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Alberto Lanconelli

38 papers hereh-index 10328 citations73 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author8
  • first author13
  • middle author5
  • last author10

Across the 36 of 38 papers where every author was matched, so the position is known.

fields
  • math.PR33
  • math.ST2
  • cs.LG1
  • math.AP1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedRate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations

5 citations · 19 across the 29 of their papers we have counts for

collaborators
Showing 2023Show all

3 papers · 1 filter

math.PR2023

Probabilistic derivation and analysis of the chemical diffusion master equation with mutual annihilation

Alberto Lanconelli, Berk Tan Perçin

We propose a probabilistic derivation of the so-called chemical diffusion master equation (CDME) and describe an infinite dimensional moment generating function method for finding…

math.ST2023

Maximum Likelihood With a Time Varying Parameter

Alberto Lanconelli, Christopher S. A. Lauria

We consider the problem of tracking an unknown time varying parameter that characterizes the probabilistic evolution of a sequence of independent observations. To this aim, we prop…

math.PR2023

Solution formula for the general birth-death chemical diffusion master equation

Alberto Lanconelli, Berk Tan Perçin, Mauricio J. del Razo

We propose a solution formula for chemical diffusion master equations of birth and death type. These equations, proposed and formalized in the recent paper [5], aim at incorporatin…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.