Giacomo Ascione
- Mean field sparse optimal control of systems with additive white noise
2022/04/05 by Giacomo Ascione, Ascione, Giacomo, Daniele Castorina +3 · 4 citations
Economics, Econometrics and Finance · Mathematics · #49J20 #49J55 #60H10 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Fractional Erlang Queues
2018/12/27 by Giacomo Ascione, Ascione, Giacomo, Nikolai Leonenko +3 · 2 citations
#26A33 #60K15 #60K20 #60K25 #FOS: Mathematics #Probability (math.PR)
- Well-posedness of Kolmogorov-Fokker-Planck equations with unbounded drift
2024/05/03 by Francesca Anceschi, Giacomo Ascione, Anceschi, Francesca +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · #35A08 #35Q84 #60H10 #60H30 #Analysis of PDEs (math.AP) #FOS: Mathematics #Mathematical Biology Tumor Growth #Stochastic processes and financial applications #advanced mathematical theories
- Time-changed Markov processes and space-time coupled non-local equations
2024/12/19 by Giacomo Ascione, Enrico Scalas, Ascione, Giacomo +5 · 1 citation
Decision Sciences · #Simulation Techniques and Applications
- Time-changed Markov processes and space-time coupled non-local equations
2026/07/17 by Giacomo Ascione, Enrico Scalas, Bruno Toaldo +1
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · #Advanced Queuing Theory Analysis #Markov Chains and Monte Carlo Methods #Stochastic processes and financial applications