| Publication | Date of Publication | Type |
|---|
The first-passage area of Wiener process with stochastic resetting
Methodology and Computing in Applied Probability | 2024-04-02 | Paper |
Asymptotic of the running maximum distribution of a Gaussian Bridge
Stochastic Analysis and Applications | 2023-12-11 | Paper |
The first-passage area of Ornstein-Uhlenbeck process revisited
Stochastic Analysis and Applications | 2023-03-09 | Paper |
| scientific article; zbMATH DE number 7640323 (Why is no real title available?) | 2023-01-10 | Paper |
Some examples of solutions to an inverse problem for the first-passage place of a jump-diffusion process
Control and Cybernetics | 2022-09-09 | Paper |
Integrated stationary Ornstein-Uhlenbeck process, and double integral processes
Physica A | 2022-06-27 | Paper |
On the first-passage times of certain Gaussian processes, and related asymptotics
Stochastic Analysis and Applications | 2021-10-06 | Paper |
Fractionally integrated Gauss-Markov processes and applications
Communications in Nonlinear Science and Numerical Simulation | 2021-07-09 | Paper |
An inverse problem for the first-passage place of some diffusion processes with random starting point
Stochastic Analysis and Applications | 2021-03-02 | Paper |
Joint distribution of first-passage time and first-passage area of certain Lévy processes
Methodology and Computing in Applied Probability | 2020-05-04 | Paper |
A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution
Applied Numerical Mathematics | 2020-04-21 | Paper |
Randomization of a linear boundary in the first-passage problem of Brownian motion
Stochastic Analysis and Applications | 2020-02-17 | Paper |
An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion
Stochastic Analysis and Applications | 2019-08-26 | Paper |
The randomized first-hitting problem of continuously time-changed Brownian motion
Mathematics | 2018-12-18 | Paper |
On the excursions of drifted Brownian motion and the successive passage times of Brownian motion
Physica A | 2018-11-13 | Paper |
On the joint distribution of first-passage time and first-passage area of drifted Brownian motion
Methodology and Computing in Applied Probability | 2018-03-28 | Paper |
| On the the successive passage times of certain one-dimensional diffusions | 2018-03-27 | Paper |
The arctangent law for a certain random time related to one-dimensional diffusions
Stochastic Analysis and Applications | 2018-03-14 | Paper |
| On the first-passage area of a L$\acute{\text{e}}$vy process | 2018-03-12 | Paper |
The mean of the running maximum of an integrated Gauss-Markov process and the connection with its first-passage time
Stochastic Analysis and Applications | 2017-05-16 | Paper |
On the first-passage time of an integrated Gauss-Markov process
(available as arXiv preprint) | 2017-04-04 | Paper |
On the representation of an integrated Gauss-Markov process
Scientiae Mathematicae Japonicae | 2016-04-14 | Paper |
On the representation of an integrated Gauss-Markov process
Scientiae Mathematicae Japonicae | 2016-04-14 | Paper |
A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary
Stochastic Analysis and Applications | 2016-04-01 | Paper |
Investigating the Distribution of the First-Crossing Area of a Diffusion Process with Jumps Over a Threshold
The Open Applied Mathematics Journal | 2015-10-14 | Paper |
On the continuous diffusion approximation of some discrete Markov chains
The Open Applied Mathematics Journal | 2015-10-14 | Paper |
One-dimensional reflected diffusions with two boundaries and an inverse first-hitting problem
Stochastic Analysis and Applications | 2015-01-09 | Paper |
Solving an Inverse First-Passage-Time Problem for Wiener Process Subject to Random Jumps from a Boundary
Stochastic Analysis and Applications | 2013-08-27 | Paper |
| Some randomized first-passage problems for one-dimensional diffusion processes | 2013-08-01 | Paper |
On the first-passage area of a one-dimensional jump-diffusion process
Methodology and Computing in Applied Probability | 2013-04-08 | Paper |
The double-barrier inverse first-passage problem for Wiener process with random starting point
Statistics & Probability Letters | 2013-01-25 | Paper |
