| Publication | Date of Publication | Type |
|---|
Prediction formulas for integrated fractional Brownian motion
Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka | 2026-02-02 | Paper |
Fractional deterministic and stochastic calculus
De Gruyter Series in Probability and Stochastics | 2023-08-01 | Paper |
| scientific article; zbMATH DE number 7640329 (Why is no real title available?) | 2023-01-10 | 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 |
First passage times for some classes of fractional time-changed diffusions
Stochastic Analysis and Applications | 2022-06-27 | Paper |
Integrated stationary Ornstein-Uhlenbeck process, and double integral processes
Physica A | 2022-06-27 | Paper |
Non-local solvable birth-death processes
Journal of Theoretical Probability | 2022-05-04 | Paper |
Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications
Methodology and Computing in Applied Probability | 2021-11-09 | Paper |
Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin
Methodology and Computing in Applied Probability | 2021-11-09 | Paper |
Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
Theory of Probability and Mathematical Statistics | 2021-09-29 | Paper |
| On the transient behaviour of fractional \(M/M/\infty\) queues | 2021-08-30 | Paper |
Fractionally integrated Gauss-Markov processes and applications
Communications in Nonlinear Science and Numerical Simulation | 2021-07-09 | Paper |
Time-non-local Pearson diffusions
Journal of Statistical Physics | 2021-06-22 | 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 |
Time-changed fractional Ornstein-Uhlenbeck process
Fractional Calculus \ Applied Analysis | 2020-08-31 | 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 |
Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes
Methodology and Computing in Applied Probability | 2020-01-13 | Paper |
Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary
Cogent Mathematics | 2019-09-10 | Paper |
Asymptotic results for first-passage times of some exponential processes
Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
Fractional queues with catastrophes and their transient behaviour
Mathematics | 2018-12-18 | Paper |
Colored noise and a stochastic fractional model for correlated inputs and adaptation in neuronal firing
Biological Cybernetics | 2018-10-18 | Paper |
Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary
Computational Statistics and Data Analysis | 2018-08-17 | Paper |
Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models
Applied Mathematics and Computation | 2018-06-22 | Paper |
On two diffusion neuronal models with multiplicative noise: the mean first-passage time properties
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2018-06-13 | Paper |
A state-dependent queueing system with asymptotic logarithmic distribution
Journal of Mathematical Analysis and Applications | 2017-11-28 | Paper |
Two-boundary first exit time of Gauss-Markov processes for stochastic modeling of acto-myosin dynamics
Journal of Mathematical Biology | 2017-05-19 | Paper |
A leaky integrate-and-fire model with adaptation for the generation of a spike train
Mathematical Biosciences and Engineering | 2016-11-02 | Paper |
Successive spike times predicted by a stochastic neuronal model with a variable input signal
Mathematical Biosciences and Engineering | 2016-11-02 | Paper |
Corrigendum to: ``Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models''
Applied Mathematics and Computation | 2016-04-27 | Paper |
Stochastic modeling of the firing activity of coupled neurons periodically driven
Discrete and Continuous Dynamical Systems | 2016-03-22 | Paper |
Closed-form solutions for the first-passage-time problem and neuronal modeling
Ricerche di Matematica | 2015-11-18 | Paper |
Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals
Journal of Computational and Applied Mathematics | 2015-05-22 | Paper |
Gauss-diffusion processes for modeling the dynamics of a couple of interacting neurons
Mathematical Biosciences and Engineering | 2014-01-30 | Paper |
A simple algorithm to generate firing times for leaky integrate-and-fire neuronal model
Mathematical Biosciences and Engineering | 2014-01-30 | Paper |
A non-autonomous stochastic predator-prey model
Mathematical Biosciences and Engineering | 2014-01-30 | Paper |
| On some time-non-homogeneous linear diffusion processes and related bridges | 2013-08-01 | Paper |
| Foreword | 2013-08-01 | Paper |
The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model
Methodology and Computing in Applied Probability | 2011-03-14 | Paper |
On a stochastic leaky integrate-and-fire neuronal model
Neural Computation | 2010-11-24 | Paper |
A note on the sum of uniform random variables
Statistics & Probability Letters | 2009-10-09 | Paper |
On the evaluation of firing densities for periodically driven neuron models
Mathematical Biosciences | 2008-08-27 | Paper |
| Asymptotics and evaluations of FPT densities through varying boundaries for Gauss-Markov processes | 2008-07-29 | Paper |
Gaussian processes and neuronal modeling
Natural Computing | 2007-11-27 | Paper |
On a pulsating Brownian motor and its characterization
Mathematical Biosciences | 2007-08-23 | Paper |
| On the construction of first-passage-time densities for diffusion processes | 2007-02-13 | Paper |
| On the two-boundary first-passage time for a class of Markov processes | 2007-02-13 | Paper |
Computer Aided Systems Theory – EUROCAST 2005
Lecture Notes in Computer Science | 2006-11-01 | Paper |
Computer Aided Systems Theory – EUROCAST 2005
Lecture Notes in Computer Science | 2006-11-01 | Paper |
Computer Aided Systems Theory – EUROCAST 2005
Lecture Notes in Computer Science | 2006-11-01 | Paper |
scientific article; zbMATH DE number 2149574 (Why is no real title available?)
(available as arXiv preprint) | 2005-03-30 | Paper |
| scientific article; zbMATH DE number 2000402 (Why is no real title available?) | 2003-11-03 | Paper |
On the asymptotic behavior of first passage time densities for stationary Gaussian processes and varying boundaries
Methodology and Computing in Applied Probability | 2003-08-25 | Paper |
| On the asymptotic behavior of first passage time densities for stationary Gaussian processes | 2003-05-16 | Paper |
A computational approach to first-passage-time problems for Gauss-Markov processes
Advances in Applied Probability | 2002-06-23 | Paper |
| scientific article; zbMATH DE number 1614660 (Why is no real title available?) | 2001-07-05 | Paper |
| scientific article; zbMATH DE number 1440008 (Why is no real title available?) | 2000-05-07 | Paper |
A recursive algorithm by the moments method to evaluate a class of numerical integrals over an infinite interval
Numerical Algorithms | 1996-01-10 | Paper |
ALGORITHM FOR DATA SAMPLE REPRESENTATION BY HISTOGRAMS WITH UNEQUAL CELL WIDTHS
Cybernetics and Systems | 1995-09-20 | Paper |
