACNE editrice 2006, Roma. Introduzione alla probabilità. Enzo Orsingher, Luisa Beghin. Carocci editore 2009,
A short novel (Un breve racconto)
Publications on Scientific International
Journals
ACCEPTED PAPERS
 Random flights related to the EulerPoissonDarboux equation (with R. Garra) Markov Processes and Related Fields 22, 87110 (2016). VIEW PAPER
 Spacetime fractional equations and the related stable processes at random time (2013) (with B. Toaldo) Journal of theoretical probability,
First online:
25 September 2015, 10.1007/s1095901506419,Published in Volume 30, pages 126 (2017) VIEW PAPER  Motion among random obstacles on a hyperbolic space (with C. Ricciuti and F. Sisti) 162:869–886 Journal of Statistical Physics (2016), VIEW PAPER
Spectral functions related to some fractional stochastic differential equations (with M.D'Ovidio and L.Sakhno) (2016) Vol.21 n.18 Electronic Communications in Probability, VIEW PAPER Population processes sampled at random times (with L.Beghin) Journal of Statistical Physics (2016), VIEW PAPER  Timeinhomogeneous jump processes and variable order operators (2016) (with C.Ricciuti and B.Toaldo). Potential Analysis, 45(3): 435  461, 2016. VIEW PAPER
 Fractional spherical random fields.(with D'Ovidio and Leonenko) (2016), Statistics & Probability Letters, Vol. 116, 146–156 VIEW PAPER
SUBMITTED PAPERS
 The last zero crossing of an iterated Brownian motion with drift (with F. Iafrate), (2018), submitted
 Random motions with spacevarying velocities (with R. Garra) (2016) , Modern Problems of Stochastic Analysis and Statistics (selected contributions in honor of V. Konakov), Springer, 2539
 On semiMarkov processes and their Kolmogorov's integrodifferential equations, in press Journal of Functional Analysis, 2018 (with C. Ricciuti and B. Toaldo)
 Garra, Roberto; Orsingher, Enzo; Scavino, Marco; Some probabilistic properties of fractional point processes. Stoch. Anal. Appl. 35 (2017), 701718
 Kelbert, Mark; Orsingher, Enzo Asymptotic behaviour of nonisotropic random walks with heavy tails. Mod. Stoch. Theory Appl. 4 (2017)
 Planar piecewise linear random motions with jumps; R. Garra, E. Orsingher, N. Ratanov. Mathematical Methods in Applied Sciences (2017)
Random flights connecting Porous Medium and EulerPoissonDarboux equations, with A. De Gregorio, submitted for publication. Some results on the Brownian meander with drift (under revision in Journal of Theoretical Probability), with F. Iafrate
PUBLISHED
PAPERS
Population models at stochastic times (2014) (with C. Ricciuti and B. Toaldo) Advances in Applied Probability, 48(2): 481  498, 2016. VIEW PAPER
Counting processes with Bernstein intertimes and random jumps (with B. Toaldo). Journal of Applied Probability, 52(4), (2015) 10281044. VIEW PAPER  Statedependent Fractional Point Processes (with R. Garra and F.Polito), Journal of Applied Probability, 2015, Vol. 52 (1) , 1836. VIEW PAPER
 Fractional
KleinGordon equation for linear dispersive phenomena: analytical
methods and applications (2013) (with R. Garra and F. Polito), IEEE XPlore, 16, 10.1109/ICFDA.2014.6967381
 Evenorder pseudoprocesses on a circle and related Poisson kernels (with B. Toaldo). Stochastics, 87(4), 664679, (2015). VIEW PAPER
 Analytical solutions of spacetime telegraphtype equations involving
Hilfer and Hadamard fractional derivatives (2015) (with Ram Saxena and
R.Garra). Integral transform and special functions, 27(1): 30  42, 2015. VIEW PAPER
 Reflecting Random Flights. Journal of Statistical Physics, 160(6), 14831506, (2015). (with A. De Gregorio) VIEW PAPER
 Fractional diffusions with timevarying coefficients (with R.Garra and F.Polito) (2015) Journal of Mathematical Physics, 56, 093301 (2015); VIEW PAPER
 Timechanged processes
governed by spacetime fractional telegraph equations (2012) (with B.
Toaldo and M. D'Ovidio). Stochastic Analysis and Applications, 32(6): 1009  1045, 2014. VIEW PAPER
Higherorder Laplace equations and HyperCauchy distributions (with M.
