Integrated stationary Ornstein–Uhlenbeck process, and double integral processes von Abundo, Mario, Pirozzi, Enrica

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The Randomized First-Hitting Problem of Continuously Time-Changed Brownian Motion von Abundo, Mario

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On the Estimation of the Persistence Exponent for a Fractionally Integrated Brownian Motion by Numerical Simulations von Abundo, Mario, Pirozzi, Enrica

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On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes von Abundo, Mario, Pirozzi, Enrica

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On the Entropy of Fractionally Integrated Gauss–Markov Processes von Abundo, Mario, Pirozzi, Enrica

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The First-Passage Area of Wiener Process with Stochastic Resetting von Abundo, Mario

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Some examples of solutions to an inverse problem for the first-passage place of a jump-diffusion process von Abundo, Mario

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On the excursions of drifted Brownian motion and the successive passage times of Brownian motion von Abundo, Mario

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Fractionally integrated Gauss-Markov processes and applications von Abundo, Mario, Pirozzi, Enrica

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Stochastic Modeling in Biological System

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Joint Distribution of First-Passage Time and First-Passage Area of Certain Lévy Processes von Abundo, Mario, Furia, Sara

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An inverse first-passage problem for one-dimensional diffusions with random starting point von Abundo, Mario

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The double-barrier inverse first-passage problem for Wiener process with random starting point von Abundo, Mario

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On the First-Passage Area of a One-Dimensional Jump-Diffusion Process von Abundo, Mario

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Erratum to: “An inverse first-passage problem for one-dimensional diffusions with random starting point” [Statist. Probab. Lett. 82 (2012) 7–14] von Abundo, Mario

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On First-Hitting Time of a Linear Boundary by Perturbed Brownian Motion von Abundo, Mario

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Inverse first-passage problems of a diffusion with resetting von Abundo, Mario

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Investigating the Distribution of the First-Crossing Area of a Diffusion Process with Jumps Over a Threshold von Abundo, Mario

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On the First Hitting Time of a One-dimensional Diffusion and a Compound Poisson Process von Abundo, Mario

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The first-passage area of Wiener process with stochastic resetting von Abundo, Mario

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