| Publication | Date of Publication | Type |
|---|
First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses
Stochastics | 2024-06-05 | Paper |
First passage and first exit times for diffusion processes related to a general growth curve
Communications in Nonlinear Science and Numerical Simulation | 2023-11-01 | Paper |
On a time-inhomogeneous diffusion process with discontinuous drift
Applied Mathematics and Computation | 2023-06-26 | Paper |
A time-non-homogeneous double-ended queue with failures and repairs and its continuous approximation
Mathematics | 2023-06-15 | Paper |
On short-term loan interest rate models: a first passage time approach
Mathematics | 2023-06-15 | Paper |
| scientific article; zbMATH DE number 7640332 (Why is no real title available?) | 2023-01-10 | Paper |
| scientific article; zbMATH DE number 7640331 (Why is no real title available?) | 2023-01-10 | Paper |
On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes
Applied Mathematics and Computation | 2022-03-14 | Paper |
Inference on the effect of non homogeneous inputs in Ornstein-Uhlenbeck neuronal modeling
Mathematical Biosciences and Engineering | 2021-08-13 | Paper |
Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition
Journal of Statistical Physics | 2021-06-22 | Paper |
A stochastic model in tumor growth
Journal of Theoretical Biology | 2020-09-17 | Paper |
Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process
Computational Statistics and Data Analysis | 2020-06-16 | Paper |
On a class of birth-death processes with time-varying intensity functions
Applied Mathematics and Computation | 2020-05-14 | Paper |
First-passage times and related moments for continuous-time birth-death chains
Ricerche di Matematica | 2020-01-03 | Paper |
On the construction of a special class of time-inhomogeneous diffusion processes
Journal of Statistical Physics | 2019-10-10 | Paper |
Constructing transient birth-death processes by means of suitable transformations
Applied Mathematics and Computation | 2019-03-20 | Paper |
Rumor spreading models with random denials
Physica A | 2018-11-13 | Paper |
Inference in a Non-Homogeneous Vasicek Type Model
Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-10-12 | Paper |
Stochastic roots of growth phenomena
Physica A | 2018-09-20 | Paper |
\(\mathrm{M}/\mathrm{M}/1\) queue in two alternating environments and its heavy traffic approximation
Journal of Mathematical Analysis and Applications | 2018-07-04 | Paper |
A state-dependent queueing system with asymptotic logarithmic distribution
Journal of Mathematical Analysis and Applications | 2017-11-28 | Paper |
Analysis of reflected diffusions via an exponential time-based transformation
Journal of Statistical Physics | 2016-09-07 | Paper |
On some time non-homogeneous queueing systems with catastrophes
Applied Mathematics and Computation | 2016-05-02 | Paper |
A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation
Journal of Statistical Physics | 2015-11-19 | Paper |
On the return process with refractoriness for a non-homogeneous Ornstein-Uhlenbeck neuronal model
Mathematical Biosciences and Engineering | 2014-01-30 | Paper |
On the reflected Ornstein-Uhlenbeck process with catastrophes
Applied Mathematics and Computation | 2013-12-23 | Paper |
| Foreword | 2013-08-01 | Paper |
| scientific article; zbMATH DE number 6193910 (Why is no real title available?) | 2013-08-01 | Paper |
A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation
Methodology and Computing in Applied Probability | 2013-01-11 | Paper |
Inference on a stochastic two-compartment model in tumor growth
Computational Statistics and Data Analysis | 2012-07-16 | Paper |
On the therapy effect for a stochastic growth Gompertz-type model
Mathematical Biosciences | 2012-05-18 | Paper |
On the densities of certain bounded diffusion processes
Ricerche di Matematica | 2011-07-01 | Paper |
| A Markov chain-based model for actomyosin dynamics | 2009-11-19 | Paper |
A note on birth-death processes with catastrophes
Statistics & Probability Letters | 2009-09-30 | Paper |
| Towards a stochastic two-compartment model in tumor growth | 2008-07-29 | Paper |
| scientific article; zbMATH DE number 5304912 (Why is no real title available?) | 2008-07-29 | Paper |
| On the construction of first-passage-time densities for diffusion 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 |
| scientific article; zbMATH DE number 2149575 (Why is no real title available?) | 2005-03-30 | Paper |
| On the first-visit-time problem for birth and death processes with catastrophes | 2003-07-15 | Paper |
On the M/M/1 queue with catastrophes and its continuous approximation
Queueing Systems | 2003-06-09 | Paper |
| On species diversity for a stochastic population model in the presence of competition | 2002-04-15 | Paper |
Stochastic population models with interacting species
Journal of Mathematical Biology | 2001-09-19 | Paper |
| scientific article; zbMATH DE number 1369679 (Why is no real title available?) | 2000-04-03 | Paper |
On first-passage-time and transition densities for strongly symmetric diffusion processes
Nagoya Mathematical Journal | 1997-08-26 | Paper |
On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes
Journal of Applied Probability | 1996-04-08 | Paper |
| scientific article; zbMATH DE number 755592 (Why is no real title available?) | 1995-07-17 | Paper |
| scientific article; zbMATH DE number 530056 (Why is no real title available?) | 1994-06-20 | Paper |
On some first-crossing-time probabilities for a two-dimensional random walk with correlated components
Advances in Applied Probability | 1993-01-16 | Paper |
On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries
Advances in Applied Probability | 1990-01-01 | Paper |
On the two-boundary first-crossing-time problem for diffusion processes
Journal of Applied Probability | 1990-01-01 | Paper |
A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes
Journal of Applied Probability | 1989-01-01 | Paper |
On the distribution of the range of an asymmetric random walk
Ricerche di Matematica | 1988-01-01 | Paper |
On some time-non-homogeneous diffusion approximations to queueing systems
Advances in Applied Probability | 1987-01-01 | Paper |
Some remarks on the Rayleigh process
Journal of Applied Probability | 1986-01-01 | Paper |
On some diffusion approximations to queueing systems
Advances in Applied Probability | 1986-01-01 | Paper |
A solvable model for a finite-capacity queueing system
Journal of Applied Probability | 1985-01-01 | Paper |
Inference on an heteroscedastic Gompertz tumor growth model
(available as arXiv preprint) | N/A | Paper |
Study of a general growth model
(available as arXiv preprint) | N/A | Paper |
