Ricciuti, Costantino
- Some families of random fields related to multiparameter Lévy processes
2022/11/01 by Francesco Iafrate, Costantino Ricciuti, Iafrate, Francesco +1 · 3 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Time-inhomogeneous jump processes and variable order operators
2015/06/23 by Enzo Orsingher, Orsingher, Enzo, Costantino Ricciuti +3 · 1 citation
Mathematics · Economics, Econometrics and Finance · #Fractional Differential Equations Solutions #Stochastic processes and financial applications #Nonlinear Differential Equations Analysis
- On semi-Markov processes and their Kolmogorov's integro-differential\n equations
2017/01/11 by Enzo Orsingher, Orsingher, Enzo, Costantino Ricciuti +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #60G51 #60J25 #60K15 #FOS: Mathematics #Mathematical Control Systems and Analysis #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories
- On discrete-time semi-Markov processes
2018/07/20 by Pachon, Angelica, Polito, Federico, Ricciuti, Costantino · 1 citation
#FOS: Mathematics #Probability (math.PR)