22 citations · 51 across the 20 of their papers we have counts for
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Duality and distance formulas in Lipschitz-Hölder spaces
Francesca Angrisani, Giacomo Ascione, Luigi D'Onofrio +1
For a compact metric space , the predual of can be identified with the normed space of finite (signed) Borel measures on equipped with the Kantorovic…
Fractional Immigration-Death Processes
Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral…
Time-changed fractional Ornstein-Uhlenbeck process
Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
We define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of…
An Optimal Gauss-Markov Approximation for a Process with Stochastic Drift and Applications
Giacomo Ascione, Giuseppe D'Onofrio, Lubomir Kostal +1
We consider a linear stochastic differential equation with stochastic drift. We study the problem of approximating the solution of such equation through an Ornstein-Uhlenbeck type…