3 papers
math.PR2025
Stochastic solutions to abstract telegraph-type equations involving fractional dynamics
Alessandro De Gregorio, Roberto Garra
This paper investigates abstract integro-differential hyperbolic equations, focusing on the probabilistic representation of their solutions. Our analysis is based on fractional der…
math.PR2025
Hadamard fractional Brownian motion: path properties and Wiener integration
Luisa Beghin, Alessandro De Gregorio, Yuliya Mishura
The so-called Hadamard fractional Brownian motion, as defined in Beghin et al. (2025) by means of Hadamard fractional operators, is a Gaussian process which shares some properties…
stat.ML2024
Pathwise optimization for bridge-type estimators and its applications
Alessandro De Gregorio, Francesco Iafrate
Sparse parametric models are of great interest in statistical learning and are often analyzed by means of regularized estimators. Pathwise methods allow to efficiently compute the…