Home page of Enzo Orsingher

Recent scientific curiositiesDiffusions with branching, Motions in non-euclidean 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

- Web of Science

- Researchgate

Books

Probabilità 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)

La Bigliettaia di Arzamas

Publications on Scientific International Journals

SUBMITTED PAPERS

PUBLISHED PAPERS

• 1. Iafrate, F., Orsingher, E. On the fractional wave equation Mathematics 8(6),874 (2020)

  2. Iafrate, F.; Orsingher, E. Some results on the Brownian meander with drift. J. Theoret. Probab. 33 (2020), no. 2, 1034–1060.

  3. Hopkalo, O., Kozachenko, Y., Orsingher, E., Sakhno, L. Sample paths properties of stochastic processes from orlicz spaces, with applications to partial differential equations Statistics, Optimization and Information Computing 8(3), pp. 722-739 (2020)

  4. Iafrate, F.; Orsingher, E. The last zero-crossing of an iterated brownian motion with drift. Stochastics 92 (2020), no. 3, 356–378.

  5. Kozachenko, Yuriy; Orsingher, Enzo; Sakhno, Lyudmyla; Vasylyk, Olga Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions. Mod. Stoch. Theory Appl. 7 (2020), no. 1, 79–96.

  6. De Gregorio, Alessandro; Orsingher, Enzo Random flights connecting porous medium and Euler-Poisson-Darboux equations. J. Math. Phys. 61 (2020), no. 4, 041505, 18 pp.

  7. Garra, R.; Orsingher, E.; Shishkina, E. L. Solutions to non-linear Euler-Poisson-Darboux equations by means of generalized separation of variables. Lobachevskii J. Math. 40 (2019), no. 5, 640–647.

  8. D’Ovidio, M., Iafrate, F., Orsingher, E. Drifted brownian motions governed by fractional tempered derivatives Mod. Stoch. Theory Appl. 5 (2018), no. 4, 445–456.

  9. On semi-Markov processes and their Kolmogorov's integro-differential equations, in press Journal of Functional Analysis, 2018 (with C. Ricciuti and B. Toaldo)

1. Space-time fractional equations and the related stable processes at random time (2013) (with B. Toaldo) Journal of theoretical probability,

2. First online: 25 September 2015, 10.1007/s10959-015-0641-9,Published in Volume 30, pages 1-26 (2017) VIEW PAPER

   1. Garra, Roberto; Orsingher, Enzo; Scavino, Marco; Some probabilistic properties of fractional point processes. Stoch. Anal. Appl. 35 (2017), 701-718

3. Kelbert, Mark; Orsingher, Enzo Asymptotic behaviour of non-isotropic random walks with heavy tails. Mod. Stoch. Theory Appl. 4 (2017)

• 1. Planar piecewise linear random motions with jumps; R. Garra, E. Orsingher, N. Ratanov. Mathematical Methods in Applied Sciences (2017)

  2. Random flights related to the Euler-Poisson-Darboux equation (with R. Garra) Markov Processes and Related Fields 22, 87-110 (2016). VIEW PAPER

4. Random motions with space-varying velocities (with R. Garra) (2016) , Modern Problems of Stochastic Analysis and Statistics (selected contributions in honor of V. Konakov), Springer, 25-39

• 1. Motion among random obstacles on a hyperbolic space (with C. Ricciuti and F. Sisti) 162:869–886 Journal of Statistical Physics (2016), VIEW PAPER

5. 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

6. Population processes sampled at random times (with L.Beghin) Journal of Statistical Physics (2016), VIEW PAPER

7. Time-inhomogeneous jump processes and variable order operators (2016) (with C.Ricciuti and B.Toaldo). Potential Analysis, 45(3): 435 - 461, 2016. VIEW PAPER

8. Fractional spherical random fields.(with D'Ovidio and Leonenko) (2016), Statistics & Probability Letters, Vol. 116, 146–156 VIEW PAPER

• 1. Population models at stochastic times (2014) (with C. Ricciuti and B. Toaldo) Advances in Applied Probability, 48(2): 481 - 498, 2016. VIEW PAPER

  2. Counting processes with Bernstein intertimes and random jumps (with B. Toaldo). Journal of Applied Probability, 52(4), (2015) 1028-1044. VIEW PAPER

