Sfoglia per Autore
Some Fractional Stochastic Models for Neuronal Activity with Different Time-Scales and Correlated Inputs
2024 Pirozzi, Enrica
On the Estimation of the Persistence Exponent for a Fractionally Integrated Brownian Motion by Numerical Simulations
2023 Abundo, M.; Pirozzi, E.
Fractional deterministic and stochastic calculus
2023 Ascione, G.; Mishura, Y.; Pirozzi, E.
Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues
2022 Ascione, G.; Leonenko, N.; Pirozzi, E.
On a Fractional Stochastic Risk Model with a Random Initial Surplus and a Multi-Layer Strategy
2022 Pirozzi, E.
The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process
2021 Ascione, G.; Mishura, Y.; Pirozzi, E.
Convergence results for the time-changed fractional ornstein–uhlenbeck processes
2021 Ascione, G.; Mishura, Y.; Pirozzi, E.
Fractionally integrated Gauss-Markov processes and applications
2021 Abundo, M.; Pirozzi, E.
Non-local Solvable Birth–Death Processes
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
Generalized fractional calculus for gompertz-type models
2021 Ascione, G.; Pirozzi, E.
Fractional immigration-death processes
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications
2021 Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica
On the Transient Behaviour of Fractional M/ M/ ∞ Queues
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
First passage times for some classes of fractional time-changed diffusions
2021 Leonenko, N.; Pirozzi, E.
Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin
2021 Macci, C.; Martinucci, B.; Pirozzi, E.
Time-Non-Local Pearson Diffusions
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
On the construction of some fractional stochastic Gompertz models
2020 Ascione, G.; Pirozzi, Enrica
On the entropy of fractionally integrated gauss–markov processes
2020 Abundo, M.; Pirozzi, E.
On the Exit Time from Open Sets of some Semi-Markov Processes
2020 Ascione, Giacomo; Pirozzi, Enrica; Toaldo, Bruno
A symmetry-based approach for first-passage-times of gauss-markov processes through daniels-type boundaries
2020 Pirozzi, Enrica
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