Antonio Di Crescenzo
- A fractional counting process and its connection with the Poisson\n process
2015/03/22 by Antonio Di Crescenzo, Barbara Martinucci, Di Crescenzo, Antonio +3 · 4 citations
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Diffusion and Search Dynamics #FOS: Mathematics #Fractional Differential Equations Solutions #Probability (math.PR)
- Compound Poisson Process with a Poisson Subordinator
2015/06/01 by Antonio Di Crescenzo, Barbara Martinucci, Shelemyahu Zacks · 2 citations
Mathematics · Biochemistry, Genetics and Molecular Biology · #Random Matrices and Applications #Point processes and geometric inequalities #Diffusion and Search Dynamics
- Telegraph process with elastic boundary at the origin
2021/03/16 by Antonio Di Crescenzo, Di Crescenzo, Antonio, Barbara Martinucci +3 · 1 citation
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Diffusion and Search Dynamics #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics
- A computational approach to extreme values and related hitting probabilities in level-dependent quasi-birth-death processes
2024/07/15 by Antonio Di Crescenzo, A. Gómez‐Corral, Di Crescenzo, Antonio +3 · 1 citation
Decision Sciences · Social Sciences · #60J28 #92B05 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Probability and Risk Models