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

49 citations · 159 across the 22 of their papers we have counts for

collaborators
Showing 2015Show all

2 papers · 1 filter

math.PR2015

A copula-based method to build diffusion models with prescribed marginal and serial dependence

Enrico Bibbona, Laura Sacerdote, Emiliano Torre

This paper investigates the probabilistic properties that determine the existence of space-time transformations between diffusion processes. We prove that two diffusions are relate…

math.PR2015★ 18 cited

Random Graphs Associated to some Discrete and Continuous Time Preferential Attachment Models

Angelica Pachon, Federico Polito, Laura Sacerdote

We give a common description of Simon, Barabási--Albert, II-PA and Price growth models, by introducing suitable random graph processes with preferential attachment mechanisms. Thro…