Zobrazeno 1 - 10
of 88
pro vyhledávání: '"Virginia Giorno"'
Autor:
Virginia Giorno
Publikováno v:
Mathematical Biosciences and Engineering, Vol 20, Iss 8, Pp 13602-13637 (2023)
We analyze the transition probability density functions in the presence of a zero-flux condition in the zero-state and their asymptotic behaviors for the Wiener, Ornstein Uhlenbeck and Feller diffusion processes. Particular attention is paid to the t
Externí odkaz:
https://doaj.org/article/0dbc1918bce54f83b04816ebce372a56
Autor:
Virginia Giorno, Amelia G. Nobile
Publikováno v:
Mathematics, Vol 11, Iss 21, p 4521 (2023)
We consider the evolution of a finite population constituted by susceptible and infectious individuals and compare several time-inhomogeneous deterministic models with their stochastic counterpart based on finite birth processes. For these processes,
Externí odkaz:
https://doaj.org/article/7637749f77a34ec099f73eb243c634a0
Autor:
Giuseppina Albano, Virginia Giorno
Publikováno v:
Mathematical Biosciences and Engineering, Vol 17, Iss 1, Pp 328-348 (2020)
A non-homogeneous Ornstein-Uhlembeck (OU) diffusion process is considered as a model for the membrane potential activity of a single neuron. We assume that, in the absence of stimuli, the neuron activity is described via a time-homogeneous process wi
Externí odkaz:
https://doaj.org/article/98cd25b2072a419a8411e42632b2066c
Autor:
Virginia Giorno, Amelia G. Nobile
Publikováno v:
Fractal and Fractional, Vol 7, Iss 1, p 11 (2022)
For the Wiener, Ornstein–Uhlenbeck, and Feller processes, we study the transition probability density functions with an absorbing boundary in the zero state. Particular attention is paid to the proportional cases and to the time-homogeneous cases,
Externí odkaz:
https://doaj.org/article/5a20168ce97446139cd490280f48bcfa
Autor:
Virginia Giorno, Amelia G. Nobile
Publikováno v:
Mathematics, Vol 10, Iss 2, p 251 (2022)
We consider a time-inhomogeneous Markov chain with a finite state-space which models a system in which failures and repairs can occur at random time instants. The system starts from any state j (operating, F, R). Due to a failure, a transition from a
Externí odkaz:
https://doaj.org/article/a792ebdb497a4026bca26071bae8acc3
Autor:
Virginia Giorno, Amelia G. Nobile
Publikováno v:
Mathematics, Vol 9, Iss 19, p 2470 (2021)
We consider the first-passage time problem for the Feller-type diffusion process, having infinitesimal drift B1(x,t)=α(t)x+β(t) and infinitesimal variance B2(x,t)=2r(t)x, defined in the space state [0,+∞), with α(t)∈R, β(t)>0, r(t)>0 continuo
Externí odkaz:
https://doaj.org/article/c330addaa5e941f18c12ed1d087c76b6
Autor:
Virginia Giorno, Amelia G. Nobile
Publikováno v:
Mathematics, Vol 9, Iss 16, p 1879 (2021)
The time-inhomogeneous Feller-type diffusion process, having infinitesimal drift α(t)x+β(t) and infinitesimal variance 2r(t)x, with a zero-flux condition in the zero-state, is considered. This process is obtained as a continuous approximation of a
Externí odkaz:
https://doaj.org/article/c3c93cde9aa44817b7751dde57cd66e4
Autor:
Virginia Giorno, Amelia G. Nobile
Publikováno v:
Mathematics, Vol 9, Iss 8, p 818 (2021)
General methods to simulate probability density functions and first passage time densities are provided for time-inhomogeneous stochastic diffusion processes obtained via a composition of two Gauss–Markov processes conditioned on the same initial s
Externí odkaz:
https://doaj.org/article/f979df24ab774c85a8fb3748a447929a
Autor:
Virginia Giorno, Amelia G. Nobile
Publikováno v:
Mathematics, Vol 8, Iss 7, p 1123 (2020)
We considered the time-inhomogeneous linear birth–death processes with immigration. For these processes closed form expressions for the transition probabilities were obtained in terms of the complete Bell polynomials. The conditional mean and the c
Externí odkaz:
https://doaj.org/article/4ba9ecb044a14dffb8c115b2d07c57bd
Autor:
Virginia Giorno, Amelia G. Nobile
Publikováno v:
Mathematics, Vol 7, Iss 6, p 555 (2019)
We consider two different time-inhomogeneous diffusion processes useful to model the evolution of a population in a random environment. The first is a Gompertz-type diffusion process with time-dependent growth intensity, carrying capacity and noise i
Externí odkaz:
https://doaj.org/article/35a8c8c80c084f68b0fee1a2a6663de8