D'Ovidio), Journal of Theoretical Probability, 28: 92  118, 2015. VIEW PAPER Random flights governd by KleinGordontype partial differential equations (2014) (with R. Garra). {\it Stochastic Processes and their Applications}, Vol 124, 2171  2187. VIEW PAPER
 Fractional telegraphtype equations and hyperbolic Brownian motion (2013) (with M. D'Ovidio and B. Toaldo). Statistics and Probability Letters, 89: 131  137, 2014. VIEW PAPER
 Fractional KleinGordon equations and related stochastic processes (2014) (with R. Garra and F. Polito). {\it Journal of Statistical Physics}, Vol. 155, 777809. VIEW PAPER
Pseudoprocesses related to spacefractional higherorder heattype equations (with B. Toaldo). Stochastic Analysis and Applications, 32(4): 619  641, 2014. VIEW PAPER Shooting randomly against a line in euclidean and noneuclidean spaces (with B. Toaldo) (2012), Stochastics, Vol 86, No.1, 16  45. VIEW PAPER Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres (2012) (with A. De Gregorio and O. Aryasova), Lithuanian Journal of Mathematics, Vol. 53, No. 3, pp. 241  263. VIEW PAPER On the Integral of Fractional Poisson Processes (2013) (with F. Polito) Statistics & Probability Letters Vol.83 (4) pag.10061017. VIEW PAPER Randomly stopped nonlinear fractional birth processes (with F. Polito) (2013), Stochastic Analysis and Applications Vol.31 (2) pag.262292 VIEW PAPER Hitting
spheres on hyperbolic spaces (with V.Cammarota) (2012).Theory of Probability and its
Applications, vol. 57, No 3, pp. 560587. VIEW PAPER
Probabilistic
representation of fundamental solutions to \frac{\partial
u}{\partial t} = κ_m \frac{\partial^m u}{\partial x^m} (with
M.D'Ovidio)(2012) Electronic
Communications in Probability
Vol. 17: article 34, 112. VIEW PAPER
Compositions,
random sums and continued random fractions of Poisson and fractional
Poisson processes (with
F.Polito) (2012) Journal of Statistical Physics Vol.148: 233249. VIEW PAPER  The SpaceFractional Poisson Process (with F. Polito) (2012),
Statistics & Probability
Letters
Vol.82, pages 852858. On line since January 3^{rd}
2012. VIEW PAPER
Poisson
process with different Brownian clocks (with L. Beghin).
Stochastics (2012).
Vol.84, Issue 1, pages 79112. On line since 15^{th}
September 2011. VIEW PAPER  Flying randomly in $R^d$ with Dirichlet displacements (2012) (with A. De Gregorio). {\it Stochastic Processes and their Applications}, Vol. 122 , 676 – 713. Published
on line since October 25^{th}
, 2011. VIEW PAPER
Vibrations
and fractional vibrations of rods, plates and Fresnel
pseudoprocesses (with M.D'Ovidio) (2011). Journal
of Statistical Physics Vol. 145, pag. 143  174. Published online: 01 September 2011. VIEW PAPER  Composition
of processes and related partial differential equations (2009) (with
M.D'Ovidio). Journal of theoretical
probability (2011) Vol.24 pag.342375.
Published on line 21^{st}
April 2010. VIEW PAPER
 On
a fractional Linear birth and death process (2011) (with. F.Polito)
Bernoulli
Vol.17 (1) pag.114137. On line since 3^{rd}
February 2010. VIEW PAPER
Bessel
processes and hyperbolic Brownian motions stopped at different
random times (with Mirko d’Ovidio) (2011) Stochastic
Processes and their Applications. On
line since 12^{th}
November 2010, Vol.121, pag.441465. VIEW PAPER
Fractional
Pure birth processes (with F.Polito) Bernoulli
(2010) Vol.16 (3) 858881. On line since 13^{th}
September 2009. VIEW PAPER
Fractional
diffusion equations and processes with randomlyvarying time (with
L.Beghin) , The Annals of Probability,
Vol 37, n1, 206249 (2009). Published on line 11^{th}
March 2008 . VIEW PAPER
Angular
processes related to Cauchy random walks (2010)(with
V.Cammarota). Theory of Probability
and its Applications. Vol.55 (3),
pag.489506 VIEW PAPER
Fractional
nonlinear, linear and sublinear death process (with F.Polito and
L.Sakhno) (2010) Journal Statistical
Physics, Vol.141 (1) pag.6893.
