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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★ 5 cited
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…