Search results
- 1.0534260 - FGÚ 2021 RIV NL eng J - Journal Article
Ascione, G. - D´Onofrio, G. - Košťál, Lubomír - Pirozzi, E.
An optimal Gauss-Markov approximation for a process with stochastic drift and applications.
Stochastic Processes and their Applications. Roč. 130, č. 11 (2020), s. 6481-6514. ISSN 0304-4149. E-ISSN 1879-209X
R&D Projects: GA ČR(CZ) GA20-10251S
Institutional support: RVO:67985823
Keywords : stochastic differential equations * optimality conditions * shot noise * neuronal models
OECD category: Statistics and probability
Impact factor: 1.467, year: 2020
Method of publishing: Limited access
https://doi.org/10.1016/j.spa.2020.05.018
Permanent Link: http://hdl.handle.net/11104/0312486 - 2.0509186 - FGÚ 2020 RIV US eng J - Journal Article
D´Onofrio, Giuseppe - Pirozzi, E.
Asymptotics of Two-boundary First-exit-time Densities for Gauss-Markov Processes.
Methodology and Computing in Applied Probability. Roč. 21, č. 3 (2019), s. 735-752. ISSN 1387-5841. E-ISSN 1573-7713
R&D Projects: GA ČR(CZ) GA17-06943S
Institutional support: RVO:67985823
Keywords : first passage time problem * Ornstein-Uhlenbeck process * time-dependent boundaries * Gauss-Markov processes
OECD category: Applied mathematics
Impact factor: 0.809, year: 2019
Method of publishing: Limited access
https://link.springer.com/article/10.1007%2Fs11009-018-9617-4
Permanent Link: http://hdl.handle.net/11104/0299943 - 3.0498571 - FGÚ 2019 RIV US eng J - Journal Article
D´Onofrio, Giuseppe - Macci, C. - Pirozzi, E.
Asymptotic Results for First-Passage Times of Some Exponential Processes.
Methodology and Computing in Applied Probability. Roč. 20, č. 4 (2018), s. 1453-1476. ISSN 1387-5841. E-ISSN 1573-7713
R&D Projects: GA ČR(CZ) GA17-06943S
Institutional support: RVO:67985823
Keywords : compound poisson proces * large deviations * moderate deviations * normal approximation * neuronal model
OECD category: Statistics and probability
Impact factor: 0.746, year: 2018
Permanent Link: http://hdl.handle.net/11104/0290898 - 4.0489921 - FGÚ 2019 RIV US eng J - Journal Article
D´Onofrio, Giuseppe - Lánský, Petr - Pirozzi, E.
On two diffusion neuronal models with multiplicative noise: The mean first-passage time properties.
Chaos. Roč. 28, č. 4 (2018), č. článku 043103. ISSN 1054-1500. E-ISSN 1089-7682
R&D Projects: GA ČR(CZ) GA17-06943S
Institutional support: RVO:67985823
Keywords : signal processing * probability theory * stochastic processes * action potential propagation * nerve cells
OECD category: Applied mathematics
Impact factor: 2.643, year: 2018
Permanent Link: http://hdl.handle.net/11104/0284288