Published on line 18^{th}
August 2010 VIEW PAPER
Poissontype
processes governed by fractional and higherorder recursive
differential equations (with L.Beghin)
Electronic Journal of Probability
(2010)Vol.15, Paper n.22, pages 684709. VIEW PAPER Equations
of mathematical physics and compositions of Brownian and Cauchy
processes (with L.Beghin and L.Sakhno) (2011). Stochastic Analysis and
Applications Vol. 29, Issue 4, pages 551  569 VIEW PAPER

Moving randomly amid scattered obstacles (with L.Beghin) –
Stochastics (2010). Vol. 82. No.2
pp.200229. Published on line 12^{th}
February 2010. VIEW PAPER

Fractional Poisson processes and related random motions. (2009)
(with L.Beghin) Electronic Journal of
Probability, Vol. 14, paper n.61,
pages 17901826. VIEW PAPER

Travelling randomly on the Poincaré halfplane with a Pythagorean
compass.(with V.Cammarota). Journal of
Statistical Physics (2008) Vol.130,
455482. Published on line 3^{rd}
October 2007. VIEW PAPER

Some DarlingSiegert relationships connected with random flights
(with V..Cammarota and L.Lachal) – Statistics
and Probability Letters, published on
line 15^{th}
August 2008, Vol.79 (2009) .243254. VIEW PAPER

Cascades of particles moving at finite velocity in hyperbolic spaces
(with V.Cammarota) Journal of
Statistical Physics, published on line
22^{nd}
November 2008, Vol.133 (2008), 11371159. VIEW PAPER

Random motions at finite velocity in a NonEuclidean space. (with
A.De Gregorio) Advances in Applied
Probability Vol 39. n.2 (2007),
588611. VIEW PAPER
 Iterated
elastic Brownian motions and fractional diffusion equations
(with L.Beghin), Stochastic Processes
and their Applications (2009) Vol.119, n.6 p.19752003,
published on line 9^{th}
October 2008. VIEW PAPER

Branching on a Sierpinski graph.(with.S.Leorato), Statistics
and Probability
Letters, published on line 6^{th}
August 2008, Vol 79 (2009), 145154. VIEW PAPER
 On the
solutions of linear oddorder heattype equations with random
initial conditions (with.L.Beghin,Yu:Kozachenko.L:Sakhno, Journal
of Statistical Physics, v.127, n.4
(2007), 721739. On line since 23^{rd}
February 2007. VIEW PAPER
 A
DarlingSiegert formula relating some Bessel integrals and random
walks.(with A.De Gregorio) . Statistics
and Probability Letters (2007), Vol.77
pag. 667680. Published on line October 2006. VIEW PAPER
 Some
results on random flights.(with A.De Gregorio)
Sci.Math.Jpn.64
(2006) n.2, 351356. VIEW PAPER
Random flights in higher spaces (with A.De Gregorio) (2007) {\it Journal of Theoretical Probability}. Vol. 20, pag.769806. Published online 1252007. VIEW PAPER
 Hyperbolic
and fractional hyperbolic Brownian motion with some applications
(with L.Lao). Stochastics
(2007) Vol 79, 6 pag.505522. VIEW PAPER
 Minimal
cyclic random motion in R^{n}
and hyperBessel functions (with A. Lachal and S. Leorato). Les
Annales de l'Institut Henri Poincaré (2006)
Vol. 42, 753772. VIEW PAPER
 Sharp small
ball asymptotics for Slepian and Watson processes in Hilbert
norm.(with Y.Nikitin). Zapiski
nauchn.Semin. POMI, v.320 (2004),
120127. VIEW PAPER
 A planar
random motion with an infinite number of directions controlled by
the damped wave equation. (with A. Kolesnik) Journal of
Applied Probability (2005), Vol.42, n.4, 11681182. VIEW PAPER
 A grain of
dust falling through a Sierpinski gasket (with S.Leorato). Acta
Mathematica Sinica, vol.23 (6),
(2007), 10951108.