First-passage time of a stochastic integral process through a linear boundary
International Journal of Applied Mathematics | 2012-09-05 | Paper |
Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function
Probability and Mathematical Statistics | 2012-08-28 | Paper |
Erratum to: ``An inverse first-passage problem for one-dimensional diffusions with random starting point
Statistics & Probability Letters | 2012-05-18 | Paper |
An inverse first-passage problem for one-dimensional diffusions with random starting point
Statistics & Probability Letters | 2011-12-28 | Paper |
| The first-passage area of an emptying Brownian queue | 2011-10-05 | Paper |
First-passage problems for one-dimensional diffusions with random jumps from a boundary
Stochastic Analysis and Applications | 2011-03-08 | Paper |
On the first hitting time of a one-dimensional diffusion and a compound Poisson process
Methodology and Computing in Applied Probability | 2010-10-14 | Paper |
First-passage problems for asymmetric diffusions and skew-diffusion processes
Open Systems & Information Dynamics | 2010-01-26 | Paper |
| scientific article; zbMATH DE number 5519346 (Why is no real title available?) | 2009-02-26 | Paper |
| Some remarks on the maximum of a one-dimensional diffusion process | 2008-04-03 | Paper |
Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions
Stochastic Analysis and Applications | 2007-02-15 | Paper |
| Qualitative behaviour of the first-passage-time density of a one-dimensional diffusion over a moving boundary | 2007-02-13 | Paper |
| scientific article; zbMATH DE number 5077541 (Why is no real title available?) | 2006-12-06 | Paper |
| scientific article; zbMATH DE number 2143387 (Why is no real title available?) | 2005-03-10 | Paper |
On the Risk of Extinction for a Population Subject to a Random Markov Evolution with Jumps
Open Systems & Information Dynamics | 2004-08-06 | Paper |
| scientific article; zbMATH DE number 1916661 (Why is no real title available?) | 2004-01-13 | Paper |
Some conditional crossing results of Brownian motion over a piecewise-linear boundary
Statistics & Probability Letters | 2003-05-07 | Paper |
Some results about boundary crossing for Brownian motion
Ricerche di Matematica | 2003-03-18 | Paper |
On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary
Stochastic Analysis and Applications | 2003-02-24 | Paper |
On first–crossing times of one–dimensional diffusions over two time–dependent boundaries
Stochastic Analysis and Applications | 2002-08-05 | Paper |
Analysing protein energy data by a stochastic model for cooperative interactions: comparison and characterization of cooperativity
Journal of Mathematical Biology | 2002-07-29 | Paper |
On first-passage times for one-dimensional jump-diffusion processes
Probability and Mathematical Statistics | 2002-02-18 | Paper |
scientific article; zbMATH DE number 1139813 (Why is no real title available?)
Open Systems & Information Dynamics | 2000-03-13 | Paper |
Some remarks on a Markov chain modelling cooperative biological systems
Open Systems & Information Dynamics | 2000-01-24 | Paper |
A STOCHASTIC MODEL FOR THE COOPERATIVE RELAXATION OF PROTEINS, BASED ON A HIERARCHY OF INTERACTIONS BETWEEN AMINO ACIDIC RESIDUES
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 1999-11-22 | Paper |
| scientific article; zbMATH DE number 1129546 (Why is no real title available?) | 1998-12-10 | Paper |
A MARKOVIAN MODEL FOR COOPERATIVE INTERACTIONS IN PROTEINS
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 1996-04-08 | Paper |
Hyperbolic automorphisms of tori and pseudo-random sequences
Calcolo | 1994-05-26 | Paper |
A stochastic model for predator-prey systems: basic properties, stability and computer simulation
Journal of Mathematical Biology | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4061590 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4120458 (Why is no real title available?) | 1987-01-01 | Paper |
A remark about topological and measure entropy for a class of maps of the interval [0,1]
Rendiconti del Circolo Matematico di Palermo | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3915311 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3894164 (Why is no real title available?) | 1984-01-01 | Paper |
