22 citations · 59 across the 15 of their papers we have counts for
19 papers
Parameter estimation in generalized fractional neuronal models
Pauliina Ilmonen, Milla Laurikkala, Enrica Pirozzi +2
We investigate a generalized stochastic fractional neuronal model combining fractional dynamics with correlated stochastic inputs. The proposed framework is described by a fraction…
Convergence results for the Time-Changed fractional Ornstein-Uhlenbeck processes
Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
In this paper we study some convergence results concerning the one-dimensional distribution of a time-changed fractional Ornstein-Uhlenbeck process. In particular, we establish tha…
Fractional Ornstein-Uhlenbeck process with stochastic forcing and its applications
Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
We consider a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in the drift, as a solution of a linear stochastic differential equation driven by a fractio…
Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin
Claudio Macci, Barbara Martinucci, Enrica Pirozzi
We consider a telegraph process with elastic boundary at the origin studied recently in the literature. It is a particular random motion with finite velocity which starts at $x\geq…
Non-Local Pearson diffusions
Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the gene…
Non-Local Solvable Birth-Death Processes
Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson…