24 citations · 43 across the 12 of their papers we have counts for
11 papers · 1 filter
Strong approximations of Brownian sheet by uniform transport processes
Xavier Bardina, Marco Ferrante, Carles Rovira
Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transform processes that converges almost surely to the st…
Stochastic epidemic SEIRS models with a constant latency period
Xavier Bardina, Marco Ferrante, Carles Rovira
In this paper we consider the stability of a class of deterministic and stochastic SEIRS epidemic models with delay. Indeed, we assume that the transmission rate could be stochasti…
On the coupon-collector's problem with several parallel collections
Marco Ferrante, Alessia Tagliavini
In this note we evaluate the expectation and variance of the waiting time to complete parallel collections of coupons, in the case of coupons which arrives independently, one b…
A note on the coupon - collector's problem with multiple arrivals and the random sampling
Marco Ferrante, Nadia Frigo
In this note we evaluate the expected waiting time to complete a collection of coupons, in the case of coupons which arrives in groups of constant size, independently and with uneq…
On the expected number of different records in a random sample
Marco Ferrante, Nadia Frigo
Given a discrete distribution, an interesting problem is to determine the minimum size of a random sample drawn from this distribution, in order to observe a given number of differ…
On the geometric ergodicity of nonlinear multivariate time series
Marco Ferrante, Giovanni Fonseca
In this paper we consider multivariate time series obtained as solution to multidimensional nonlinear stochastic difference equations whose coefficients are allowed to be locally d…
Stochastic differential equations with non-negativity constraints driven by fractional Brownian motion
Marco Ferrante, Carles Rovira
In this paper we consider stochastic differential equations with non-negativity constraints, driven by a fractional Brownian motion with Hurst parameter $H>\1/2$. We first study an…
Convergence of delay differential equations driven by fractional Brownian motion
Marco Ferrante Carles Rovira
In this note we prove an existence and uniqueness result of solution for stochastic differential delay equations with hereditary drift driven by a fractional Brownian motion with H…
Linear stochatic differential-algebraic equations with constant coefficients
Aureli Alabert, Marco Ferrante
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must…
SPDEs with coloured noise: Analytic and stochastic approaches
Marco Ferrante, Marta Sanz-Solé
We study strictly parabolic stochastic partial differential equations on , , driven by a Gaussian noise white in time and coloured in space. Assuming that the coeffic…
Linear stochastic differential equations with functional boundary conditions
Aureli Alabert, Marco Ferrante
We consider linear n-th order stochastic differential equations on [0,1], with linear boundary conditions supported by a finite subset of [0,1]. We study some features of the solut…