9. State-dependent Fractional Point Processes (with R. Garra and F.Polito), Journal of Applied Probability, 2015, Vol. 52 (1) , 18-36. VIEW PAPER

10. Fractional Klein-Gordon equation for linear dispersive phenomena: analytical methods and applications (2013) (with R. Garra and F. Polito), IEEE XPlore, 1-6, 10.1109/ICFDA.2014.6967381

11. Even-order pseudoprocesses on a circle and related Poisson kernels (with B. Toaldo). Stochastics, 87(4), 664-679, (2015). VIEW PAPER

12. Analytical solutions of space-time telegraph-type 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

13. Reflecting Random Flights. Journal of Statistical Physics, 160(6), 1483-1506, (2015). (with A. De Gregorio) VIEW PAPER

14. Fractional diffusions with time-varying coefficients (with R.Garra and F.Polito) (2015) Journal of Mathematical Physics, 56, 093301 (2015); VIEW PAPER

15. Time-changed processes governed by space-time fractional telegraph equations (2012) (with B. Toaldo and M. D'Ovidio). Stochastic Analysis and Applications, 32(6): 1009 - 1045, 2014. VIEW PAPER

• 1. Higher-order Laplace equations and Hyper-Cauchy distributions (with M. D'Ovidio), Journal of Theoretical Probability, 28: 92 - 118, 2015. VIEW PAPER

  2. Random flights governd by Klein-Gordon-type partial differential equations (2014) (with R. Garra). {\it Stochastic Processes and their Applications}, Vol 124, 2171 - 2187. VIEW PAPER

16. Fractional telegraph-type equations and hyperbolic Brownian motion (2013) (with M. D'Ovidio and B. Toaldo). Statistics and Probability Letters, 89: 131 - 137, 2014. VIEW PAPER

17. Fractional Klein-Gordon equations and related stochastic processes (2014) (with R. Garra and F. Polito). {\it Journal of Statistical Physics}, Vol. 155, 777-809. VIEW PAPER

• 1. Pseudoprocesses related to space-fractional higher-order heat-type equations (with B. Toaldo). Stochastic Analysis and Applications, 32(4): 619 - 641, 2014. VIEW PAPER

  2. Shooting randomly against a line in euclidean and non-euclidean spaces (with B. Toaldo) (2012), Stochastics, Vol 86, No.1, 16 - 45. VIEW PAPER

  3. 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

  4. On the Integral of Fractional Poisson Processes (2013) (with F. Polito) Statistics & Probability Letters Vol.83 (4) pag.1006-1017. VIEW PAPER

  5. Randomly stopped nonlinear fractional birth processes (with F. Polito) (2013), Stochastic Analysis and Applications Vol.31 (2) pag.262-292 VIEW PAPER

  6. Hitting spheres on hyperbolic spaces (with V.Cammarota) (2012).Theory of Probability and its Applications, vol. 57, No 3, pp. 560-587. VIEW PAPER

  7. 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, 1-12. VIEW PAPER

  8. Compositions, random sums and continued random fractions of Poisson and fractional Poisson processes (with F.Polito) (2012) Journal of Statistical Physics Vol.148: 233-249. VIEW PAPER

  9. The Space-Fractional Poisson Process (with F. Polito) (2012), Statistics & Probability Letters Vol.82, pages 852-858. On line since January 3^rd 2012. VIEW PAPER

  10. Poisson process with different Brownian clocks (with L. Beghin). Stochastics (2012). Vol.84, Issue 1, pages 79-112. On line since 15^th September 2011. VIEW PAPER

18. 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

• 1. 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

19. Composition of processes and related partial differential equations (2009) (with M.D'Ovidio). Journal of theoretical probability (2011) Vol.24 pag.342-375. Published on line 21^st April 2010. VIEW PAPER

20. On a fractional Linear birth and death process (2011) (with. F.Polito) Bernoulli Vol.17 (1) pag.114-137. On line since 3^rd February 2010. VIEW PAPER

• 1. 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.441-465. VIEW PAPER

  2. Fractional Pure birth processes (with F.Polito) Bernoulli (2010) Vol.16 (3) 858-881. On line since 13^th September 2009. VIEW PAPER

