activity
19992023
most citedStochastic versus dynamic approach to Levy statistics in the presence of an external perturbation

20 citations · 21 across the 5 of their papers we have counts for

collaborators

5 papers

math.OC2023

Fokker-Planck analysis of superresolution microscopy images

Mario Annunziato, Alfio Borzì

A method for the analysis of superresolution microscopy images is presented. This method is based on the analysis of stochastic trajectories of particles moving on the membrane of…

math.OC2015

Calibration of Lévy Processes using Optimal Control of Kolmogorov Equations with Periodic Boundary Conditions

Mario Annunziato, Hanno Gottschalk

We present an optimal control approach to the problem of model calibration for Lévy processes based on a non parametric estimation procedure. The calibration problem is of consider…

math.NA2006

A finite difference method for Piecewise Deterministic Processes with memory

Mario Annunziato

In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is c…

math.NA2006★ 1 cited

A finite difference method for piecewise deterministic Markov processes

Mario Annunziato

An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a…

cond-mat.stat-mech1999★ 20 cited

Stochastic versus dynamic approach to Levy statistics in the presence of an external perturbation

M. Annunziato, P. Grigolini

We study the influence of a dissipation process on diffusion dynamics triggered by slow fluctuations. We study both strong- and weak-friction regime. When the latter regime applies…