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pro vyhledávání: '"Mura, Antonio"'
Autor:
Mura, Antonio
Despite the urgent and broad need to develop new treatments for myocardial infarction (MI) and heart failure (HF), drug treatment to revert these pathologies has not evolved significantly over the last two decades. A key aspect underlying the epidemi
Externí odkaz:
https://hdl.handle.net/11572/371430
Autor:
Mura, Antonio <1978>
This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in
Externí odkaz:
http://amsdottorato.unibo.it/846/
Akademický článek
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Akademický článek
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Autor:
Mura, Antonio
Publikováno v:
Studi Classici e Orientali, 2020 Jan 01. 66, 71-88.
Externí odkaz:
https://www.jstor.org/stable/27031336
Autor:
Mura, Antonio1 antonio.mura4@unibo.it
Publikováno v:
Graeco-Latina Brunensia. 2023, Vol. 28 Issue 1, p95-105. 11p.
Publikováno v:
Paper published in Modern Problems of Statistical Physics, Vol 8, pp. 3-23 (2009): a journal founded to the memory of Prof. Ascold N. Malakhov, see http://www.mptalam.org/i.html
In this paper we revisit the Brownian motion on the basis of {the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo in 1966. The importance of our approach is to model the Bro
Externí odkaz:
http://arxiv.org/abs/1004.3505
Publikováno v:
Paper published in International Journal of Differential Equations, Vol. 2010, Article ID 104505, 29 pages.
In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we generally refer to
Externí odkaz:
http://arxiv.org/abs/1004.2950
Autor:
Mura, Antonio, Pagnini, Gianni
Publikováno v:
Journal of Physics A: Math. Theor. Vol. 41 (2008) 285003 (22 pages)
In this paper we study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is made up off self-similar with stationary increments processes (H-sssi) a
Externí odkaz:
http://arxiv.org/abs/0801.4879
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable chosen memory
Externí odkaz:
http://arxiv.org/abs/0712.0240