| Publication | Date of Publication | Type |
|---|
Regularity and asymptotics of densities of inverse subordinators
(available as arXiv preprint) | N/A | Paper |
On the ergodicity of a three-factor CIR model
(available as arXiv preprint) | N/A | Paper |
Time changed spherical Brownian motions with longitudinal drifts
(available as arXiv preprint) | N/A | Paper |
Well-posedness of Kolmogorov-Fokker-Planck equations with unbounded drift
(available as arXiv preprint) | N/A | Paper |
Time-changed Markov processes and space-time coupled non-local equations
Stochastic Processes and their Applications | 2026-09-04 | Paper |
Balancing the grid: mitigating the effects of renewable energy in Italy via skew modeling and forecasting
Annals of Operations Research | 2026-08-27 | Paper |
Cost and severity of natural catastrophes in extreme events: implications for society and insurances
Annals of Operations Research | 2026-08-27 | Paper |
Scaling limits for some Mittag-Leffler queues
Theory of Probability and Mathematical Statistics | 2026-08-19 | Paper |
Wasserstein ergodicity of a Chen-type model with correlated noise
SIAM Journal on Financial Mathematics | 2026-05-28 | Paper |
Special potentials for relativistic Laplacians. I: Fractional Rollnik-class
Journal of Functional Analysis | 2026-02-05 | Paper |
Time changed spherical Brownian motions with longitudinal drifts
Stochastic Processes and their Applications | 2025-02-05 | Paper |
Regularity and asymptotics of densities of inverse subordinators
Transactions of the London Mathematical Society | 2025-01-08 | Paper |
Well-posedness of Kolmogorov-Fokker-Planck equations with unbounded drift
Journal of Mathematical Analysis and Applications | 2024-12-05 | Paper |
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model
Journal of Computational and Applied Mathematics | 2024-08-01 | Paper |
On the uniform ergodicity rate of a fractional Ehrenfest urn model
Bollettino dell'Unione Matematica Italiana | 2024-07-01 | Paper |
A matrix Harnack inequality for semilinear heat equations
Mathematics in Engineering | 2024-03-14 | Paper |
Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach
Communications in Nonlinear Science and Numerical Simulation | 2024-01-23 | Paper |
Mean-Field Sparse Optimal Control of Systems with Additive White Noise
SIAM Journal on Mathematical Analysis | 2023-11-13 | Paper |
Stability of ground state eigenvalues of non-local Schrödinger operators with respect to potentials and applications
Journal of Mathematical Analysis and Applications | 2023-08-07 | Paper |
Fractional deterministic and stochastic calculus
De Gruyter Series in Probability and Stochastics | 2023-08-01 | Paper |
Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach
Applied Mathematics and Optimization | 2023-04-27 | Paper |
Foreign exchange options on Heston-CIR model under L\'{e}vy process framework
(available as arXiv preprint) | 2022-08-08 | Paper |
On a stochastic neuronal model integrating correlated inputs
Mathematical Biosciences and Engineering | 2022-08-03 | Paper |
The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2022-08-03 | Paper |
A sojourn-based approach to semi-Markov reinforcement learning
Journal of Scientific Computing | 2022-06-29 | Paper |
Non-local solvable birth-death processes
Journal of Theoretical Probability | 2022-05-04 | Paper |
| Non-local heat equation with moving boundary and curve-crossing of delayed Brownian motion | 2022-03-18 | Paper |
Potentials for non-local Schrödinger operators with zero eigenvalues
Journal of Differential Equations | 2022-03-04 | Paper |
A spherical rearrangement proof of the stability of a Riesz-type inequality and an application to an isoperimetric type problem
ESAIM: Control, Optimisation and Calculus of Variations | 2022-01-31 | Paper |
Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications
Methodology and Computing in Applied Probability | 2021-11-09 | Paper |
Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach
(available as arXiv preprint) | 2021-10-08 | Paper |
Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
Theory of Probability and Mathematical Statistics | 2021-09-29 | Paper |
Atomic decomposition of finite signed measures on compacts of \(\mathbb{R}^n\)
Annales Fennici Mathematici | 2021-09-15 | Paper |
| On the transient behaviour of fractional \(M/M/\infty\) queues | 2021-08-30 | Paper |
| Bulk behaviour of ground states for relativistic Schr\"odinger operators with compactly supported potentials | 2021-07-24 | Paper |
Time-non-local Pearson diffusions
Journal of Statistical Physics | 2021-06-22 | Paper |
Abstract Cauchy problems for the generalized fractional calculus
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2021-06-14 | Paper |
The orthotropic p-Laplace eigenvalue problem of Steklov type as p+
Journal of Mathematical Analysis and Applications | 2021-06-14 | 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 |
Fractional immigration-death processes
Journal of Mathematical Analysis and Applications | 2021-02-25 | Paper |
An optimal Gauss-Markov approximation for a process with stochastic drift and applications
Stochastic Processes and their Applications | 2021-02-18 | Paper |
o-O structure of some rearrangement invariant Banach function spaces
Journal of Elliptic and Parabolic Equations | 2020-11-05 | Paper |
Time-changed fractional Ornstein-Uhlenbeck process
Fractional Calculus \ Applied Analysis | 2020-08-31 | Paper |
Duality and distance formulas in Lipschitz-Hölder spaces
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni | 2020-08-17 | Paper |
Fractional Erlang queues
Stochastic Processes and their Applications | 2020-04-29 | Paper |
Fractional Erlang queues
Stochastic Processes and their Applications | 2020-04-29 | Paper |
A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution
Applied Numerical Mathematics | 2020-04-21 | Paper |
Orlicz spaces with a \(o\)-\(O\) type structure
Ricerche di Matematica | 2020-01-03 | Paper |
Duality and distance formulas in Lipschitz-H\"older spaces
(available as arXiv preprint) | 2019-12-11 | Paper |
Fractional queues with catastrophes and their transient behaviour
Mathematics | 2018-12-18 | Paper |
