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Title: Random times and partial differential equations
Authors: D'Ovidio, Mirko
Tutor: Orsingher, Enzo
Issue Date: Jan-2011
Research interests: Compositions of processes (subordinations or not, processes with randomly varying times), Partial differential equations (PDEs connections, PDE from a probability point of view), Pseudo processes (higher-order equations and their connections with signed measures), Fractional calculus (fractional PDEs and diffusions on either porous or inhomogeneous media, anomalous diffusions), Random fields on the sphere (harmonic analysis, rotational diffusion fields, cosmological applications), Stochastic integration (random time changes and factional PDEs connections)

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