activity
20092020
most citedOn the inverse first-passage-time problem for a Wiener process

49 citations · 49 across the 3 of their papers we have counts for

collaborators

5 papers

math.PR2020

A sharp bound on the expected local time of a continuous -bounded Martingale

David Gilat, Isaac Meilijson, Laura Sacerdote

For a continuous -bounded Martingale with no intervals of constancy, starting at and having final variance , the expected local time at is at m…

math.PR2019

On dynamic random graphs with degree homogenization via anti-preferential attachment probabilities

Umberto De Ambroggio, Federico Polito, Laura Sacerdote

We analyze a dynamic random undirected graph in which newly added vertices are connected to those already present in the graph either using, with probability , an anti-preferent…

stat.AP2019

A study of dependency features of spike trains through copulas

Pietro Verzelli, Laura Sacerdote

Simultaneous recordings from many neurons hide important information and the connections characterizing the network remain generally undiscovered despite the progresses of statisti…

math.PR2011

Stochastic Integrate and Fire Models: a review on mathematical methods and their applications

Laura Sacerdote, Maria Teresa Giraudo

Mathematical models are an important tool for neuroscientists. During the last thirty years many papers have appeared on single neuron description and specifically on stochastic In…

math.PR200949 cited

On the inverse first-passage-time problem for a Wiener process

Cristina Zucca, Laura Sacerdote

The inverse first-passage problem for a Wiener process seeks to determine a function such that \[τ=\inf\{t>0| W_t\ge b(t)\}\] has…