PIROZZI, ENRICA
PIROZZI, ENRICA
Dipartimento di Matematica e Applicazioni "Renato Caccioppoli"
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.
Fractionally integrated Gauss-Markov processes and applications
2021 Abundo, M.; Pirozzi, E.
On the Transient Behaviour of Fractional M/ M/ ∞ Queues
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
Non-local Solvable Birth–Death Processes
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
First passage times for some classes of fractional time-changed diffusions
2021 Leonenko, N.; Pirozzi, E.
The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process
2021 Ascione, G.; Mishura, Y.; Pirozzi, E.
Time-Non-Local Pearson Diffusions
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
Convergence results for the time-changed fractional ornstein–uhlenbeck processes
2021 Ascione, G.; Mishura, Y.; 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.
On the entropy of fractionally integrated gauss–markov processes
2020 Abundo, M.; 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
Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications
2021 Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica
Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin
2021 Macci, C.; Martinucci, B.; Pirozzi, E.
Time-changed fractional Ornstein-Uhlenbeck process
2020 Ascione, G.; Mishura, Y.; Pirozzi, E.
Linked Gauss-Diffusion processes for modeling a finite-size neuronal network
2017 Carfora, M. F.; Pirozzi, E.
On two diffusion neuronal models with multiplicative noise: The mean first-passage time properties
2018 D'Onofrio, Giuseppe; Lansky, Petr; Pirozzi, Enrica
Asymptotic Results for First-Passage Times of Some Exponential Processes
2018 D’Onofrio, Giuseppe; Macci, Claudio; Pirozzi, Enrica