Search Results - "Pirozzi, Enrica"

Mittag–Leffler Fractional Stochastic Integrals and Processes with Applications by Pirozzi, Enrica

“…We study Mittag–Leffler (ML) fractional integrals involved in the solution processes of a system of coupled fractional stochastic differential equations. We…”
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Some Fractional Stochastic Models for Neuronal Activity with Different Time-Scales and Correlated Inputs by Pirozzi, Enrica

“…In order to describe neuronal dynamics on different time-scales, we propose a stochastic model based on two coupled fractional stochastic differential…”
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On a Fractional Stochastic Risk Model with a Random Initial Surplus and a Multi-Layer Strategy by Pirozzi, Enrica

“…The paper deals with a fractional time-changed stochastic risk model, including stochastic premiums, dividends and also a stochastic initial surplus as a…”
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A Symmetry-Based Approach for First-Passage-Times of Gauss-Markov Processes through Daniels-Type Boundaries by Pirozzi, Enrica

“…Symmetry properties of the Brownian motion and of some diffusion processes are useful to specify the probability density functions and the first passage time…”
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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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Integrated stationary Ornstein–Uhlenbeck process, and double integral processes by Abundo, Mario, Pirozzi, Enrica

“…We find a representation of the integral of the stationary Ornstein–Uhlenbeck (ISOU) process in terms of Brownian motion Bt; moreover, we show that, under…”
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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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Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin by Macci, Claudio, Martinucci, Barbara, Pirozzi, Enrica

“…We consider a telegraph process with elastic boundary at the origin studied recently in the literature (see e.g. Di Crescenzo et al. (Methodol Comput Appl…”
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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 the Estimation of the Persistence Exponent for a Fractionally Integrated Brownian Motion by Numerical Simulations by Abundo, Mario, Pirozzi, Enrica

“…For a fractionally integrated Brownian motion (FIBM) of order α∈(0,1],Xα(t), we investigate the decaying rate of P(τSα>t) as t→+∞, where τSα=inf{t>0:Xα(t)≥S}…”
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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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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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On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes by Abundo, Mario, Pirozzi, Enrica

“…We investigate the main statistical parameters of the integral over time of the fractional Brownian motion and of a kind of pseudo-fractional Gaussian process,…”
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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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On the Entropy of Fractionally Integrated Gauss–Markov Processes by Abundo, Mario, Pirozzi, Enrica

“…This paper is devoted to the estimation of the entropy of the dynamical system {Xα(t),t≥0}, where the stochastic process Xα(t) consists of the fractional…”
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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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Colored noise and a stochastic fractional model for correlated inputs and adaptation in neuronal firing by Pirozzi, Enrica

“…High variability in the neuronal response to stimulations and the adaptation phenomenon cannot be explained by the standard stochastic leaky integrate-and-fire…”
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Fractionally integrated Gauss-Markov processes and applications by Abundo, Mario, Pirozzi, Enrica

“…•Covariance of the fractional integral of the Brownian motion.•Covariance of the fractional integral of a Ornstein--Uhlenbeck process.•Numerical evaluations of…”
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First passage times for some classes of fractional time-changed diffusions by Leonenko, Nikolai, Pirozzi, Enrica

“…We consider some time-changed diffusion processes obtained by applying the Doob transformation rule to a time-changed Brownian motion. The time-change is…”
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