MIRKO D'OVIDIO

Associate professor


email: mirko.dovidio@uniroma1.it
phone: 0649766705
building: RM001
room: 9

Mirko D'Ovidio is Associate Professor in Probability and Mathematical Statistics in the Faculty of Engineering, Sapienza University of Rome. He mainly focuses on stochastic processes and their functionals paying special attention to partial differential equations, boundary value problems, dynamic conditions, non-local operators.

Research products

11573/1649596 - 2022 - On the time fractional heat equation with obstacle
Alberini, Carlo; Capitanelli, Raffaela; D'ovidio, Mirko; Finzi Vita, Stefano - 01a Articolo in rivista
paper: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. - - issn: 0377-0427 - wos: WOS:000886910000008 (1) - scopus: 2-s2.0-85132235638 (1)

11573/1669311 - 2022 - On the inverse gamma subordinator
Colantoni, F.; D'ovidio, M. - 01a Articolo in rivista
paper: STOCHASTIC ANALYSIS AND APPLICATIONS (New York NY: Marcel Dekker) pp. 1-26 - issn: 1532-9356 - wos: WOS:000840572100001 (2) - scopus: 2-s2.0-85136074071 (2)

11573/1619969 - 2022 - Fractional boundary value problems
D’Ovidio, Mirko - 01a Articolo in rivista
paper: FRACTIONAL CALCULUS & APPLIED ANALYSIS (Sofia : Bulgarian Academy of Sciences. Institute of Mathematics and Informatics) pp. - - issn: 1311-0454 - wos: WOS:000810139800003 (3) - scopus: 2-s2.0-85120602247 (4)

11573/1691823 - 2022 - On the Non-Local Boundary Value Problem from the Probabilistic Viewpoint
D’Ovidio, Mirko - 01a Articolo in rivista
paper: MATHEMATICS (Basel: MDPI AG, 2013-) pp. 4122- - issn: 2227-7390 - wos: WOS:000881140800001 (1) - scopus: 2-s2.0-85141842430 (1)

11573/1658853 - 2022 - Generalized binomials in fractional calculus
D'ovidio, Mirko; Lai, Anna Chiara; Loreti, Paola - 01a Articolo in rivista
paper: PUBLICATIONES MATHEMATICAE (Institute of Mathematics Informatics:University if Debrecen, H4010 Debrecen PF 12 Hungary:011 36 52 316666, 011 36 52 312168, EMAIL: publi@math.klte.hu, INTERNET: http://www.math.klte.hu, Fax: 011 36 52 416857) pp. 373-395 - issn: 0033-3883 - wos: WOS:000904265600007 (0) - scopus: 2-s2.0-85143127094 (0)

11573/1567222 - 2021 - Effects of fractional derivatives with different orders in SIS epidemic models
Balzotti, C.; D'ovidio, M.; Lai, A. C.; Loreti, P. - 01a Articolo in rivista
paper: COMPUTATION (Basel: MDPI) pp. 89- - issn: 2079-3197 - wos: WOS:000688862900001 (2) - scopus: 2-s2.0-85113717840 (5)

11573/1569393 - 2021 - Approximation of space-time fractional equations
Capitanelli, R.; D'ovidio, M. - 01a Articolo in rivista
paper: FRACTAL AND FRACTIONAL (Basel, Switzerland: MDPI AG) pp. - - issn: 2504-3110 - wos: WOS:000700766000001 (0) - scopus: 2-s2.0-85111394561 (0)

11573/1526922 - 2021 - Fractional Cauchy problem on random snowflakes
Capitanelli, Raffaela; D'ovidio, Mirko - 01a Articolo in rivista
paper: JOURNAL OF EVOLUTION EQUATIONS (Birkhaeuser Verlag AG:Viaduktstrasse 42-44, CH 4051 Basel Switzerland:011 41 61 2050707, EMAIL: subscriptions@birkhauser.ch, INTERNET: http://www.birkhauser.ch, Fax: 011 41 61 2050792) pp. - - issn: 1424-3199 - wos: WOS:000620399300001 (4) - scopus: 2-s2.0-85101230054 (4)

11573/1563685 - 2021 - Solutions of bernoulli equations in the fractional setting
D’Ovidio, Mirko; Lai, Anna Chiara; Loreti, Paola - 01a Articolo in rivista
paper: FRACTAL AND FRACTIONAL (Basel, Switzerland: MDPI AG) pp. 57- - issn: 2504-3110 - wos: WOS:000665147900001 (0) - scopus: 2-s2.0-85131566994 (3)

