M. Abundo

activity

20172021

most citedOn the Fractional Riemann-Liouville Integral of Gauss-Markov processes and applications

4 citations · 4 across the 3 of their papers we have counts for

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Showing 2018 · math.PRShow all

2 papers · 2 filters

math.PR2018

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 $n$ th-passage time of a one-dimensional diffu…

math.PR2018

On the first-passage area of a L $e ˊ$ vy process

Mario Abundo, Sara Furia

Let be $X (t) = x - μ t + σ B_{t} - N_{t}$ a L $e ˊ$ vy process starting from $x > 0,$ where $μ \geq 0, σ \geq 0, B_{t}$ is a standard BM, and $N_{t}$ is a homogeneous Poisson proce…

On the the successive passage times of certain one-dimensional diffusions

On the first-passage area of a Leˊvy process

On the first-passage area of a L $e ˊ$ vy process