3 papers
math.ST2024
Adaptive Elastic-Net estimation for sparse diffusion processes
Alessandro De Gregorio, Dario Frisardi, Francesco Iafrate +1
Penalized estimation methods for diffusion processes and dependent data have recently gained significant attention due to their effectiveness in handling high-dimensional stochasti…
cond-mat.stat-mech2024
Anomalous random flights and time-fractional run-and-tumble equations
Luca Angelani, Alessandro De Gregorio, Roberto Garra +1
Random flights (also called run-and-tumble walks or transport processes) represent finite velocity random motions changing direction at any Poissonian time. These models in d-dimen…
cond-mat.stat-mech2024
Generalized time-fractional kinetic-type equations with multiple parameters
Luca Angelani, Alessandro De Gregorio, Roberto Garra
In this paper we study a new generalization of the kinetic equation emerging in run-and-tumble models. We show that this generalization leads to a wide class of generalized fractio…