42 citations · 241 across the 27 of their papers we have counts for
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Compound Poisson process with a Poisson subordinator
Antonio Di Crescenzo, Barbara Martinucci, Shelemyahu Zacks
A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribu…
A review on symmetry properties of birth-death processes
Antonio Di Crescenzo, Barbara Martinucci
In this paper we review some results on time-homogeneous birth-death processes. Specifically, for truncated birth-death processes with two absorbing or two reflecting endpoints, we…
On jump-diffusion processes with regime switching: martingale approach
Antonio Di Crescenzo, Nikita Ratanov
We study jump-diffusion processes with parameters switching at random times. Being motivated by possible applications, we characterise equivalent martingale measures for these proc…
A fractional counting process and its connection with the Poisson process
Antonio Di Crescenzo, Barbara Martinucci, Alessandra Meoli
We consider a fractional counting process with jumps of amplitude , with , whose probabilities satisfy a suitable system of fractional difference-dif…
Extension of the past lifetime and its connection to the cumulative entropy
Antonio Di Crescenzo, Abdolsaeed Toomaj
Given two absolutely continuous nonnegative independent random variables, we define the reversed relevation transform as dual to the relevation transform. We first apply such trans…