40 citations · 40 across the 4 of their papers we have counts for
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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 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…