LANCONELLI, ALBERTO
LANCONELLI, ALBERTO
STAT - DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
Docenti di ruolo di Ia fascia
A new numerical scheme for Ito stochastic differential equations based on Wick-type Wong-Zakai arguments
2025 Lanconelli, Alberto; Percin, Berk Tan
A note on diffusion limits for stochastic gradient descent
2025 Lanconelli, Alberto; Lauria, Christopher S. A.
Non trivial optimal sampling rate for estimating a Lipschitz-continuous function in presence of mean-reverting Ornstein–Uhlenbeck noise
2025 Bernardi, Enrico; Lanconelli, Alberto; Lauria, Christopher S. A.; Perçin, BERK TAN
Analysis of the chemical diffusion master equation for creation and mutual annihilation reactions
2024 Lanconelli A.; Percin B.T.
Maximum Likelihood With a Time Varying Parameter
2024 Lanconelli A.; Lauria C.S.A.
A Small Time Approximation for the Solution to the Zakai Equation
2023 Lanconelli A.; Scorolli R.
On a Class of Stochastic Hyperbolic Equations with Double Characteristics
2023 Bernardi E.; Lanconelli A.
Using Malliavin calculus to solve a chemical diffusion master equation
2023 Lanconelli A.
A note about the invariance of the basic reproduction number for stochastically perturbed SIS models
2022 Bernardi E.; Lanconelli A.
Itô vs Stratonovich stochastic SIR models
2022 Lanconelli A.; Mori M.
On a new method for the stochastic perturbation of the disease transmission coefficient in SIS models
2022 Lanconelli A.; Percin B.T.
STOCHASTIC PERTURBATION OF A CUBIC ANHARMONIC OSCILLATOR
2022 Bernardi E.; Lanconelli A.
A general model system related to affine stochastic differential equations
2021 Bernardi E.; Chuni V.; Lanconelli A.
Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations
2021 Lanconelli A.; Scorolli R.
Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations
2020 Lanconelli A.
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients
2020 Lanconelli A.; Pascucci A.; Polidoro S.
Local densities for a class of degenerate diffusions
2020 Lanconelli, A.; Pagliarani, S.; Pascucci, A.
On a Class of Stochastic Differential Equations with Random and Hölder Continuous Coefficients Arising in Biological Modeling
2019 Bernardi E.; Chuni V.; Lanconelli A.
Rate of Convergence for Wong–Zakai-Type Approximations of Itô Stochastic Differential Equations
2019 Ben Ammou, B. K.; Lanconelli, A.
Prohorov-Type Local Limit Theorems on Abstract Wiener Spaces
2018 Lanconelli, Alberto