Published on line
24.06.2006. VIEW PAPER
 Some
universal limits for nonhomogeneous birth and death processes (with
S.Leorato, Ya.Satin, G.Shilova, A.Zeifman), Queueing
Systems Theory and Applications, 52, pp. 139151,
(2006). VIEW PAPER
 The
distribution of the local time for "pseudoprocesses" and
its connection with fractional diffusion equations (with L.Beghin),
Stochastic Processes and their
Applications, v.115, n.6 (2005),
pp.10171040. VIEW PAPER

BoseEinsteintype statistics, order statistics and planar random
motions with three directions (with S.Leorato), Advances
in Applied
Probability (2004),Vol. 36, n.3,pp.
937970. VIEW PAPER

A cyclic random motion in R^{3}
with four directions and finite velocity (with A.M.Sommella),
Stochastics and Stochastics Reports,
Vol.76, n.2 (2004), pp. 113133. VIEW PAPER
 Motions with
finite velocity analyzed with order statistics and differential
equations (with A.De Gregorio, L. Sakhno),
Probability Theory and Mathematical Statistics,
vol.71 (2004), 5771. VIEW PAPER
 Exact
distributions of random motions in inhomogeneous media (with
N.Ratanov), Probability Theory and
Mathematical Statistics, Vol 76, pag.
125137 (2007) VIEW PAPER
 An
alternating motion with stops and the related planar, cyclic motion
with four directions (with S.Leorato and M.Scavino), Advances
in Applied Probability (2003),
vol.35, n.4, pp.11531168. VIEW PAPER
 The telegraph
process stopped at stabledistributed times and its connection with
the fractional telegraph equation (with L.Beghin), Fractional
Calculus and Applied Analysis (2003),
Vol.6, n.2, pagg.187204.
 Bessel
functions of third order and the distribution of cyclic planar
motions with three directions, Stochastics
and Stochastics Reports (2002),
Vol.74, n.34, pp. 617631. VIEW PAPER
 Exact small
ball constants for some Gaussian processes under L^{2}
–norm (with L.Beghin, Y.Nikitin), Zapiski
Nauchn. Semin. POMI (2003), Vol. 298,
pp. 5 – 21. VIEW PAPER
 Random
motions at finite velocity and their connections with hyperbolic
equations (with L.Beghin), Recent
Research Developments in Statistical Physics (2002),
vol. 2, pp.120.

Timefractional telegraph equations and telegraph process with
Brownian time (with L.Beghin), Probability
Theory and Related Fields, (2004)
Vol.128, pp.141160. Published on line 12 November 2003. VIEW PAPER
 The
spacefractional telegraph equation and the related fractional
telegraph process (with X.Zhao), Chinese
Annals of Mathematics (2003), Vol.24
B, n.1, pp.112. VIEW PAPER
 How sojourn
time distributions of Brownian motion are affected by different
forms of conditioning (with L.Beghin and Y.Nikitin), Statistics
and Probability Letters (2003) Vol.65
n.4, pp 291302. VIEW PAPER
 Planar random
motions with drift (with N.Ratanov), Journal
of Applied Mathematics and Stochastic Analysis (2002),
Vol.15, n.3, pp.205221. VIEW PAPER
 Joint
distributions of the maximum and the process for higherorder
diffusions (with L.Beghin and T.Ragozina), Stochastic
Processes and their Applications (2001),
Vol.94, n.1, pp. 7193. VIEW PAPER
 Probabilistic
analysis of the telegrapher’s process with drift by means of
relativistic tranformations (with L.Beghin and L.Nieddu), Journal
of Applied Mathematics and Stochastic Analysis (2001),
Vol.14, n.1, pp. 1125. VIEW PAPER
 Analysis of a
finitevelocity planar random motion with reflection (with
A.Kolesnik), Theory of Probability and
its Applications (2001), vol.46, n.1,
pp. 138147. VIEW PAPER
 Gaussian
limiting behaviour of the rescaled solution to the linear
Kortewegde Vries equation with random initial conditions (with
L.Beghin, V.P.Knopova, N.N.Leonenko), Journal
of Statistical Physics (2000), n.99
(3/4), pp.769781. VIEW PAPER
 Conditional
maximal distributions of processes related to higherorder heattype
equations (with L.Beghin, K.Hochberg). Stochastic
Processes and their Applications
(2000), 85, pp.209223. VIEW PAPER
 The
intermediate arcsine law (with Y.Nikitin), Statistics
and Probability Letters (2000), 49,
pp.119125. VIEW PAPER
 Conditional
sojourn distributions of processes related to some higherorder
heattype equations (with Y.Nikitin), Journal
of Theoretical Probability, (2000),
vol.13, n.4, pp.9971012. VIEW PAPER
 Exact joint
distribution in a model of planar random motion with constant
velocity. Stochastics and Stochastics
Reports (2000), Vol.69, 12, pp.110. VIEW PAPER
 On the
maximum of the generalized Brownian bridge (with L.Beghin),
Lithuanian Mathematical Journal
(1999), T.39, n.2, pp.200213. VIEW PAPER
 Iterated
processes and their applications to higher order differential
equations (with Xuelei Zhao), Acta
Mathematica Sinica (1999), Vol.15,
n.2, pp.173180. VIEW PAPER
 On the vector
process obtained by iterated integration of the telegraph signal,
Georgian Journal of Mathematics
(1999), Vol.6, pp.169178. VIEW PAPER
 On the
distribution of the position of a randomly accelerated particle
(with P.L. Conti). Probability Theory
and Math. Statistics (1997), Vol.56,
pp.161168.
