9 citations · 14 across the 7 of their papers we have counts for
11 papers
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…
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…
Some families of random fields related to multiparameter Lévy processes
Francesco Iafrate, Costantino Ricciuti
Let . We here consider a class of random fields which are known as Multiparameter Lévy processes. Related multiparameter…
Elastic drifted Brownian motions and non-local boundary conditions
Mirko D'Ovidio, Francesco Iafrate
We provide a deep connection between elastic drifted Brownian motions and inverses to tempered subordinators. Based on this connection, we establish a link between multiplicative f…
Telegraph random evolutions on a circle
Alessandro De Gregorio, Francesco Iafrate
We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities and changing rotation at Poisson random times…
Regularized Bridge-type estimation with multiple penalties
Alessandro De Gregorio, Francesco Iafrate
The aim of this paper is to introduce an adaptive penalized estimator for identifying the true reduced parametric model under the sparsity assumption. In particular, we deal with t…
On the sojourn time of a Generalized Brownian meander
Francesco Iafrate, Enzo Orsingher
In this paper we study the sojourn time on the positive half-line up to time of a drifted Brownian motion with starting point and subject to the condition that $ \min_{…
Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift
Francesco Iafrate, Claudio Macci
We consider the last zero crossing time of a Brownian motion, with drift in the time interval . We prove the large deviation principle of $\{T_{μ\sqrt r…
Drifted Brownian motions governed by fractional tempered derivatives
Mirko D'Ovidio, Francesco Iafrate, Enzo Orsingher
Fractional equations governing the distribution of reflecting drifted Brownian motions are presented. The equations are expressed in terms of tempered Riemann--Liouville type deriv…
The last zero crossing of an iterated Brownian motion with drift
Francesco Iafrate, Enzo Orsingher
In this paper we consider the iterated Brownian motion where are two independent Brownian motions with…
Some results on the Brownian meander with drift
Francesco Iafrate, Enzo Orsingher
In this paper we study the drifted Brownian meander, that is a Brownian motion starting from and subject to the condition that with $ u > v…