3 papers
math.ST2026
Gamma-Based Expansion for the First-Passage Time Distribution of Stochastic Logistic Models with Harvesting
Simone Catanzaro, Elvira Di Nardo
The first passage time problem is considered for stochastic logistic growth model with constant harvesting and multiplicative environmental noise. Explicit expressions for the mome…
math.ST2025
Efficient computation of complementary set partitions, with applications to an extension and estimation of generalized cumulants
Elvira Di Nardo, Giuseppe Guarino
This paper develops new combinatorial approaches to analyze and compute special set partitions, called complementary set partitions, which are fundamental in the study of generaliz…
math.PR2024
Orthogonal gamma-based expansion for the CIR's first passage time distribution
Elvira Di Nardo, Giuseppe D'Onofrio, Tommaso Martini
In this paper we analyze a method for approximating the first-passage time density and the corresponding distribution function for a CIR process. This approximation is obtained by…