4 citations · 4 across the 3 of their papers we have counts for
5 papers
Some examples of solutions to an inverse problem for the first-passage place of a jump-diffusion process
Mario Abundo
We report some additional examples of explicit solutions to an inverse first-passage place problem for one-dimensional diffusions with jumps, introduced in a previous paper. If $X(…
On the Fractional Riemann-Liouville Integral of Gauss-Markov processes and applications
Mario Abundo, Enrica Pirozzi
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order of Gauss-Markov processes. The general expressions of the mean,…
On the the successive passage times of certain one-dimensional diffusions
Mario Abundo, Maria Beatrice Scioscia Santoro
We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the th-passage time of a one-dimensional diffu…
On the first-passage area of a Lvy process
Mario Abundo, Sara Furia
Let be a Lvy process starting from where is a standard BM, and is a homogeneous Poisson proce…
The arctangent law for a certain random time related to a one-dimensional diffusion
Mario Abundo
For a time-homogeneous, one-dimensional diffusion process we investigate the distribution of the first instant, after a given time at which exceeds its maximum…