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of 3
pro vyhledávání: '"Pirozzi, E"'
Autor:
Enrica PIROZZI, MARIO ROSOLINO ABUNDO
Publikováno v:
Fractal and Fractional
Volume 7
Issue 2
Pages: 107
Volume 7
Issue 2
Pages: 107
For a fractionally integrated Brownian motion (FIBM) of order α∈(0,1],Xα(t), we investigate the decaying rate of P(τSα>t) as t→+∞, where τSα=inf{t>0:Xα(t)≥S} is the first-passage time (FPT) of Xα(t) through the barrier S>0. Precisely,
Autor:
Giacomo Ascione, Enrica Pirozzi
Publikováno v:
Mathematics
Volume 9
Issue 17
Pages: 2140
Mathematics, Vol 9, Iss 2140, p 2140 (2021)
Volume 9
Issue 17
Pages: 2140
Mathematics, Vol 9, Iss 2140, p 2140 (2021)
This paper focuses on the construction of deterministic and stochastic extensions of the Gompertz curve by means of generalized fractional derivatives induced by complete Bernstein functions. Precisely, we first introduce a class of linear stochastic
Autor:
Mario Abundo, Enrica Pirozzi
Publikováno v:
Mathematics
Volume 8
Issue 11
Mathematics, Vol 8, Iss 2031, p 2031 (2020)
Volume 8
Issue 11
Mathematics, Vol 8, Iss 2031, p 2031 (2020)
This paper is devoted to the estimation of the entropy of the dynamical system {X&alpha
(t),t&ge
0}, where the stochastic process X&alpha
(t) consists of the fractional Riemann&ndash
Liouville integral of order &alpha
&isin
(t),t&ge
0}, where the stochastic process X&alpha
(t) consists of the fractional Riemann&ndash
Liouville integral of order &alpha
&isin