11573/1603254 - 2021 - Non-local logistic equations from the probability viewpoint
D'ovidio, Mirko - 01a Articolo in rivista
paper: THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS (American Mathematical Society:PO Box 6248:Providence, RI 02940:(800)321-4267, (401)455-4000, EMAIL: cust-serv@ams.org, gma@math.ams.org, INTERNET: http://www.ams.org, Fax: (401)331-3842) pp. 77-87 - issn: 0094-9000 - wos: WOS:000703256400006 (1) - scopus: 2-s2.0-85118618036 (0)

11573/1445465 - 2020 - Fractional SIS epidemic models
Balzotti, C.; D'ovidio, M.; Loreti, P. - 01a Articolo in rivista
paper: FRACTAL AND FRACTIONAL (Basel, Switzerland: MDPI AG) pp. 1-18 - issn: 2504-3110 - wos: WOS:000578944000001 (15) - scopus: 2-s2.0-85091371308 (18)

11573/1385776 - 2020 - Delayed and rushed motions through time change
Capitanelli, Raffaela; D’Ovidio, Mirko - 01a Articolo in rivista
paper: ALEA (Rio de Janeiro, RJ: Instituto Nacional de Matemática Pura e Aplicada) pp. 183- - issn: 1980-0436 - wos: WOS:000567099800008 (13) - scopus: 2-s2.0-85084236341 (14)

11573/1268165 - 2019 - Probabilistic representation formula for the solution of fractional high-order heat-type equations
Bonaccorsi, Stefano; D’Ovidio, Mirko; Mazzucchi, Sonia - 01a Articolo in rivista
paper: JOURNAL OF EVOLUTION EQUATIONS (Birkhaeuser Verlag AG:Viaduktstrasse 42-44, CH 4051 Basel Switzerland:011 41 61 2050707, EMAIL: subscriptions@birkhauser.ch, INTERNET: http://www.birkhauser.ch, Fax: 011 41 61 2050792) pp. - - issn: 1424-3199 - wos: WOS:000468036700009 (3) - scopus: 2-s2.0-85061051673 (4)

11573/1352203 - 2019 - Fractional equations via convergence of forms
Capitanelli, R.; D'ovidio, M. - 01a Articolo in rivista
paper: FRACTIONAL CALCULUS & APPLIED ANALYSIS (Sofia : Bulgarian Academy of Sciences. Institute of Mathematics and Informatics) pp. 844-870 - issn: 1311-0454 - wos: WOS:000494955200002 (10) - scopus: 2-s2.0-85074398563 (10)

11573/1341237 - 2019 - Age representation of Lévy walks. Partial density waves, relaxation and first passage time statistics
Giona, Massimiliano; D’Ovidio, Mirko; Cocco, Davide; Cairoli, Andrea; Klages, Rainer - 01a Articolo in rivista
paper: JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL (Bristol : IOP Publishing, 2007-) pp. - - issn: 1751-8113 - wos: WOS:000483051800001 (10) - scopus: 2-s2.0-85072332387 (7)

11573/1106401 - 2018 - Modified fractional logistic equation
D’Ovidio, Mirko; Loreti, Paola; Sarv Ahrabi, Sima - 01a Articolo in rivista
paper: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 818-824 - issn: 0378-4371 - wos: WOS:000437061000071 (10) - scopus: 2-s2.0-85045665763 (16)
book: Modified fractional logistic equation - ()

11573/1291316 - 2018 - Drifted brownian motions governed by fractional tempered derivatives
D'ovidio, M.; Iafrate, F.; Orsingher, E. - 01a Articolo in rivista
paper: MODERN STOCHASTICS: THEORY AND APPLICATIONS (Vilnius, Lithuania: VTeX) pp. 445-456 - issn: 2351-6054 - wos: WOS:000455589000005 (5) - scopus: 2-s2.0-85061786683 (5)

11573/1119352 - 2018 - Solutions of fractional logistic equations by Euler's numbers
D'ovidio, Mirko; Loreti, Paola - 01a Articolo in rivista
paper: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1081-1092 - issn: 0378-4371 - wos: WOS:000437077400095 (17) - scopus: 2-s2.0-85047079516 (19)

