Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process. (English) Zbl 1500.60020 Proc. R. Soc. Edinb., Sect. A, Math. 152, No. 4, 1032-1057 (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDFBibTeX XMLCite \textit{G. Ascione} et al., Proc. R. Soc. Edinb., Sect. A, Math. 152, No. 4, 1032--1057 (2022; Zbl 1500.60020) Full Text: DOI arXiv
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Non-local solvable birth-death processes. (English) Zbl 1498.60336 J. Theor. Probab. 35, No. 2, 1284-1323 (2022). MSC: 60J80 60K25 33C45 60G22 PDFBibTeX XMLCite \textit{G. Ascione} et al., J. Theor. Probab. 35, No. 2, 1284--1323 (2022; Zbl 1498.60336) Full Text: DOI arXiv
Ascione, G.; Mishura, Yu.; Pirozzi, E. Convergence results for the time-changed fractional Ornstein-Uhlenbeck processes. (English) Zbl 1470.60111 Theory Probab. Math. Stat. 104, 23-47 (2021). MSC: 60G22 60F17 35R11 PDFBibTeX XMLCite \textit{G. Ascione} et al., Theory Probab. Math. Stat. 104, 23--47 (2021; Zbl 1470.60111) Full Text: DOI arXiv
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica On the transient behaviour of fractional \(M/M/\infty\) queues. (English) Zbl 1468.60106 Beghin, Luisa (ed.) et al., Nonlocal and fractional operators. Selected papers based on the presentations at the international workshop, Rome, Italy, April 12–13, 2019. Cham: Springer. SEMA SIMAI Springer Ser. 26, 1-22 (2021). MSC: 60K25 PDFBibTeX XMLCite \textit{G. Ascione} et al., SEMA SIMAI Springer Ser. 26, 1--22 (2021; Zbl 1468.60106) Full Text: DOI
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Time-non-local Pearson diffusions. (English) Zbl 1467.35332 J. Stat. Phys. 183, No. 3, Paper No. 48, 42 p. (2021). MSC: 35R11 60K15 60J60 PDFBibTeX XMLCite \textit{G. Ascione} et al., J. Stat. Phys. 183, No. 3, Paper No. 48, 42 p. (2021; Zbl 1467.35332) Full Text: DOI arXiv
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Fractional immigration-death processes. (English) Zbl 1469.60277 J. Math. Anal. Appl. 495, No. 2, Article ID 124768, 27 p. (2021). MSC: 60J85 35Q92 92D25 PDFBibTeX XMLCite \textit{G. Ascione} et al., J. Math. Anal. Appl. 495, No. 2, Article ID 124768, 27 p. (2021; Zbl 1469.60277) Full Text: DOI arXiv
Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica Time-changed fractional Ornstein-Uhlenbeck process. (English) Zbl 1450.60030 Fract. Calc. Appl. Anal. 23, No. 2, 450-483 (2020). MSC: 60G22 26A33 35Q84 42A38 42B10 60H10 82C31 PDFBibTeX XMLCite \textit{G. Ascione} et al., Fract. Calc. Appl. Anal. 23, No. 2, 450--483 (2020; Zbl 1450.60030) Full Text: DOI arXiv
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Fractional Erlang queues. (English) Zbl 1437.60063 Stochastic Processes Appl. 130, No. 6, 3249-3276 (2020). MSC: 60K25 PDFBibTeX XMLCite \textit{G. Ascione} et al., Stochastic Processes Appl. 130, No. 6, 3249--3276 (2020; Zbl 1437.60063) Full Text: DOI arXiv Link
Abundo, M.; Ascione, G.; Carfora, M. F.; Pirozzi, E. A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution. (English) Zbl 1440.60076 Appl. Numer. Math. 155, 103-118 (2020). MSC: 60J65 60H15 60K50 PDFBibTeX XMLCite \textit{M. Abundo} et al., Appl. Numer. Math. 155, 103--118 (2020; Zbl 1440.60076) Full Text: DOI
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Fractional queues with catastrophes and their transient behaviour. (English) Zbl 1404.60135 Mathematics 6, No. 9, Paper No. 159, 26 p. (2018). MSC: 60K25 60J80 PDFBibTeX XMLCite \textit{G. Ascione} et al., Mathematics 6, No. 9, Paper No. 159, 26 p. (2018; Zbl 1404.60135) Full Text: DOI