58 citations · 115 across the 10 of their papers we have counts for
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math.PR2007★ 1 cited
On certain bounds for first-crossing-time probabilities of a jump-diffusion process
Antonio Di Crescenzo, Elvira Di Nardo, Luigi M. Ricciardi
We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path an…
math.ST2007★ 3 cited
On the Effect of Random Alternating Perturbations on Hazard Rates
Antonio Di Crescenzo, Barbara Martinucci
We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations describ…