Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications G Ascione, Y Mishura, E Pirozzi Methodology and Computing in Applied Probability 23, 53-84, 2021 | 23 | 2021 |
Abstract Cauchy problems for the generalized fractional calculus G Ascione Nonlinear Analysis 209, 112339, 2021 | 21 | 2021 |
Fractional queues with catastrophes and their transient behaviour G Ascione, N Leonenko, E Pirozzi Mathematics 6 (9), 159, 2018 | 21 | 2018 |
On the exit time from open sets of some semi-Markov processes G Ascione, E Pirozzi, B Toaldo | 20 | 2020 |
Fractional Erlang queues G Ascione, N Leonenko, E Pirozzi Stochastic Processes and their Applications 130 (6), 3249-3276, 2020 | 16 | 2020 |
Time-non-local Pearson diffusions G Ascione, N Leonenko, E Pirozzi Journal of Statistical Physics 183 (3), 48, 2021 | 15 | 2021 |
Time-changed fractional Ornstein-Uhlenbeck process G Ascione, Y Mishura, E Pirozzi Fractional Calculus and Applied Analysis 23 (2), 450-483, 2020 | 15 | 2020 |
A semi-Markov leaky integrate-and-fire model G Ascione, B Toaldo Mathematics 7 (11), 1022, 2019 | 14 | 2019 |
On a stochastic neuronal model integrating correlated inputs G Ascione, E Pirozzi Math. Biosci. Eng 16 (5), 5206-5225, 2019 | 14 | 2019 |
Fractional immigration-death processes G Ascione, N Leonenko, E Pirozzi Journal of Mathematical Analysis and Applications 495 (2), 124768, 2021 | 13 | 2021 |
Non-local solvable birth–death processes G Ascione, N Leonenko, E Pirozzi Journal of Theoretical Probability, 1-40, 2021 | 11 | 2021 |
Potentials for non-local Schrödinger operators with zero eigenvalues G Ascione, J Lőrinczi Journal of Differential Equations 317, 264-364, 2022 | 9 | 2022 |
On the construction of some deterministic and stochastic non-local SIR models G Ascione Mathematics 8 (12), 2103, 2020 | 9 | 2020 |
On the construction of some fractional stochastic Gompertz models G Ascione, E Pirozzi Mathematics 8 (1), 60, 2020 | 9 | 2020 |
On fractional stochastic modeling of neuronal activity including memory effects G Ascione, E Pirozzi Computer Aided Systems Theory–EUROCAST 2017: 16th International Conference …, 2018 | 9 | 2018 |
Foreign exchange options on Heston-CIR model under Lévy process framework G Ascione, F Mehrdoust, G Orlando, O Samimi Applied Mathematics and Computation 446, 127851, 2023 | 8 | 2023 |
Duality and distance formulas in Lipschitz-H\" older spaces F Angrisani, G Ascione, L D'Onofrio, G Manzo arXiv preprint arXiv:1912.05187, 2019 | 8 | 2019 |
Non-local heat equation with moving boundary and curve-crossing of delayed Brownian motion G Ascione, P Patie, B Toaldo arXiv preprint arXiv:2203.09850, 2022 | 7 | 2022 |
A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution M Abundo, G Ascione, MF Carfora, E Pirozzi Applied Numerical Mathematics 155, 103-118, 2020 | 7 | 2020 |
Orlicz spaces with ao–O type structure F Angrisani, G Ascione, G Manzo Ricerche di Matematica 68 (2), 841-857, 2019 | 7 | 2019 |