Giuseppe D'Onofrio

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Person:335075

Available identifiers

zbMath Open donofrio.giuseppeWikidataQ88881594 ScholiaQ88881594MaRDI QIDQ335075

List of research outcomes





PublicationDate of PublicationType
Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis2024-02-27Paper
Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach2023-04-27Paper
Approximating the first passage time density from data using generalized Laguerre polynomials2023-02-16Paper
https://portal.mardi4nfdi.de/entity/Q50605432023-01-10Paper
Inhibition enhances the coherence in the Jacobi neuronal model2022-04-06Paper
Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach2021-10-08Paper
A cumulant approach for the first-passage-time problem of the Feller square-root process2021-04-01Paper
An optimal Gauss-Markov approximation for a process with stochastic drift and applications2021-02-18Paper
Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes2020-01-13Paper
Asymptotic results for first-passage times of some exponential processes2019-04-26Paper
The Jacobi diffusion process as a neuronal model2018-11-16Paper
Coordinate invariance as a fundamental constraint on the form of stimulus-specific information measures2018-10-18Paper
On two diffusion neuronal models with multiplicative noise: The mean first-passage time properties2018-06-13Paper
Two-boundary first exit time of Gauss-Markov processes for stochastic modeling of acto-myosin dynamics2017-05-19Paper
Successive spike times predicted by a stochastic neuronal model with a variable input signal2016-11-02Paper
Closed-form solutions for the first-passage-time problem and neuronal modeling2015-11-18Paper
Orthogonal gamma-based expansion for the CIR's first passage time distributionN/APaper
On discrete-time arrival processes and related random motionsN/APaper
On count data models based on Bernstein functions or their inversesN/APaper

Research outcomes over time

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