Mario Abundo

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Person:419206

Available identifiers

zbMath Open abundo.marioMaRDI QIDQ419206

List of research outcomes





PublicationDate of PublicationType
The first-passage area of Wiener process with stochastic resetting2024-04-02Paper
Asymptotic of the running maximum distribution of a Gaussian Bridge2023-12-11Paper
The first-passage area of Ornstein-Uhlenbeck process revisited2023-03-09Paper
https://portal.mardi4nfdi.de/entity/Q50605352023-01-10Paper
Some examples of solutions to an inverse problem for the first-passage place of a jump-diffusion process2022-09-09Paper
Integrated stationary Ornstein-Uhlenbeck process, and double integral processes2022-06-27Paper
On the first-passage times of certain Gaussian processes, and related asymptotics2021-10-06Paper
Fractionally integrated Gauss-Markov processes and applications2021-07-09Paper
An inverse problem for the first-passage place of some diffusion processes with random starting point2021-03-02Paper
Joint distribution of first-passage time and first-passage area of certain Lévy processes2020-05-04Paper
A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution2020-04-21Paper
Randomization of a linear boundary in the first-passage problem of Brownian motion2020-02-17Paper
An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion2019-08-26Paper
The randomized first-hitting problem of continuously time-changed Brownian motion2018-12-18Paper
On the excursions of drifted Brownian motion and the successive passage times of Brownian motion2018-11-13Paper
On the joint distribution of first-passage time and first-passage area of drifted Brownian motion2018-03-28Paper
On the the successive passage times of certain one-dimensional diffusions2018-03-27Paper
The arctangent law for a certain random time related to one-dimensional diffusions2018-03-14Paper
On the first-passage area of a L$\acute{\text{e}}$vy process2018-03-12Paper
The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time2017-05-16Paper
On the first-passage time of an integrated Gauss-Markov process2017-04-04Paper
On the representation of an integrated Gauss-Markov process2016-04-14Paper
A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary2016-04-01Paper
Investigating the Distribution of the First-Crossing Area of a Diffusion Process with Jumps Over a Threshold2015-10-14Paper
On the Continuous Diffusion Approximation of Some Discrete Markov Chains2015-10-14Paper
One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem2015-01-09Paper
Solving an Inverse First-Passage-Time Problem for Wiener Process Subject to Random Jumps from a Boundary2013-08-27Paper
https://portal.mardi4nfdi.de/entity/Q53269982013-08-01Paper
On the first-passage area of a one-dimensional jump-diffusion process2013-04-08Paper
The double-barrier inverse first-passage problem for Wiener process with random starting point2013-01-25Paper
First-passage time of a stochastic integral process through a linear boundary2012-09-05Paper
Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function2012-08-28Paper
Erratum to: ``An inverse first-passage problem for one-dimensional diffusions with random starting point2012-05-18Paper
An inverse first-passage problem for one-dimensional diffusions with random starting point2011-12-28Paper
https://portal.mardi4nfdi.de/entity/Q31722422011-10-05Paper
First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a Boundary2011-03-08Paper
On the first hitting time of a one-dimensional diffusion and a compound Poisson process2010-10-14Paper
First-Passage Problems for Asymmetric Diffusions and Skew-diffusion Processes2010-01-26Paper
https://portal.mardi4nfdi.de/entity/Q36062702009-02-26Paper
https://portal.mardi4nfdi.de/entity/Q54540962008-04-03Paper
Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions2007-02-15Paper
https://portal.mardi4nfdi.de/entity/Q34223322007-02-13Paper
https://portal.mardi4nfdi.de/entity/Q34124912006-12-06Paper
https://portal.mardi4nfdi.de/entity/Q46549842005-03-10Paper
On the Risk of Extinction for a Population Subject to a Random Markov Evolution with Jumps2004-08-06Paper
https://portal.mardi4nfdi.de/entity/Q48078212004-01-13Paper
Some conditional crossing results of Brownian motion over a piecewise-linear boundary2003-05-07Paper
Some results about boundary crossing for Brownian motion2003-03-18Paper
On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary2003-02-24Paper
On first–crossing times of one–dimensional diffusions over two time–dependent boundaries2002-08-05Paper
Analysing protein energy data by a stochastic model for cooperative interactions: comparison and characterization of cooperativity2002-07-29Paper
On first-passage times for one-dimensional jump-diffusion processes2002-02-18Paper
https://portal.mardi4nfdi.de/entity/Q43849862000-03-13Paper
Some remarks on a Markov chain modelling cooperative biological systems2000-01-24Paper
A STOCHASTIC MODEL FOR THE COOPERATIVE RELAXATION OF PROTEINS, BASED ON A HIERARCHY OF INTERACTIONS BETWEEN AMINO ACIDIC RESIDUES1999-11-22Paper
https://portal.mardi4nfdi.de/entity/Q43806111998-12-10Paper
A MARKOVIAN MODEL FOR COOPERATIVE INTERACTIONS IN PROTEINS1996-04-08Paper
Hyperbolic automorphisms of tori and pseudo-random sequences1994-05-26Paper
A stochastic model for predator-prey systems: basic properties, stability and computer simulation1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q37959311987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47340511987-01-01Paper
A remark about topological and measure entropy for a class of maps of the interval [0,1]1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36925431985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51864731984-01-01Paper

Research outcomes over time

This page was built for person: Mario Abundo