activity
20092025
most citedOn the inverse first-passage-time problem for a Wiener process

49 citations · 76 across the 12 of their papers we have counts for

collaborators

13 papers

physics.soc-ph2025

Animal social networks as intersections graphs of random walks

Paolo Cermelli, Silvia Marchese, Laura Sacerdote +1

We study here the social network generated by the asynchronous visits, to a fixed set of sites, of mobile agents modelled as independent random walks on the plane lattice. The soci…

cs.LG2024★ 1 cited

Supplementary Materials to Graph Convolutional Branch and Bound

Lorenzo Sciandra, Roberto Esposito, Andrea Cesare Grosso +2

This article explores the integration of deep learning models into combinatorial optimization pipelines, specifically targeting NP-hard problems. Traditional exact algorithms for s…

math.PR2023

Some exact results on Lindley process with Laplace jumps

Emanuele Lucrezia, Laura Sacerdote, Cristina Zucca

We consider a Lindley process with Laplace distributed space increments. We obtain closed form recursive expressions for the density function of the position of the process and for…

math.PR2020★ 1 cited

Exact simulation of diffusion first exit times: algorithm acceleration

Samuel Herrmann, Cristina Zucca

In order to describe or estimate different quantities related to a specific random variable, it is of prime interest to numerically generate such a variate. In specific situations,…

math.PR2019

Exact simulation of first exit times for one-dimensional diffusion processes

Samuel Herrmann, C. Zucca

The simulation of exit times for diffusion processes is a challenging task since it concerns many applications in different fields like mathematical finance, neuroscience, reliabil…

math.PR2019

The Inverse first passage time method for a two dimensional Ornstein Uhlenbeck process with neuronal application

Alessia Civallero, Cristina Zucca

The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine t…