6 papers
Optimal control for the stochastic FitzHugh-Nagumo model with recovery variable
Francesco Cordoni, Luca Di Persio
In the present paper we derive the existence and uniqueness of a solution for the optimal control problem determined by a stochastic FitzHugh-Nagumo equation with recovery variable…
The quenched central limit theorem for a model of random walk in random environment
Viktor Bezborodov, Luca Di Persio
A short proof of the quenched central limit theorem for the random walk in random environment introduced by Boldrighini, Minlos, and Pellegrinotti is given.
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions
Francesco Cordoni, Luca Di Persio
We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise pertur…
Jump Diffusion and α-Stable Techniques for the Markov Switching Approach to Financial Time Series
Luca Di Persio, Vukasin Jovic
We perform a detailed comparison between a Markov Switching Jump Diffusion Model and a Markov Switching α-Stable Distribution Model with respect to the analysis of non-stationary d…
Autoregressive approaches to import-export time series I: basic techniques
Luca Di Persio
This work is the first part of a project dealing with an in-depth study of effective techniques used in econometrics in order to make accurate forecasts in the concrete framework o…
Autoregressive approaches to import--export time series II: a concrete case study
Luca Di Persio, Chiara Segala
The present work constitutes the second part of a two-paper project that, in particular, deals with an in-depth study of effective techniques used in econometrics in order to make…