PIROZZI, Enrica
PIROZZI, Enrica
Dipartimento di Matematica e Fisica (DMF)
A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution
2020 Abundo, M.; Ascione, G.; Carfora, M. F.; Pirozzi, E.
A state-dependent queueing system with asymptotic logarithmic distribution
2018 Giorno, V.; Nobile, A. G.; Pirozzi, E.
A stochastic model for interacting neurons in the olfactory bulb
2019 Ascione, G.; Carfora, M. F.; Pirozzi, E.
A symmetry-based approach for first-passage-times of gauss-markov processes through daniels-type boundaries
2020 Pirozzi, Enrica
An optimal Gauss–Markov approximation for a process with stochastic drift and applications
2020 Ascione, G.; D'Onofrio, G.; Kostal, L.; Pirozzi, E.
Asymptotic Results for First-Passage Times of Some Exponential Processes
2018 D’Onofrio, Giuseppe; Macci, Claudio; Pirozzi, Enrica
Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin
2021 Macci, C.; Martinucci, B.; Pirozzi, E.
Asymptotics of Two-boundary First-exit-time Densities for Gauss-Markov Processes
2019 D’Onofrio, G.; Pirozzi, E.
Colored noise and a stochastic fractional model for correlated inputs and adaptation in neuronal firing
2018 Pirozzi, Enrica
Convergence results for the time-changed fractional ornstein–uhlenbeck processes
2021 Ascione, G.; Mishura, Y.; Pirozzi, E.
First passage times for some classes of fractional time-changed diffusions
2021 Leonenko, N.; Pirozzi, E.
Fractional deterministic and stochastic calculus
2023 Ascione, G.; Mishura, Y.; Pirozzi, E.
Fractional Erlang queues
2020 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
Fractional immigration-death processes
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications
2021 Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica
Fractional queues with catastrophes and their transient behaviour
2018 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
Fractionally integrated Gauss-Markov processes and applications
2021 Abundo, M.; Pirozzi, E.
Generalized fractional calculus for gompertz-type models
2021 Ascione, G.; Pirozzi, E.
Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary
2018 Buonocore, A.; Nobile, A. G.; Pirozzi, E.
Integrated stationary Ornstein-Uhlenbeck process, and double integral processes
2018 Abundo, Mario; Pirozzi, Enrica