Sfoglia per Autore
Fractional deterministic and stochastic calculus
2023 Ascione, G.; Mishura, Y.; Pirozzi, E.
Mean-Field Sparse Optimal Control of Systems with Additive White Noise
2023 Ascione, Giacomo; Castorina, Daniele; Solombrino, Francesco
A matrix Harnack inequality for semilinear heat equations
2023 Ascione, Giacomo; Castorina, Daniele; Catino, Giovanni; Mantegazza, Carlo
A Sojourn-Based Approach to Semi-Markov Reinforcement Learning
2022 Ascione, G.; Cuomo, S.
Generalized fractional calculus for gompertz-type models
2021 Ascione, G.; Pirozzi, E.
Convergence results for the time-changed fractional ornstein–uhlenbeck processes
2021 Ascione, G.; Mishura, Y.; Pirozzi, E.
The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process
2021 Ascione, G.; Mishura, Y.; Pirozzi, E.
Non-local Solvable Birth–Death Processes
2021 Ascione, G.; Leonenko, N.; 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
Time-Non-Local Pearson Diffusions
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
The orthotropic $p$-Laplace eigenvalue problem of Steklov type as $p\to+\infty$
2021 Ascione, G; Paoli, G
On the Transient Behaviour of Fractional M/ M/ ∞ Queues
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
An optimal Gauss–Markov approximation for a process with stochastic drift and applications
2020 Ascione, G.; D'Onofrio, G.; Kostal, L.; Pirozzi, E.
On the Exit Time from Open Sets of some Semi-Markov Processes
2020 Ascione, Giacomo; Pirozzi, Enrica; Toaldo, Bruno
Time-changed fractional Ornstein-Uhlenbeck process
2020 Ascione, G.; Mishura, Y.; Pirozzi, E.
On the construction of some fractional stochastic Gompertz models
2020 Ascione, G.; Pirozzi, Enrica
Fractional Erlang queues
2020 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution
2020 Abundo, M.; Ascione, G.; Carfora, M. F.; Pirozzi, E.
Appunti di Calcolo delle Variazioni
2019 Angrisani, Francesca; Ascione, Giacomo; Leone, Chiara; Mantegazza, Carlo
| Titolo | Tipologia | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|---|
| Fractional deterministic and stochastic calculus | 3.1 Monografia o trattato scientifico | 2023 | Ascione, G.; Mishura, Y.; Pirozzi, E. | |
| Mean-Field Sparse Optimal Control of Systems with Additive White Noise | 1.1 Articolo in rivista | 2023 | Ascione, Giacomo; Castorina, Daniele; Solombrino, Francesco | |
| A matrix Harnack inequality for semilinear heat equations | 1.1 Articolo in rivista | 2023 | Ascione, Giacomo; Castorina, Daniele; Catino, Giovanni; Mantegazza, Carlo | |
| A Sojourn-Based Approach to Semi-Markov Reinforcement Learning | 1.1 Articolo in rivista | 2022 | Ascione, G.; Cuomo, S. | |
| Generalized fractional calculus for gompertz-type models | 1.1 Articolo in rivista | 2021 | Ascione, G.; Pirozzi, E. | |
| Convergence results for the time-changed fractional ornstein–uhlenbeck processes | 1.1 Articolo in rivista | 2021 | Ascione, G.; Mishura, Y.; Pirozzi, E. | |
| The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process | 1.1 Articolo in rivista | 2021 | Ascione, G.; Mishura, Y.; Pirozzi, E. | |
| Non-local Solvable Birth–Death Processes | 1.1 Articolo in rivista | 2021 | Ascione, G.; Leonenko, N.; Pirozzi, E. | |
| Fractional immigration-death processes | 1.1 Articolo in rivista | 2021 | Ascione, G.; Leonenko, N.; Pirozzi, E. | |
| Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications | 1.1 Articolo in rivista | 2021 | Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica | |
| Time-Non-Local Pearson Diffusions | 1.1 Articolo in rivista | 2021 | Ascione, G.; Leonenko, N.; Pirozzi, E. | |
| The orthotropic $p$-Laplace eigenvalue problem of Steklov type as $p\to+\infty$ | 1.1 Articolo in rivista | 2021 | Ascione, G; Paoli, G | |
| On the Transient Behaviour of Fractional M/ M/ ∞ Queues | 2.1 Contributo in volume (Capitolo o Saggio) | 2021 | Ascione, G.; Leonenko, N.; Pirozzi, E. | |
| An optimal Gauss–Markov approximation for a process with stochastic drift and applications | 1.1 Articolo in rivista | 2020 | Ascione, G.; D'Onofrio, G.; Kostal, L.; Pirozzi, E. | |
| On the Exit Time from Open Sets of some Semi-Markov Processes | 1.1 Articolo in rivista | 2020 | Ascione, Giacomo; Pirozzi, Enrica; Toaldo, Bruno | |
| Time-changed fractional Ornstein-Uhlenbeck process | 1.1 Articolo in rivista | 2020 | Ascione, G.; Mishura, Y.; Pirozzi, E. | |
| On the construction of some fractional stochastic Gompertz models | 1.1 Articolo in rivista | 2020 | Ascione, G.; Pirozzi, Enrica | |
| Fractional Erlang queues | 1.1 Articolo in rivista | 2020 | Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica | |
| A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution | 1.1 Articolo in rivista | 2020 | Abundo, M.; Ascione, G.; Carfora, M. F.; Pirozzi, E. | |
| Appunti di Calcolo delle Variazioni | 3.9 Manuale didattico | 2019 | Angrisani, Francesca; Ascione, Giacomo; Leone, Chiara; Mantegazza, Carlo |
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