11573/1187588 - 2018 - Determination of order in linear fractional differential equations
D'ovidio, Mirko; Loreti, Paola; Momenzadeh, Alireza; Sarv Ahrabi, Sima - 01a Articolo in rivista
paper: FRACTIONAL CALCULUS & APPLIED ANALYSIS (Berlin; Boston: De Gruyter Wien: Springer Warsaw: Versita Sofia: Inst. of Mathematics and Informatics Bulgarian Acad. of Sciences) pp. 937-948 - issn: 1314-2224 - wos: WOS:000449187800005 (4) - scopus: 2-s2.0-85056660728 (8)

11573/1268161 - 2018 - Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
D'ovidio, Mirko; Vitali, Silvia; Sposini, Vittoria; Sliusarenko, Oleksii; Paradisi, Paolo; Castellani, Gastone; Pagnini, Gianni - 01a Articolo in rivista
paper: FRACTIONAL CALCULUS & APPLIED ANALYSIS (Sofia : Bulgarian Academy of Sciences. Institute of Mathematics and Informatics) pp. 1420-1435 - issn: 1311-0454 - wos: WOS:000456668600013 (10) - scopus: 2-s2.0-85060819756 (10)

11573/963737 - 2017 - Asymptotics for time-changed diffusions
Capitanelli, Raffaela; D'ovidio, Mirko - 01a Articolo in rivista
paper: THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS (American Mathematical Society:PO Box 6248:Providence, RI 02940:(800)321-4267, (401)455-4000, EMAIL: cust-serv@ams.org, gma@math.ams.org, INTERNET: http://www.ams.org, Fax: (401)331-3842) pp. 37-54 - issn: 0094-9000 - wos: WOS:000412766000004 (0) - scopus: 2-s2.0-85043328413 (3)

11573/971114 - 2017 - Skew brownian diffusions across koch interfaces
Capitanelli, Raffaela; D'ovidio, Mirko - 01a Articolo in rivista
paper: POTENTIAL ANALYSIS (Kluwer Academic Publishers:Journals Department, PO Box 322, 3300 AH Dordrecht Netherlands:011 31 78 6576050, EMAIL: frontoffice@wkap.nl, kluweronline@wkap.nl, INTERNET: http://www.kluwerlaw.com, Fax: 011 31 78 6576254) pp. 431-461 - issn: 0926-2601 - wos: WOS:000399019100002 (2) - scopus: 2-s2.0-84984820687 (2)

11573/1447551 - 2017 - Fractional diffusion-telegraph equations and their associated stochastic solutions
D'ovidio, Mirko; Polito, Federico - 01a Articolo in rivista
paper: TEORIÂ VEROÂTNOSTEJ I EE PRIMENENIÂ (Maik Nauka / Interperiodica:Profsoyuznaya 90, Moscow 117864 Russia:011 7 095 3360266, Fax: 011 7 095 3360666) pp. 692-718 - issn: 0040-361X - wos: WOS:000441079600005 (25) - scopus: 2-s2.0-85055208571 (30)

11573/980760 - 2016 - Fractional spherical random fields
D'ovidio, Mirko; Leonenko, Nikolai; Orsingher, Enzo - 01a Articolo in rivista
paper: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 146-156 - issn: 0167-7152 - wos: WOS:000378963700021 (8) - scopus: 2-s2.0-84977080487 (10)

11573/867728 - 2016 - Fractional Cauchy problems on compact manifolds
D'ovidio, Mirko; Nane, Erkan - 01a Articolo in rivista
paper: STOCHASTIC ANALYSIS AND APPLICATIONS (Marcel Dekker Incorporated:270 Madison Avenue:New York, NY 10016:(800)228-1160, (212)696-9000, EMAIL: bookorders@dekker.com, INTERNET: http://www.dekker.com, Fax: (212)685-4540) pp. 232-257 - issn: 0736-2994 - wos: WOS:000370547400003 (6) - scopus: 2-s2.0-84959154078 (6)

11573/867004 - 2016 - Spectral densities related to some fractional stochastic differential equations
D'ovidio, Mirko; Orsingher, Enzo; Sakhno, Ludmila - 01a Articolo in rivista
paper: ELECTRONIC COMMUNICATIONS IN PROBABILITY (UNIV WASHINGTON, DEPT MATHEMATICS, BOX 354350, SEATTLE, USA, WASHINGTON, 98195-4350) pp. 1-15 - issn: 1083-589X - wos: WOS:000378990200018 (2) - scopus: 2-s2.0-84964319277 (2)

