[HTML][HTML] Analysis of fractional Cauchy problems with some probabilistic applications

F Cinque, E Orsingher - Journal of Mathematical Analysis and Applications, 2024 - Elsevier
In this paper we give an explicit solution to Dzherbashyan-Caputo-fractional Cauchy
problems related to equations with derivatives of order νk, for k non-negative integer and ν> …

A note on the conditional probabilities of the telegraph process

F Cinque - Statistics & Probability Letters, 2022 - Elsevier
We consider the telegraph process with two velocities, a 1> a 2∈ R, and two rates of
reversal, λ 1, λ 2> 0. We study some of its features with respect to the conditional probability …

On the approximation to fractional calculus operators with multivariate Mittag-Leffler function in the kernel

MA Özarslan - Journal of Computational and Applied Mathematics, 2025 - Elsevier
Several numerical techniques have been developed to approximate Riemann–Liouville
(RL) and Caputo fractional calculus operators. Recently linear positive operators have been …

Some Poisson-based processes at geometric times

A Meoli - Journal of Statistical Physics, 2023 - Springer
We consider the composition of three different stochastic processes with an independent
geometric random time. First, the parent process is assumed to be a homogeneous Poisson …

On the density for sums of independent Mittag-Leffler variates with common order

E Levy - Statistics & Probability Letters, 2021 - Elsevier
This note demonstrates a convenient approach to finding the density for the sum of
independent Mittag-Leffler distributed random variables when they share a common order …