 Limiting
distributions of randomly accelerated motions (with P.L. Conti).
Lithuanian Journal of Mathematics
(1997), Vol.37, n.3, pp.295308. VIEW PAPER
 Asymptotic
expansion of fundamental solutions of higher order heat equations
(with Gabriele Accetta). Random
Operators and Stochastic Equations
(1997), Vol.5, n.3, pp.217227. VIEW PAPER
 Detailed
probabilistic analysis of the integrated threevalued telegraph
signal (with I. Di Matteo). Journal of
Applied Probability (1997), 34,
pp.671684. VIEW PAPER
 Explicit
distribution of a planar random motion governed by a fourthorder
hyperbolic equation (with A.Kolesnik). Theory
of Probability and its Applications, Vol.41
(2) (1996) pp.451459.
 General
solution of an hyperbolic equation emerging in the study of a motion
with random acceleration (with A.Glusak) (in Russian). Probability
Theory and Mathematical Statistics
(1996), Vol.55, pp.5054.
 Composition
of stochastic processes and related higherorder equations (with
K.Hochberg). Journal of Theoretical
Probability , Vol.9, n.2 (1996),
pp.511532. VIEW PAPER
 On the rate
of convergence to the normal law for solutions of the Burgers
equation with singular initial data (with N.N. Leonenko and V.N.
Parkhomenko). Journal of Statistical
Physics, Vol.82, (1996), pp.915930. VIEW PAPER
 Planar random evolutions governed by hyperbolic equations. Proceedings of the
Zolotariev Seminar  Kazan. Journal of
Mathematical Science (1996), Vol.81,
n.5, pp.29802986. VIEW PAPER
 Processes
governed by parabolic and hyperbolic equations of higher order. In:
Seminari di Probabilità e Stat. Matem., a.a.1995/61996/7,
A.Freddi ed., pp.2134.
 Planar random
evolution with three directions (with A. San Martini). In: Exploring
Stochastic Laws, Skorokhod and
Borovskikh eds., VSP (1995), pp.357366.
 Scaling
limits of solutions of the Burgers equation with singular
nonGaussian data (with N.N. Leonenko and V.N.Parkomenko). Random
Operators and Stochastic Equations
(1995), Vol.3, n.2, pp.101112. VIEW PAPER

Multidimensional Burgers equation with random initial conditions
(with N.N. Leonenko and Rybasov) I e II
Ukranian Journal of Mathematics
(1994), Vol. 46, pp. 870877 and pp.10031010 (in Russian).
 Limit
theorems for solutions of the Burgers equation with Gaussian and
nonGaussian initial conditions. (with N.N.Leonenko). Theory
of Probability and Applications (1995)
Vol.46, n.2, pp.387403. VIEW PAPER
 Motions with
reflecting and absorbing barriers driven by the telegraph equation.
Random Operators and Stochastic
Equations (1995), n.1, pp.921. VIEW PAPER
 On the
solution of a telegraphtype equation with nonconstant coefficients
emerging in random evolutions. (with M. Kelbert). Problems
of Information Trasmission (1994),
Vol.30, pp.99103 (in Russian).
 Distributions
of processes governed by hyperbolic equations when also boundary
conditions are assumed. In: Proceedings
of the 6th Vilnius Conference on Probability Theory and Mathematical
Statistics (1994), pp.605611.