11573/778456 - 2015 - Wright functions governed by fractional directional derivatives and fractional advection diffusion equations
D'ovidio, Mirko - 01a Articolo in rivista
paper: METHODS AND APPLICATIONS OF ANALYSIS (Cambridge, MA, USA : International Press, c1994-) pp. 1-36 - issn: 1073-2772 - wos: WOS:000365869200001 (5) - scopus: (0)

11573/835649 - 2015 - Appunti di Probabilità e Statistica
D'ovidio, Mirko - 03c Manuale Didattico
book: Appunti di Probabilità e Statistica - (9781329615915)

11573/515136 - 2015 - Higher-Order Laplace Equations and Hyper-Cauchy Distributions
Orsingher, Enzo; D'ovidio, Mirko - 01a Articolo in rivista
paper: JOURNAL OF THEORETICAL PROBABILITY (Plenum Press:Book Customer Service, 233 Spring Street:New York, NY 10013:(212)620-8471, (212)620-8000, EMAIL: info@plenum.com, INTERNET: http://www.plenum.com, Fax: (212)807-1047) pp. - - issn: 0894-9840 - wos: WOS:000351316900003 (0) - scopus: 2-s2.0-84926235043 (1)

11573/667811 - 2014 - Fractional Poisson process with random drift
Beghin, Luisa; D'ovidio, Mirko - 01a Articolo in rivista
paper: ELECTRONIC JOURNAL OF PROBABILITY (Seattle, Wash.: Department of Mathematics, University of Washington.) pp. 1-26 - issn: 1083-6489 - wos: WOS:000350205600001 (8) - scopus: 2-s2.0-84938795707 (10)

11573/538420 - 2014 - Continuous random walks and fractional powers of operators
D'ovidio, Mirko - 01a Articolo in rivista
paper: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS (New York: Elsevier Science Orlando Fla.: Academic Press) pp. 362-371 - issn: 0022-247X - wos: WOS:000326850800029 (4) - scopus: 2-s2.0-84886242769 (4)

11573/538421 - 2014 - Coordinates Changed Random Fields on the Sphere
D'ovidio, Mirko - 01a Articolo in rivista
paper: JOURNAL OF STATISTICAL PHYSICS (Plenum Press:Book Customer Service, 233 Spring Street:New York, NY 10013:(212)620-8471, (212)620-8000, EMAIL: info@plenum.com, INTERNET: http://www.plenum.com, Fax: (212)807-1047) pp. 1153-1176 - issn: 0022-4715 - wos: WOS:000331635500012 (10) - scopus: 2-s2.0-84893919841 (13)

11573/541649 - 2014 - Time dependent random fields on spherical non-homogeneous surfaces
D'ovidio, Mirko; Erkan, Nane - 01a Articolo in rivista
paper: STOCHASTIC PROCESSES AND THEIR APPLICATIONS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 2098-2131 - issn: 0304-4149 - wos: WOS:000335278300005 (14) - scopus: 2-s2.0-84894599002 (15)

11573/780797 - 2014 - Discussion on the paper "On simulation and properties of the stable law" by L. Devroye and L. James
D'ovidio, Mirko; Federico, Polito - 01b Commento, Erratum, Replica e simili
paper: STATISTICAL METHODS & APPLICATIONS (Physica-Verlag, berlin) pp. 359-363 - issn: 1618-2510 - wos: WOS:000339895900004 (1) - scopus: 2-s2.0-84904976044 (1)

11573/587398 - 2014 - Multidimensional fractional advection-dispersion equations and related stochastic processes
D'ovidio, Mirko; Garra, Roberto - 01a Articolo in rivista
paper: ELECTRONIC JOURNAL OF PROBABILITY (Seattle, Wash.: Department of Mathematics, University of Washington.) pp. - - issn: 1083-6489 - wos: WOS:000341098300001 (1) - scopus: 2-s2.0-84904284199 (12)

11573/553478 - 2014 - Fractional telegraph-type equations and hyperbolic Brownian motion
D'ovidio, Mirko; Orsingher, Enzo; Toaldo, Bruno - 01a Articolo in rivista
paper: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 131-137 - issn: 0167-7152 - wos: WOS:000336004700017 (6) - scopus: 2-s2.0-84897472127 (8)

