40 citations · 40 across the 4 of their papers we have counts for
5 papers
On Analytically Tractable Multidimensional Diffusions via Doob h-Transforms, with Resetting and Applications to Wiener and Ornstein--Uhlenbeck Processes
Antonio DiCrescenzo, Verdiana Mustaro, Serena Spina
We investigate a class of drift transformations of multidimensional diffusion processes generated through Doob -transforms. These transformations provide a systematic approach f…
On a finite quasi birth-death process with catastrophes and its diffusion approximation
Giulia Di Nunno, Barbara Martinucci, Serena Spina
We study a multi-type Ehrenfest process modeled as a finite quasi-birth-death (QBD) process. We assume that the transitions are allowed only to the two adjacent levels of the same…
Continuous-time multi-type Ehrenfest model and related Ornstein-Uhlenbeck diffusion on a star graph
Antonio Di Crescenzo, Barbara Martinucci, Serena Spina
We deal with a continuous-time Ehrenfest model defined over an extended star graph, defined as a lattice formed by the integers of semiaxis joined at the origin. The dynamics o…
Analysis of a growth model inspired by Gompertz and Korf laws, and an analogous birth-death process
Antonio Di Crescenzo, Serena Spina
We propose a new deterministic growth model which captures certain features of both the Gompertz and Korf laws. We investigate its main properties, with special attention to the co…
Analysis of random walks on a hexagonal lattice
Antonio Di Crescenzo, Claudio Macci, Barbara Martinucci +1
We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the rele…