Francesco Iafrate
- Some families of random fields related to multiparameter Lévy processes
2022/11/01 by Francesco Iafrate, Iafrate, Francesco, Costantino Ricciuti +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
- Elastic drifted Brownian motions and non-local boundary conditions
2021/11/29 by Mirko D’Ovidio, Francesco Iafrate, D'Ovidio, Mirko +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics