A Symmetry-Based Approach for First-Passage-Times of Gauss-Markov Processes through Daniels-Type Boundaries

by Enrica Pirozzi
Published 2020-02-01

On the Entropy of Fractionally Integrated Gauss–Markov Processes

by Mario Abundo, Enrica Pirozzi
Published 2020-11-01

On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes

by Mario Abundo, Enrica Pirozzi
Published 2019-10-01

On the Construction of Some Fractional Stochastic Gompertz Models

by Giacomo Ascione, Enrica Pirozzi
Published 2020-01-01

Generalized Fractional Calculus for Gompertz-Type Models

by Giacomo Ascione, Enrica Pirozzi
Published 2021-09-01

Fractional Queues with Catastrophes and Their Transient Behaviour

by Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
Published 2018-09-01

Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary

by Aniello Buonocore, Amelia G. Nobile, Enrica Pirozzi
Published 2017-01-01