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ORCIDGiacomo Ascione
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2020 – today
- 2024
[j7]Giacomo Ascione, Michele Bufalo, Giuseppe Orlando
:
Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach. Commun. Nonlinear Sci. Numer. Simul. 130: 107761 (2024)- [j6]Giacomo Ascione, Michele Bufalo, Giuseppe Orlando:
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model. J. Comput. Appl. Math. 451: 115993 (2024) - 2023
- [j5]Giacomo Ascione, Farshid Mehrdoust, Giuseppe Orlando, Oldouz Samimi:
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework. Appl. Math. Comput. 446: 127851 (2023) - [j4]Giacomo Ascione, Daniele Castorina, Francesco Solombrino:
Mean-Field Sparse Optimal Control of Systems with Additive White Noise. SIAM J. Math. Anal. 55(6): 6965-6990 (2023) - 2022
- [j3]Giacomo Ascione, Salvatore Cuomo:
A Sojourn-Based Approach to Semi-Markov Reinforcement Learning. J. Sci. Comput. 92(2): 36 (2022) - [j2]Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi:
Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues. Symmetry 14(3): 615 (2022) - [i1]Giacomo Ascione, Salvatore Cuomo:
A sojourn-based approach to semi-Markov Reinforcement Learning. CoRR abs/2201.06827 (2022)
2010 – 2019
- 2019
- [j1]Giacomo Ascione, Maria Francesca Carfora, Enrica Pirozzi:
A stochastic model for interacting neurons in the olfactory bulb. Biosyst. 185 (2019) - [c2]Giacomo Ascione:
Simulation of an α-Stable Time-Changed SIR Model. EUROCAST (1) 2019: 220-227 - 2017
- [c1]Giacomo Ascione, Enrica Pirozzi:
On Fractional Stochastic Modeling of Neuronal Activity Including Memory Effects. EUROCAST (2) 2017: 3-11
Coauthor Index
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