11573/617789 - 2014 - Time-Changed processes governed by space-time fractional telegraph equations
D'ovidio, Mirko; Orsingher, Enzo; Toaldo, Bruno - 01a Articolo in rivista
paper: STOCHASTIC ANALYSIS AND APPLICATIONS (Marcel Dekker Incorporated:270 Madison Avenue:New York, NY 10016:(800)228-1160, (212)696-9000, EMAIL: bookorders@dekker.com, INTERNET: http://www.dekker.com, Fax: (212)685-4540) pp. 1009-1045 - issn: 0736-2994 - wos: WOS:000343314600007 (39) - scopus: 2-s2.0-84908576099 (42)

11573/480488 - 2012 - From Sturm-Liouville problems to fractional and anomalous diffusions
D'ovidio, Mirko - 01a Articolo in rivista
paper: STOCHASTIC PROCESSES AND THEIR APPLICATIONS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 3513-3544 - issn: 0304-4149 - wos: WOS:000308447400007 (35) - scopus: 2-s2.0-84864588418 (37)

11573/480486 - 2012 - Probabilistic representation of fundamental solutions to partial derivative u/partial derivative t = K-m partial derivative(m)u/partial derivative x(m)
Orsingher, Enzo; D'ovidio, Mirko - 01a Articolo in rivista
paper: ELECTRONIC COMMUNICATIONS IN PROBABILITY (UNIV WASHINGTON, DEPT MATHEMATICS, BOX 354350, SEATTLE, USA, WASHINGTON, 98195-4350) pp. 1-12 - issn: 1083-589X - wos: WOS:000307361600001 (17) - scopus: 2-s2.0-84864657692 (15)

11573/385850 - 2011 - On the fractional counterpart of the higher-order equations
D'ovidio, Mirko - 01a Articolo in rivista
paper: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1929-1939 - issn: 0167-7152 - wos: WOS:000297088200027 (21) - scopus: 2-s2.0-80052544991 (21)

11573/36468 - 2011 - Bessel processes and hyperbolic Brownian motions stopped at different random times
D'ovidio, Mirko; Orsingher, Enzo - 01a Articolo in rivista
paper: STOCHASTIC PROCESSES AND THEIR APPLICATIONS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 441-465 - issn: 0304-4149 - wos: WOS:000287223000003 (6) - scopus: 2-s2.0-78751585065 (6)

11573/390275 - 2011 - Composition of Processes and Related Partial Differential Equations
D'ovidio, Mirko; Orsingher, Enzo - 01a Articolo in rivista
paper: JOURNAL OF THEORETICAL PROBABILITY (Plenum Press:Book Customer Service, 233 Spring Street:New York, NY 10013:(212)620-8471, (212)620-8000, EMAIL: info@plenum.com, INTERNET: http://www.plenum.com, Fax: (212)807-1047) pp. 342-375 - issn: 0894-9840 - wos: WOS:000289853900003 (8) - scopus: 2-s2.0-78751588817 (9)

11573/386359 - 2011 - Vibrations and Fractional Vibrations of Rods, Plates and Fresnel Pseudo-Processes
Orsingher, Enzo; D'ovidio, Mirko - 01a Articolo in rivista
paper: JOURNAL OF STATISTICAL PHYSICS (Plenum Press:Book Customer Service, 233 Spring Street:New York, NY 10013:(212)620-8471, (212)620-8000, EMAIL: info@plenum.com, INTERNET: http://www.plenum.com, Fax: (212)807-1047) pp. 143-174 - issn: 0022-4715 - wos: WOS:000297134800007 (11) - scopus: 2-s2.0-80053124669 (12)

11573/385855 - 2010 - Explicit solutions to fractional diffusion equations via generalized gamma convolution
D'ovidio, Mirko - 01a Articolo in rivista
paper: ELECTRONIC COMMUNICATIONS IN PROBABILITY (UNIV WASHINGTON, DEPT MATHEMATICS, BOX 354350, SEATTLE, USA, WASHINGTON, 98195-4350) pp. 457-474 - issn: 1083-589X - wos: WOS:000282650600002 (10) - scopus: 2-s2.0-78650486617 (10)

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