| Publication | Date of Publication | Type |
|---|
Sampling inverse subordinators and subdiffusions
The Annals of Applied Probability | 2026-03-10 | Paper |
Para-Markov chains and related non-local equations
Fractional Calculus & Applied Analysis | 2025-07-04 | Paper |
Regularity and asymptotics of densities of inverse subordinators
Transactions of the London Mathematical Society | 2025-01-08 | Paper |
From semi-Markov random evolutions to scattering transport and superdiffusion
Communications in Mathematical Physics | 2023-07-28 | Paper |
| Non-local heat equation with moving boundary and curve-crossing of delayed Brownian motion | 2022-03-18 | Paper |
Limit theorems for prices of options written on semi-Markov processes
Theory of Probability and Mathematical Statistics | 2021-12-22 | Paper |
Limit theorems for prices of options written on semi-Markov processes
Theory of Probability and Mathematical Statistics | 2021-12-22 | Paper |
Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-06-03 | Paper |
Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-06-03 | Paper |
On the exit time from open sets of some semi-Markov processes
The Annals of Applied Probability | 2021-03-18 | Paper |
On the exit time from open sets of some semi-Markov processes
The Annals of Applied Probability | 2021-03-18 | Paper |
Relaxation patterns and semi-Markov dynamics
Stochastic Processes and their Applications | 2019-09-19 | Paper |
On semi-Markov processes and their Kolmogorov's integro-differential equations
Journal of Functional Analysis | 2018-06-01 | Paper |
Semi-Markov models and motion in heterogeneous media
Journal of Statistical Physics | 2017-12-14 | Paper |
Space-time fractional equations and the related stable processes at random time
Journal of Theoretical Probability | 2017-04-12 | Paper |
Time-inhomogeneous jump processes and variable order operators
Potential Analysis | 2016-11-01 | Paper |
Population models at stochastic times
Advances in Applied Probability | 2016-07-27 | Paper |
Population models at stochastic times
Advances in Applied Probability | 2016-07-27 | Paper |
Pseudoprocesses on a circle and related Poisson kernels
Stochastics | 2016-04-27 | Paper |
Counting processes with Bernštein intertimes and random jumps
Journal of Applied Probability | 2016-03-11 | Paper |
Counting processes with Bernštein intertimes and random jumps
Journal of Applied Probability | 2016-03-11 | Paper |
Lévy mixing related to distributed order calculus, subordinators and slow diffusions
Journal of Mathematical Analysis and Applications | 2015-07-06 | Paper |
Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
Potential Analysis | 2015-02-02 | Paper |
Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations
Stochastic Analysis and Applications | 2015-01-09 | Paper |
Shooting randomly against a line in Euclidean and non-Euclidean spaces
Stochastics | 2014-08-14 | Paper |
Pseudoprocesses related to space-fractional higher-order heat-type equations
Stochastic Analysis and Applications | 2014-08-08 | Paper |
Fractional telegraph-type equations and hyperbolic Brownian motion
Statistics & Probability Letters | 2014-06-11 | Paper |
Regularity and asymptotics of densities of inverse subordinators
(available as arXiv preprint) | N/A | Paper |
