4 papers
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…
Strategic Partitioning and Manipulability in Two-Round Elections
Emilio De Santis, Antonio Di Crescenzo, Verdiana Mustaro
We consider a two-round election model involving voters and candidates. Each voter is endowed with a strict preference list ranking the candidates. In the first round, the…
On the telegraph process driven by geometric counting process with Poisson-based resetting
Antonio Di Crescenzo, Antonella Iuliano, Verdiana Mustaro +1
We investigate the effects of the resetting mechanism to the origin for a random motion on the real line characterized by two alternating velocities and . We assume that…
A model based on the fractional Brownian motion for the temperature fluctuation in the Campi Flegrei caldera
A. Di Crescenzo, B. Martinucci, V. Mustaro
The aim of this research is to identify an efficient model to describe the fluctuations around the trend of the soil temperatures monitored in the volcanic caldera of the Campi Fle…