19 citations · 131 across the 21 of their papers we have counts for
21 papers
The falling pencil: a "Divertimento" in four movements
Nicola Cufaro Petroni
The dynamics of a simple pencil with a tip laid on a rough table and set free to fall under the action of gravity is scrutinized as a pedagogic case study. The full inquiry is anti…
Tempered stable distributions and finite variation Ornstein-Uhlenbeck processes
Nicola Cufaro Petroni, Piergiacomo Sabino
Constructing \Levy-driven Ornstein-Uhlenbeck processes is a task closely related to the notion of self-decomposability. In particular, their transition laws are linked to the prope…
Logistic and -logistic models in population dynamics: General analysis and exact results
Nicola Cufaro Petroni, Salvatore De Martino, Silvio De Siena
In the present paper we provide the closed form of the path-like solutions for the logistic and -logistic stochastic differential equations, along with the exact expressions of…
Gompertz and logistic stochastic dynamics: Advances in an ongoing quest
Nicola Cufaro Petroni, Salvatore De Martino, Silvio De Siena
In this report we summarize a few methods for solving the stochastic differential equations (SDE) and the corresponding Fokker-Planck equations describing the Gompertz and logistic…
Taking rational numbers at random
Nicola Cufaro Petroni
We outline some simple prescriptions to define a distribution on the set of all the rational numbers in , and we then explore both a few properties of these d…
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes
Nicola Cufaro Petroni, Piergiacomo Sabino
Most energy and commodity markets exhibit mean-reversion and occasional distinctive price spikes, which results in demand for derivative products which protect the holder against h…