  3. Fractional diffusion equations and processes with randomly-varying time (with L.Beghin) , The Annals of Probability, Vol 37, n1, 206-249 (2009). Published on line 11^th March 2008 . VIEW PAPER

  4. Angular processes related to Cauchy random walks (2010)(with V.Cammarota). Theory of Probability and its Applications. Vol.55 (3), pag.489-506 VIEW PAPER

  5. Fractional nonlinear, linear and sublinear death process (with F.Polito and L.Sakhno) (2010) Journal Statistical Physics, Vol.141 (1) pag.68-93. Published on line 18^th August 2010 VIEW PAPER

  6. Poisson-type processes governed by fractional and higher-order recursive differential equations (with L.Beghin) Electronic Journal of Probability (2010)Vol.15, Paper n.22, pages 684-709. VIEW PAPER

  7. 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

  8. - Moving randomly amid scattered obstacles (with L.Beghin) – Stochastics (2010). Vol. 82. No.2 pp.200-229. Published on line 12^th February 2010. VIEW PAPER

  9. - Fractional Poisson processes and related random motions. (2009) (with L.Beghin) Electronic Journal of Probability, Vol. 14, paper n.61, pages 1790-1826. VIEW PAPER

  10. - Travelling randomly on the Poincaré half-plane with a Pythagorean compass.(with V.Cammarota). Journal of Statistical Physics (2008) Vol.130, 455-482. Published on line 3^rd October 2007. VIEW PAPER

  11. - Some Darling-Siegert 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) .243-254. VIEW PAPER

  12. - 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), 1137-1159. VIEW PAPER

  13. - Random motions at finite velocity in a Non-Euclidean space. (with A.De Gregorio) Advances in Applied Probability Vol 39. n.2 (2007), 588-611. VIEW PAPER

  14. - Iterated elastic Brownian motions and fractional diffusion equations (with L.Beghin), Stochastic Processes and their Applications (2009) Vol.119, n.6 p.1975-2003, published on line 9^th October 2008. VIEW PAPER

  15. - Branching on a Sierpinski graph.(with.S.Leorato), Statistics and Probability Letters, published on line 6^th August 2008, Vol 79 (2009), 145-154. VIEW PAPER

  16. - On the solutions of linear odd-order heat-type equations with random initial conditions (with.L.Beghin,Yu:Kozachenko.L:Sakhno, Journal of Statistical Physics, v.127, n.4 (2007), 721-739. On line since 23^rd February 2007. VIEW PAPER

  17. - A Darling-Siegert formula relating some Bessel integrals and random walks.(with A.De Gregorio) . Statistics and Probability Letters (2007), Vol.77 pag. 667-680. Published on line October 2006. VIEW PAPER

  18. - Some results on random flights.(with A.De Gregorio) Sci.Math.Jpn.64 (2006) n.2, 351--356. VIEW PAPER

  19. Random flights in higher spaces (with A.De Gregorio) (2007) {\it Journal of Theoretical Probability}. Vol. 20, pag.769-806. Published online 12-5-2007. VIEW PAPER

  20. - Hyperbolic and fractional hyperbolic Brownian motion with some applications (with L.Lao). Stochastics (2007) Vol 79, 6 pag.505-522. VIEW PAPER

  21. - Minimal cyclic random motion in Rⁿ and hyper-Bessel functions (with A. Lachal and S. Leorato). Les Annales de l'Institut Henri Poincaré (2006) Vol. 42, 753-772. VIEW PAPER

  22. - Sharp small ball asymptotics for Slepian and Watson processes in Hilbert norm.(with Y.Nikitin). Zapiski nauchn.Semin. POMI, v.320 (2004), 120-127. VIEW PAPER

  23. - 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, 1168-1182. VIEW PAPER

  24. - A grain of dust falling through a Sierpinski gasket (with S.Leorato). Acta Mathematica Sinica, vol.23 (6), (2007), 1095-1108. Published on line 24.06.2006. VIEW PAPER

  25. - 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. 139-151, (2006). VIEW PAPER

  26. - 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.1017-1040. VIEW PAPER

  27. - Bose-Einstein-type statistics, order statistics and planar random motions with three directions (with S.Leorato), Advances in Applied Probability (2004),Vol. 36, n.3,pp. 937-970. VIEW PAPER

  28. - A cyclic random motion in R³ with four directions and finite velocity (with A.M.Sommella), Stochastics and Stochastics Reports, Vol.76, n.2 (2004), pp. 113-133. VIEW PAPER

  29. - 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), 57-71. VIEW PAPER

  30. - Exact distributions of random motions in inhomogeneous media (with N.Ratanov), Probability Theory and Mathematical Statistics, Vol 76, pag. 125-137 (2007) VIEW PAPER

  31. - 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.1153-1168. VIEW PAPER

  32. - The telegraph process stopped at stable-distributed times and its connection with the fractional telegraph equation (with L.Beghin), Fractional Calculus and Applied Analysis (2003), Vol.6, n.2, pagg.187-204.

  33. - Bessel functions of third order and the distribution of cyclic planar motions with three directions, Stochastics and Stochastics Reports (2002), Vol.74, n.3-4, pp. 617-631. VIEW PAPER

  34. - Exact small ball constants for some Gaussian processes under L² –norm (with L.Beghin, Y.Nikitin), Zapiski Nauchn. Semin. POMI (2003), Vol. 298, pp. 5 – 21. VIEW PAPER

  35. - Random motions at finite velocity and their connections with hyperbolic equations (with L.Beghin), Recent Research Developments in Statistical Physics (2002), vol. 2, pp.1-20.

  36. - Time-fractional telegraph equations and telegraph process with Brownian time (with L.Beghin), Probability Theory and Related Fields, (2004) Vol.128, pp.141-160. Published on line 12 November 2003. VIEW PAPER

  37. - The space-fractional telegraph equation and the related fractional telegraph process (with X.Zhao), Chinese Annals of Mathematics (2003), Vol.24 B, n.1, pp.1-12. VIEW PAPER

  38. - 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 291-302. VIEW PAPER

  39. - Planar random motions with drift (with N.Ratanov), Journal of Applied Mathematics and Stochastic Analysis (2002), Vol.15, n.3, pp.205-221. VIEW PAPER

  40. - Joint distributions of the maximum and the process for higher-order diffusions (with L.Beghin and T.Ragozina), Stochastic Processes and their Applications (2001), Vol.94, n.1, pp. 71-93. VIEW PAPER

  41. - 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. 11-25. VIEW PAPER

  42. - Analysis of a finite-velocity planar random motion with reflection (with A.Kolesnik), Theory of Probability and its Applications (2001), vol.46, n.1, pp. 138-147. VIEW PAPER

  43. - Gaussian limiting behaviour of the rescaled solution to the linear Korteweg-de 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.769-781. VIEW PAPER

  44. - Conditional maximal distributions of processes related to higher-order heat-type equations (with L.Beghin, K.Hochberg). Stochastic Processes and their Applications (2000), 85, pp.209-223. VIEW PAPER

  45. - The intermediate arc-sine law (with Y.Nikitin), Statistics and Probability Letters (2000), 49, pp.119-125. VIEW PAPER

  46. - Conditional sojourn distributions of processes related to some higher-order heat-type equations (with Y.Nikitin), Journal of Theoretical Probability, (2000), vol.13, n.4, pp.997-1012. VIEW PAPER

  47. - Exact joint distribution in a model of planar random motion with constant velocity. Stochastics and Stochastics Reports (2000), Vol.69, 1-2, pp.1-10. VIEW PAPER

  48. - On the maximum of the generalized Brownian bridge (with L.Beghin), Lithuanian Mathematical Journal (1999), T.39, n.2, pp.200-213. VIEW PAPER

  49. - Iterated processes and their applications to higher order differential equations (with Xuelei Zhao), Acta Mathematica Sinica (1999), Vol.15, n.2, pp.173-180. VIEW PAPER

  50. - On the vector process obtained by iterated integration of the telegraph signal, Georgian Journal of Mathematics (1999), Vol.6, pp.169-178. VIEW PAPER

  51. - On the distribution of the position of a randomly accelerated particle (with P.L. Conti). Probability Theory and Math. Statistics (1997), Vol.56, pp.161-168.

