42 citations · 110 across the 23 of their papers we have counts for
25 papers
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…
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…
Simulation of first-passage times for alternating Brownian motions
A. Di Crescenzo, E. Di Nardo, L. M. Ricciardi
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals b…
On the connection between orthant probabilities and the first passage time problem
E. Di Nardo
This article describes a new Monte Carlo method for the evaluation of the orthant probabilities by sampling first passage times of a non-singular Gaussian discrete time-series acro…
Symbolic solutions of some linear recurrences
E. Di Nardo, D. Senato
A symbolic method for solving linear recurrences of combinatorial and statistical interest is introduced. This method essentially relies on a representation of polynomial sequences…
A cumulant approach for the first-passage-time problem of the Feller square-root process
Elvira Di Nardo, Giuseppe D'Onofrio
The paper focuses on an approximation of the first passage time probability density function of a Feller stochastic process by using cumulants and a Laguerre-Gamma polynomial appro…