On the action of a semi-Markov process on a system of differential equations

by Mario Annunziato
Published 2012-11-01

A finite difference method for piecewise deterministic processes with memory

by Mario Annunziato
Published 2007-06-01

A finite difference method for piecewise deterministic processes with memory. II

by Mario Annunziato
Published 2009-06-01

Optimal control of probability density functions of stochastic processes

by Mario Annunziato, Alfio Borzì
Published 2010-11-01

Calibration of Lévy processes using optimal control of Kolmogorov equations with periodic boundary conditions

by Mario Annunziato, Hanno Gottschalk
Published 2018-06-01