 The arcsine
law and its analogues for processes governed by signed and complex
measures (with K. Hochberg). Stochastic
Processes and their Applications
(1994), Vol.52, pp.252273. VIEW PAPER
 On a
2nvalued telegraph signal and the related integrated process (with
B. Bassan) Stochastics and Stochastics
Reports (1992), 38, pp.159173. VIEW PAPER
 Processes
governed by signed measures connected with thirdorder "heattype"
equations. Lietuvos Mathematikos
Rinkinys (1991), pp.323336. VIEW PAPER
 Random
motions governed by third order equations. Advances
in Applied Probability , Vol. 22, n.4
(1990), pp.915928. VIEW PAPER
 Probability
law, flow function, maximum distribution of wavegoverned random
motions and their connections with Kirchhoff's laws. Stochastic
Processes and their Applications, Vol.34
(1990), pp.4966. VIEW PAPER
 On the
comparison of the distribution of the supremum of random fields
represented by stochastic integrals (with B.Bassan), Advances
in Applied Probability , Vol.21
(1989), pp.770780. VIEW PAPER
 On the
maximum of Gaussian Fourier series emerging in the analysis of
random vibrations. Journal of Applied
Probability (1989), Vol.26,
pp.182188. VIEW PAPER
 On the
maximum of Gaussian Fourier series connected with random vibrations.
In: Biomathematics and Related
Computational Problems, (Ricciardi
ed.) pp.555558. Kluwer Academic Publisher (1988).
 On the
maximum of random fields represented by stochastic integrals over
circles. Journal of Applied Probability
(1987), Vol.24, pp.574585. VIEW PAPER
 Probabilistic
derivation of wave equations. Boll.
Univ. Mat. Italiana (1987), 1B (7),
pp.423438.
 Stochastic
motions on the 3sphere governed by wave and heat equations.
Journal of Applied Probability (1987),
Vol.24, n.2, pp.315327. VIEW PAPER
 Stochastic
motions driven by wave equations. Rendiconti del Seminario
Matematico e Fisico di Milano (1987), Vol.LVII, pp.365380.
 Brownian
fluctuations in spacetime with applications to vibrations of rods.
Stochastic Processes and their
Applications (1986), Vol.23,
pp.221234. VIEW PAPER
 A planar
random motion governed by the twodimensional telegraph equation.
Journal of Applied Probability (1986),
Vol.23, pp.385397. VIEW PAPER
 How the
maximum of Gaussian random walks and fields is influenced by changes
of the variances. Stochastica
(1985), Vol.IX, n.1, pp.7584. VIEW PAPER
 Evaluating
the area of gaussian isotropic fields on the sphere. Revue
Roumaine de Mathematiques Pures et Appliquees
(1985), Vol.XXX, n.2, pp.111129.
 Vibrations
with random initial conditions. Boll.
Union. Mat. Italiana (1985), Vol.4,
B(6), pp.541556.
 Hyperbolic
equations arising in random models.
Stochastic Processes and their Applications
(1985), Vol.21, n.1, pp.93106. VIEW PAPER
 Connections
and analogies between the Cauchy process and Brownian motion.
Publications Inst. Stat.  Univ. Paris
(1984), Vol.29, 2, pp.6984.
 Upper bounds
for the distribution of maximal displacement of a onedimensional,
polarized vibrating system forced by whitenoise. Publ.
Dep. Stat., Prob. and Appl. Stat., Univ. of Rome "La Sapienza"
Series A (Research) (1984), n.5. Proceedings I.C.N.O.  X Varna
(Bulgaria) Sept.1984  pp.712715, (short version).
 Shot noise
fields on the sphere. Boll. Unione Mat. Italiana
(1984), Series VI, Vol.8, pp.477496.
 Damped
vibrations excited by white noise. Advances
in Applied Probability (1984), Vol.16,
pp.562584. VIEW PAPER
 Analisi spettrale dei campi
aleatori, (with F.Battaglia). In: Analisi Moderna delle Serie
Storiche, (D.Piccolo ed.). F.Angeli, Milano
(1983), pp.299312.
 Some results
on geometry of gaussian random fields.
Revue Roumaine de Mathematiques Pures et Appliquees
(1983), Vol.XXVIII, n.6, pp.493511.
