22 citations · 51 across the 20 of their papers we have counts for
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Convergence results for the Time-Changed fractional Ornstein-Uhlenbeck processes
Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
In this paper we study some convergence results concerning the one-dimensional distribution of a time-changed fractional Ornstein-Uhlenbeck process. In particular, we establish tha…
Fractional Ornstein-Uhlenbeck process with stochastic forcing and its applications
Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
We consider a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in the drift, as a solution of a linear stochastic differential equation driven by a fractio…
Non-Local Pearson diffusions
Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the gene…
The orthotropic -Laplace eigenvalue problem of Steklov type as
Giacomo Ascione, Gloria Paoli
We study the Steklov eigenvalue problem for the orthotropic Laplace operator defined on convex sets of , with , considering the limit for $p\to+\inft…
Non-Local Solvable Birth-Death Processes
Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson…
Potentials for non-local Schrödinger operators with zero eigenvalues
Giacomo Ascione, József Lőrinczi
The purpose of this paper is to give a systematic description of potentials decaying to zero at infinity, which generate eigenvalues at the edge of the absolutely continuous spectr…
Abstract Cauchy problems for the generalized fractional calculus
Giacomo Ascione
We focus on eventually non-linear abstract Cauchy problems with a generalized fractional derivative in time. First we prove a local existence and uniqueness result, then we focus o…
The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck process
Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some su…
Atomic decomposition of finite signed measures on compacts of
Francesca Angrisani, Giacomo Ascione, Gianluigi Manzo
Recently there has been interest in pairs of Banach spaces in an relation and with . It is known that this can be done for Lipschitz spaces on suitable…