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 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 the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin
2021 Macci, C.; Martinucci, B.; Pirozzi, E.
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
Fractionally integrated Gauss-Markov processes and applications
2021 Abundo, M.; Pirozzi, E.
Generalized fractional calculus for gompertz-type models
2021 Ascione, G.; Pirozzi, E.
Mittag–Leffler Fractional Stochastic Integrals and Processes with Applications
2024 Pirozzi, Enrica
Non-local Solvable Birth–Death Processes
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
On a Fractional Stochastic Risk Model with a Random Initial Surplus and a Multi-Layer Strategy
2022 Pirozzi, E.
On FPT densities of normal processes with an oscillatory covariance
1996 E., DI NARDO; Pirozzi, Enrica; Rinaldi, Silvana
On the construction of some fractional stochastic Gompertz models
2020 Ascione, G.; Pirozzi, Enrica
On the entropy of fractionally integrated gauss–markov processes
2020 Abundo, M.; Pirozzi, E.
On the Estimation of the Persistence Exponent for a Fractionally Integrated Brownian Motion by Numerical Simulations
2023 Abundo, M.; Pirozzi, E.
On the Exit Time from Open Sets of some Semi-Markov Processes
2020 Giacomo, Ascione; Pirozzi, Enrica; Toaldo, Bruno