  52. - Limiting distributions of randomly accelerated motions (with P.L. Conti). Lithuanian Journal of Mathematics (1997), Vol.37, n.3, pp.295-308. VIEW PAPER

  53. - Asymptotic expansion of fundamental solutions of higher order heat equations (with Gabriele Accetta). Random Operators and Stochastic Equations (1997), Vol.5, n.3, pp.217-227. VIEW PAPER

  54. - Detailed probabilistic analysis of the integrated three-valued telegraph signal (with I. Di Matteo). Journal of Applied Probability (1997), 34, pp.671-684. VIEW PAPER

  55. - Explicit distribution of a planar random motion governed by a fourth-order hyperbolic equation (with A.Kolesnik). Theory of Probability and its Applications, Vol.41 (2) (1996) pp.451-459.

  56. - 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.50-54.

  57. - Composition of stochastic processes and related higher-order equations (with K.Hochberg). Journal of Theoretical Probability , Vol.9, n.2 (1996), pp.511-532. VIEW PAPER

  58. - 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.915-930. VIEW PAPER

  59. - Planar random evolutions governed by hyperbolic equations. Proceedings of the Zolotariev Seminar - Kazan. Journal of Mathematical Science (1996), Vol.81, n.5, pp.2980-2986. VIEW PAPER

  60. - Processes governed by parabolic and hyperbolic equations of higher order. In: Seminari di Probabilità e Stat. Matem., a.a.1995/6-1996/7, A.Freddi ed., pp.21-34.

  61. - Planar random evolution with three directions (with A. San Martini). In: Exploring Stochastic Laws, Skorokhod and Borovskikh eds., VSP (1995), pp.357-366.

  62. - Scaling limits of solutions of the Burgers equation with singular non-Gaussian data (with N.N. Leonenko and V.N.Parkomenko). Random Operators and Stochastic Equations (1995), Vol.3, n.2, pp.101-112. VIEW PAPER

  63. - Multidimensional Burgers equation with random initial conditions (with N.N. Leonenko and Rybasov) I e II Ukranian Journal of Mathematics (1994), Vol. 46, pp. 870-877 and pp.1003-1010 (in Russian).

  64. - Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions. (with N.N.Leonenko). Theory of Probability and Applications (1995) Vol.46, n.2, pp.387-403. VIEW PAPER

  65. - Motions with reflecting and absorbing barriers driven by the telegraph equation. Random Operators and Stochastic Equations (1995), n.1, pp.9-21. VIEW PAPER

  66. - On the solution of a telegraph-type equation with non-constant coefficients emerging in random evolutions. (with M. Kelbert). Problems of Information Trasmission (1994), Vol.30, pp.99-103 (in Russian).

  67. - 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.605-611.

  68. - The arc-sine law and its analogues for processes governed by signed and complex measures (with K. Hochberg). Stochastic Processes and their Applications (1994), Vol.52, pp.252-273. VIEW PAPER

  69. - On a 2n-valued telegraph signal and the related integrated process (with B. Bassan) Stochastics and Stochastics Reports (1992), 38, pp.159-173. VIEW PAPER

  70. - Processes governed by signed measures connected with third-order "heat-type" equations. Lietuvos Mathematikos Rinkinys (1991), pp.323-336. VIEW PAPER

  71. - Random motions governed by third order equations. Advances in Applied Probability , Vol. 22, n.4 (1990), pp.915-928. VIEW PAPER

  72. - Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws. Stochastic Processes and their Applications, Vol.34 (1990), pp.49-66. VIEW PAPER

  73. - 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.770-780. VIEW PAPER

  74. - On the maximum of Gaussian Fourier series emerging in the analysis of random vibrations. Journal of Applied Probability (1989), Vol.26, pp.182-188. VIEW PAPER

  75. - On the maximum of Gaussian Fourier series connected with random vibrations. In: Biomathematics and Related Computational Problems, (Ricciardi ed.) pp.555-558. Kluwer Academic Publisher (1988).

  76. - On the maximum of random fields represented by stochastic integrals over circles. Journal of Applied Probability (1987), Vol.24, pp.574-585. VIEW PAPER

  77. - Probabilistic derivation of wave equations. Boll. Univ. Mat. Italiana (1987), 1-B (7), pp.423-438.

  78. - Stochastic motions on the 3-sphere governed by wave and heat equations. Journal of Applied Probability (1987), Vol.24, n.2, pp.315-327. VIEW PAPER

  79. - Stochastic motions driven by wave equations. Rendiconti del Seminario Matematico e Fisico di Milano (1987), Vol.LVII, pp.365-380.