 Randomly
forced vibrations of a string. Annales Inst. Henri
Poincarè, (1982) Sec.B, Vol.XVIII, n.4, pp.367394. VIEW PAPER
 Probability
distributions and level crossings of shot noise models (with
F.Battaglia). Stochastics
(1982), Vol.8, pp.4561. VIEW PAPER
 Upcrossings
and conditional behaviour of the lognormal process. Boll.
Unione Mat. Italiana (1981), (5), Vol.18B,
pp.10171034.
 Modelli stocastici. Workshop for
research training in "Modelli Idrologici e Idrogeologici"
C.N.R. Prog. Finalizzato "Conservazione del Suolo".
Istituto di Ricerca per la Protezione idrogeologica dell'Italia
Centrale. Perugia (1980).
 Planar
gaussian motions generated by crossing events. Pub.
Inst. Stat.  Univ. Paris. (1980),
Vol.XXV, 3, pp.6186.
 Extreme
values of a sequence of random variables associated with linear
birth and Polya process. BiometriePraximetrie
(1980), Vol.XX, pp.4758.
 Level
crossings of trasformations of stationary gaussian process. Metron
(1979), Vol.XXXVIII, n.12, pp.81100.
 Record values
in Poisson and randomized Poisson models (with F. Battaglia). Publ.
Inst. Stat.  Univ. Paris (1979), Vol.XXIV  34, pp.6978.
 Un modello poissoniano
doppiamente stocastico per l'espansione aleatoria di regioni piane.
Statistica (1979). Vol.39, n.4 , pp.539554.
 Sul danno record di piene
poissoniane (with F.Battaglia). Workshop on: Estremi idrologici e
modelli di previsione (1978), pp.205208. C.N.R. Progetto
finalizzato "Conservazione del Suolo", Perugia.
 Modello di mosaici ad elementi
rettangolari. In: Scritti in onore di G. De Meo (1978), pp.737747.
 Movimenti aleatori nel piano.
Metron (1978), Vol.XXXVI, n.12, pp.5164.
 La passeggiata aleatoria
elastica e massa crescente. Metron (1976), Vol. XXXIV, n.12,
pp. 93100.
 Passeggiate aleatorie ed
equazioni del calore. Pubblicazioni Istituto di Calcolo delle
Probabilità dell'Università di Roma (1975), n.10 (with C. De
Antoni, Dip. di Matematica, Università di Roma "La Sapienza").
Journals for which I refereed
Probability Theory and Related Fields (1), Stochastic Processes and their Applications (12), Journal of Applied Probability (11), Advances in Applied Probability, Annals of Applied Probability (1), Journal of Mathematical Physics (2), Bollettino dell’Unione Matematica Italiana (1), Le Matematiche (1), Journal of the Italian Statistical Society, Metron, Stochastics and Stochastics Reports (3), Random Operators and Stochastic Equations (3), Bernoulli (1), Statistics and Probability Letters (5), ITEM (1), Applied Stochastic Models in Business and Industry (2), Electronic Journal of Probability (2), Journal of Applied Mathematics and Stochastic Analysis (3), Journal of Computational and Applied Mathematics (1), Theory of Probability and Mathematical Statistics (1), Comptes Rendus de l’Academie des Sciences (1), Journal of Mathematical Analysis and Applications (1), Journal of Statistical Physics (7), Applied Mathematical Modelling (1), Journal of Applied statistics, Lithuanian Journal of mathematics, Nonlinear analysis: modelling and control, Advances in Engineering Software, Mathematical modelling and Analysis, Numerical methods for partial differential equations, International Journal of Computer Mathematics, Theory of stochastic processes, The Annals of Probability, Potential Analysis, London Journal of mathematics, Methodology and computing in Applied Probability (2), International Journal of mathematics and mathematical sciences, Journal of differential equations, International
Journal for differential equations, Journal
of probability and statistics, Zeitung
fur Naturforschung, Abstract
and Applied Analysis, Statistics
and Computing, Journal
of theoretical probability (3), Markov Processes and Related Fields (2), Theory of Probability and its Applications (1), Modern Stochastics: Theory and Applications (2), Issues of Analysis (2).
Editor
of Random
Operators and Stochastic Equations, Journal
of Applied Mathematics and Stochastic Analysis, International Journal of Stochastic Analysis, Theory of Probability and Mathematical Statistics, Tomsky Vestnik, Modern Stochastics: Theory and Applications
