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Giacomo Ascione
Giacomo Ascione
Assegnista di Ricerca, Scuola Superiore Meridionale
Verified email at ssmeridionale.it
Title
Cited by
Cited by
Year
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
232021
Abstract Cauchy problems for the generalized fractional calculus
G Ascione
Nonlinear Analysis 209, 112339, 2021
212021
Fractional queues with catastrophes and their transient behaviour
G Ascione, N Leonenko, E Pirozzi
Mathematics 6 (9), 159, 2018
212018
On the exit time from open sets of some semi-Markov processes
G Ascione, E Pirozzi, B Toaldo
202020
Fractional Erlang queues
G Ascione, N Leonenko, E Pirozzi
Stochastic Processes and their Applications 130 (6), 3249-3276, 2020
162020
Time-non-local Pearson diffusions
G Ascione, N Leonenko, E Pirozzi
Journal of Statistical Physics 183 (3), 48, 2021
152021
Time-changed fractional Ornstein-Uhlenbeck process
G Ascione, Y Mishura, E Pirozzi
Fractional Calculus and Applied Analysis 23 (2), 450-483, 2020
152020
A semi-Markov leaky integrate-and-fire model
G Ascione, B Toaldo
Mathematics 7 (11), 1022, 2019
142019
On a stochastic neuronal model integrating correlated inputs
G Ascione, E Pirozzi
Math. Biosci. Eng 16 (5), 5206-5225, 2019
142019
Fractional immigration-death processes
G Ascione, N Leonenko, E Pirozzi
Journal of Mathematical Analysis and Applications 495 (2), 124768, 2021
132021
Non-local solvable birth–death processes
G Ascione, N Leonenko, E Pirozzi
Journal of Theoretical Probability, 1-40, 2021
112021
Potentials for non-local Schrödinger operators with zero eigenvalues
G Ascione, J Lőrinczi
Journal of Differential Equations 317, 264-364, 2022
92022
On the construction of some deterministic and stochastic non-local SIR models
G Ascione
Mathematics 8 (12), 2103, 2020
92020
On the construction of some fractional stochastic Gompertz models
G Ascione, E Pirozzi
Mathematics 8 (1), 60, 2020
92020
On fractional stochastic modeling of neuronal activity including memory effects
G Ascione, E Pirozzi
Computer Aided Systems Theory–EUROCAST 2017: 16th International Conference …, 2018
92018
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
82023
Duality and distance formulas in Lipschitz-H\" older spaces
F Angrisani, G Ascione, L D'Onofrio, G Manzo
arXiv preprint arXiv:1912.05187, 2019
82019
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
72022
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
72020
Orlicz spaces with ao–O type structure
F Angrisani, G Ascione, G Manzo
Ricerche di Matematica 68 (2), 841-857, 2019
72019
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Articles 1–20