Giorno, Virginia; Nobile, Amelia G. Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition. (English) Zbl 1470.60222 J. Stat. Phys. 183, No. 3, Paper No. 45, 27 p. (2021). MSC: 60J60 60J70 82C31 PDFBibTeX XMLCite \textit{V. Giorno} and \textit{A. G. Nobile}, J. Stat. Phys. 183, No. 3, Paper No. 45, 27 p. (2021; Zbl 1470.60222) Full Text: DOI
Giorno, Virginia; Nobile, Amelia G. On a class of birth-death processes with time-varying intensity functions. (English) Zbl 1462.60107 Appl. Math. Comput. 379, Article ID 125255, 23 p. (2020). Reviewer: Alexander I. Zejfman (Vologda) MSC: 60J80 60J28 65C40 PDFBibTeX XMLCite \textit{V. Giorno} and \textit{A. G. Nobile}, Appl. Math. Comput. 379, Article ID 125255, 23 p. (2020; Zbl 1462.60107) Full Text: DOI
Giorno, Virginia; Nobile, Amelia G. On the construction of a special class of time-inhomogeneous diffusion processes. (English) Zbl 1480.60234 J. Stat. Phys. 177, No. 2, 299-323 (2019). MSC: 60J60 60G15 82C31 60J70 PDFBibTeX XMLCite \textit{V. Giorno} and \textit{A. G. Nobile}, J. Stat. Phys. 177, No. 2, 299--323 (2019; Zbl 1480.60234) Full Text: DOI
Di Crescenzo, Antonio; Giorno, Virginia; Krishna Kumar, Balasubramanian; Nobile, Amelia G. A time-non-homogeneous double-ended queue with failures and repairs and its continuous approximation. (English) Zbl 1524.60230 Mathematics 6, No. 5, Paper No. 81, 23 p. (2018). MSC: 60K25 60J80 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., Mathematics 6, No. 5, Paper No. 81, 23 p. (2018; Zbl 1524.60230) Full Text: DOI
Buonocore, Aniello; Nobile, Amelia G.; Pirozzi, Enrica Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary. (English) Zbl 1426.60106 Cogent Math. 4, Article ID 1354469, 22 p. (2017). MSC: 60J60 60J22 PDFBibTeX XMLCite \textit{A. Buonocore} et al., Cogent Math. 4, Article ID 1354469, 22 p. (2017; Zbl 1426.60106) Full Text: DOI
Buonocore, A.; Caputo, L.; Nobile, A. G.; Pirozzi, E. Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals. (English) Zbl 1328.60183 J. Comput. Appl. Math. 285, 59-71 (2015). MSC: 60J60 60G15 92C20 65C30 PDFBibTeX XMLCite \textit{A. Buonocore} et al., J. Comput. Appl. Math. 285, 59--71 (2015; Zbl 1328.60183) Full Text: DOI
Buonocore, A.; Caputo, L.; Nobile, A. G.; Pirozzi, E. Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models. (English) Zbl 1410.60079 Appl. Math. Comput. 232, 799-809 (2014). MSC: 60J60 60J70 92C20 PDFBibTeX XMLCite \textit{A. Buonocore} et al., Appl. Math. Comput. 232, 799--809 (2014; Zbl 1410.60079) Full Text: DOI
Buonocore, Aniello; Caputo, Luigia; Pirozzi, Enrica; Nobile, Amelia G. A non-autonomous stochastic predator-prey model. (English) Zbl 1279.92071 Math. Biosci. Eng. 11, No. 2, 167-188 (2014). MSC: 92D25 60J60 60K37 PDFBibTeX XMLCite \textit{A. Buonocore} et al., Math. Biosci. Eng. 11, No. 2, 167--188 (2014; Zbl 1279.92071) Full Text: DOI Link
Giorno, V.; Nobile, A. G.; di Cesare, R. On the reflected Ornstein-Uhlenbeck process with catastrophes. (English) Zbl 1286.60076 Appl. Math. Comput. 218, No. 23, 11570-11582 (2012). MSC: 60J60 PDFBibTeX XMLCite \textit{V. Giorno} et al., Appl. Math. Comput. 218, No. 23, 11570--11582 (2012; Zbl 1286.60076) Full Text: DOI
Giorno, V.; Nobile, A. G.; Ricciardi, L. M. On the densities of certain bounded diffusion processes. (English) Zbl 1229.60092 Ric. Mat. 60, No. 1, 89-124 (2011). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{V. Giorno} et al., Ric. Mat. 60, No. 1, 89--124 (2011; Zbl 1229.60092) Full Text: DOI
Ricciardi, Luigi M.; Giorno, Virginia; Nobile, Amelia G. On the asymptotics of first passage time densities. (English) Zbl 0817.60085 Hida, T. (ed.) et al., White noise analysis: mathematics and applications. Proceedings of a conference, held in Bielefeld, Germany, 9-15 July, 1989. Singapore: World Scientific Publishing. 344-359 (1990). MSC: 60J60 60F99 PDFBibTeX XMLCite \textit{L. M. Ricciardi} et al., in: White noise analysis: mathematics and applications. Proceedings of of a conference, held in Bielefeld, Germany, 9-15 July, 1989. Singapore: World Scientific Publishing. 344--359 (1990; Zbl 0817.60085)