PIROZZI, Enrica
PIROZZI, Enrica
Dipartimento di Matematica e Fisica (DMF)
Comparing Some Simulation Strategies for First Passage Times of Time-Changed Brownian Motion
2025 Caputo, L.; Carfora, M. F.; Pirozzi, Enrica
Numerical Evaluations for Fractional Stochastic Differential Equations in Neuronal Dynamics
2025 Pirozzi, Enrica
Probability of ruin within finite time and Cramér–Lundberg inequality for fractional risk processes
2025 Leonenko, N.; Pepelyshev, A.; Pichler, A.; Pirozzi, E.; Meng, X.
The time-changed stochastic approach and fractionally integrated processes to model the actin-myosin interaction and dwell times
2025 Leonenko, N.; Pirozzi, Enrica
Mittag–Leffler Fractional Stochastic Integrals and Processes with Applications
2024 Pirozzi, Enrica
Some Fractional Stochastic Models for Neuronal Activity with Different Time-Scales and Correlated Inputs
2024 Pirozzi, Enrica
Fractional deterministic and stochastic calculus
2023 Ascione, G.; Mishura, Y.; Pirozzi, E.
On the Estimation of the Persistence Exponent for a Fractionally Integrated Brownian Motion by Numerical Simulations
2023 Abundo, M.; Pirozzi, E.
On a Fractional Stochastic Risk Model with a Random Initial Surplus and a Multi-Layer Strategy
2022 Pirozzi, E.
Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues
2022 Ascione, G.; Leonenko, N.; 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 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.
Non-local Solvable Birth–Death Processes
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
On the Transient Behaviour of Fractional M/ M/ ∞ Queues
2021 Ascione, G.; Leonenko, N.; Pirozzi, E.
The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process
2021 Ascione, G.; Mishura, Y.; Pirozzi, E.