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Antonio Di Crescenzo
Researcher at University of Salerno
Publications - 139
Citations - 2316
Antonio Di Crescenzo is an academic researcher from University of Salerno. The author has contributed to research in topics: Stochastic process & Telegraph process. The author has an hindex of 22, co-authored 139 publications receiving 1944 citations. Previous affiliations of Antonio Di Crescenzo include University of Basilicata.
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Journal Article
On jump-diffusion processes with regime switching: martingale approach
TL;DR: In this article, the authors study jump-diffusion processes with parameters switching at random times and characterise equivalent martingale measures for these processes by means of the relative entropy.
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Stochastic Comparisons and Dynamic Information of Random Lifetimes in a Replacement Model
TL;DR: In this article, a suitable replacement model for random lifetimes is proposed, in which at a fixed time an item is replaced by another one having the same age but different lifetime distribution.
Posted Content
Competing risks within shock models
TL;DR: In this paper, the authors considered a competing risks model, in which system failures are due to one out of two mutually exclusive causes, formulated within the framework of shock models driven by bivariate Poisson process.
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Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries
TL;DR: In this article, the authors analyzed the one-dimensional telegraph random process confined by two boundaries, 0 and H > 0, and provided various results on the expected values of the renewal cycles and of the absorption time.