  80. - Brownian fluctuations in space-time with applications to vibrations of rods. Stochastic Processes and their Applications (1986), Vol.23, pp.221-234. VIEW PAPER

  81. - A planar random motion governed by the two-dimensional telegraph equation. Journal of Applied Probability (1986), Vol.23, pp.385-397. VIEW PAPER

  82. - How the maximum of Gaussian random walks and fields is influenced by changes of the variances. Stochastica (1985), Vol.IX, n.1, pp.75-84. VIEW PAPER

  83. - Evaluating the area of gaussian isotropic fields on the sphere. Revue Roumaine de Mathematiques Pures et Appliquees (1985), Vol.XXX, n.2, pp.111-129.

  84. - Vibrations with random initial conditions. Boll. Union. Mat. Italiana (1985), Vol.4, B(6), pp.541-556.

  85. - Hyperbolic equations arising in random models. Stochastic Processes and their Applications (1985), Vol.21, n.1, pp.93-106. VIEW PAPER

  86. - Connections and analogies between the Cauchy process and Brownian motion. Publications Inst. Stat. - Univ. Paris (1984), Vol.29, 2, pp.69-84.

  87. - Upper bounds for the distribution of maximal displacement of a one-dimensional, polarized vibrating system forced by white-noise. 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.712-715, (short version).

  88. - Shot noise fields on the sphere. Boll. Unione Mat. Italiana (1984), Series VI, Vol.8, pp.477-496.

  89. - Damped vibrations excited by white noise. Advances in Applied Probability (1984), Vol.16, pp.562-584. VIEW PAPER

  90. - Analisi spettrale dei campi aleatori, (with F.Battaglia). In: Analisi Moderna delle Serie Storiche, (D.Piccolo ed.). F.Angeli, Milano (1983), pp.299-312.

  91. - Some results on geometry of gaussian random fields. Revue Roumaine de Mathematiques Pures et Appliquees (1983), Vol.XXVIII, n.6, pp.493-511.

  92. - Randomly forced vibrations of a string. Annales Inst. Henri Poincarè, (1982) Sec.B, Vol.XVIII, n.4, pp.367-394. VIEW PAPER

  93. - Probability distributions and level crossings of shot noise models (with F.Battaglia). Stochastics (1982), Vol.8, pp.45-61. VIEW PAPER

  94. - Upcrossings and conditional behaviour of the lognormal process. Boll. Unione Mat. Italiana (1981), (5), Vol.18-B, pp.1017-1034.

  95. - 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).

  96. - Planar gaussian motions generated by crossing events. Pub. Inst. Stat. - Univ. Paris. (1980), Vol.XXV, 3, pp.61-86.

  97. - Extreme values of a sequence of random variables associated with linear birth and Polya process. Biometrie-Praximetrie (1980), Vol.XX, pp.47-58.

  98. - Level crossings of trasformations of stationary gaussian process. Metron (1979), Vol.XXXVIII, n.1-2, pp.81-100.

  99. - Record values in Poisson and randomized Poisson models (with F. Battaglia). Publ. Inst. Stat. - Univ. Paris (1979), Vol.XXIV - 3-4, pp.69-78.

  100. - Un modello poissoniano doppiamente stocastico per l'espansione aleatoria di regioni piane. Statistica (1979). Vol.39, n.4 , pp.539-554.

  101. - Sul danno record di piene poissoniane (with F.Battaglia). Workshop on: Estremi idrologici e modelli di previsione (1978), pp.205-208. C.N.R. Progetto finalizzato "Conservazione del Suolo", Perugia.

  102. - Modello di mosaici ad elementi rettangolari. In: Scritti in onore di G. De Meo (1978), pp.737-747.

  103. - Movimenti aleatori nel piano. Metron (1978), Vol.XXXVI, n.1-2, pp.51-64.

  104. - La passeggiata aleatoria elastica e massa crescente. Metron (1976), Vol. XXXIV, n.1-2, pp. 93-100.

  105. - 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 (14), Journal of Applied Probability (11), Advances in Applied Probability, Annals of Applied Probability (2), 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 (9), 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) , Modern Stochastics (2), Annals of Applied Probability, Theory of Probability and its Applications, Communicatiions in Mathematical Physics,

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