Search Results - "Ascione, Giacomo"

Tychonoff Solutions of the Time-Fractional Heat Equation by Ascione, Giacomo

“…In the literature, one can find several applications of the time-fractional heat equation, particularly in the context of time-changed stochastic processes…”
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On the Construction of Some Deterministic and Stochastic Non-Local SIR Models by Ascione, Giacomo

“…Fractional-order epidemic models have become widely studied in the literature. Here, we consider the generalization of a simple SIR model in the context of…”
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Bulk Behaviour of Ground States for Relativistic Schrödinger Operators with Compactly Supported Potentials by Ascione, Giacomo, Lőrinczi, József

“…We propose a probabilistic representation of the ground states of massive and massless Schrödinger operators with a potential well in which the behaviour…”
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Time-Non-Local Pearson Diffusions by Ascione, Giacomo, Leonenko, Nikolai, Pirozzi, Enrica

“…In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic…”
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Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications by Ascione, Giacomo, Mishura, Yuliya, Pirozzi, Enrica

“…We consider a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in the drift, as a solution of a linear stochastic differential…”
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Non-local Solvable Birth–Death Processes by Ascione, Giacomo, Leonenko, Nikolai, Pirozzi, Enrica

“…In this paper, we study strong solutions of some non-local difference–differential equations linked to a class of birth–death processes arising as discrete…”
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On a stochastic neuronal model integrating correlated inputs by Ascione, Giacomo, Pirozzi, Enrica

“…A modified LIF-type stochastic model is considered with a non-delta correlated stochastic process in place of the traditional white noise. Two different…”
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A Semi-Markov Leaky Integrate-and-Fire Model by Ascione, Giacomo, Toaldo, Bruno

“…In this paper, a Leaky Integrate-and-Fire (LIF) model for the membrane potential of a neuron is considered, in case the potential process is a semi-Markov…”
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Generalized Fractional Calculus for Gompertz-Type Models by Ascione, Giacomo, Pirozzi, Enrica

“…This paper focuses on the construction of deterministic and stochastic extensions of the Gompertz curve by means of generalized fractional derivatives induced…”
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Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues by Ascione, Giacomo, Leonenko, Nikolai, Pirozzi, Enrica

“…Several queueing systems in heavy traffic regimes are shown to admit a diffusive approximation in terms of the Reflected Brownian Motion. The latter is defined…”
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On the Construction of Some Fractional Stochastic Gompertz Models by Ascione, Giacomo, Pirozzi, Enrica

“…The aim of this paper is the construction of stochastic versions for some fractional Gompertz curves. To do this, we first study a class of linear…”
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A matrix Harnack inequality for semilinear heat equations by Ascione, Giacomo, Castorina, Daniele, Catino, Giovanni, Mantegazza, Carlo

“…We derive a matrix version of Li & Yau–type estimates for positive solutions of semilinear heat equations on Riemannian manifolds with nonnegative sectional…”
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Fractional Queues with Catastrophes and Their Transient Behaviour by Ascione, Giacomo, Leonenko, Nikolai, Pirozzi, Enrica

“…Starting from the definition of fractional M/M/1 queue given in the reference by Cahoy et al. in 2015 and M/M/1 queue with catastrophes given in the reference…”
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Abstract Cauchy problems for the generalized fractional calculus by Ascione, Giacomo

“…We focus on eventually non-linear abstract Cauchy problems with a generalized fractional derivative in time. First we prove a local existence and uniqueness…”
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On the uniform ergodicity rate of a fractional Ehrenfest urn model by Ascione, Giacomo

“…In this paper we introduce a fractional generalization of the Ehrenfest urn model by means of the time-change of a continuous-time Ehrenfest urn model via an…”
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The orthotropic p-Laplace eigenvalue problem of Steklov type as p by Ascione, Giacomo, Paoli, Gloria

“…We study the Steklov eigenvalue problem for the ∞-orthotropic Laplace operator defined on convex sets of RN, with N≥2, considering the limit for p→+∞ of the…”
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A Sojourn-Based Approach to Semi-Markov Reinforcement Learning by Ascione, Giacomo, Cuomo, Salvatore

“…In this paper we introduce a new approach to discrete-time semi-Markov decision processes based on the sojourn time process. Different characterizations of…”
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Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model by Ascione, Giacomo, Bufalo, Michele, Orlando, Giuseppe

“…In this study, we consider the CIR3 model, a three-factor stochastic model with correlated trends and volatilities for modeling and forecasting credit default…”
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Stability of ground state eigenvalues of non-local Schrödinger operators with respect to potentials and applications by Ascione, Giacomo, Lőrinczi, József

“…In a first part of this paper we investigate the continuity (stability) of the spectrum of a class of non-local Schrödinger operators on varying the…”
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Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach by Ascione, Giacomo, Bufalo, Michele, Orlando, Giuseppe

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