C
Costantino Ricciuti
Researcher at Sapienza University of Rome
Publications - 22
Citations - 188
Costantino Ricciuti is an academic researcher from Sapienza University of Rome. The author has contributed to research in topics: Subordinator & Markov process. The author has an hindex of 8, co-authored 21 publications receiving 154 citations.
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Semi-Markov Models and Motion in Heterogeneous Media
Costantino Ricciuti,Bruno Toaldo +1 more
TL;DR: In this article, the authors studied continuous time random walks such that the holding time in each state has a distribution depending on the state itself, and provided integro-differential (backward and forward) equations of Volterra type, exhibiting a position dependent convolution kernel.
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On discrete-time semi-Markov processes
TL;DR: In this paper, a class of discrete-time semi-Markov chains which can be constructed as time-changed Markov chains and the related governing convolution type equations are obtained.
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Time-Inhomogeneous Jump Processes and Variable Order Operators
TL;DR: In this paper, the authors introduce non-decreasing jump processes with independent and time non-homogeneous increments, which generalize subordinators in the sense that their Laplace exponents are possibly different Bernstein functions for each time t. Although they are not Levy processes, they somehow generalise subordinators, and by means of these processes, a generalization of subordinate semigroups, a two-parameter semigroup (propagators) arise and a Phillips formula which leads to time dependent generators.
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On semi-Markov processes and their Kolmogorov's integro-differential equations
TL;DR: In this article, an integro-differential form of the Kolmogorov's backward equations for a large class of homogeneous semi-Markov processes, having the form of an abstract Volterra integrodifferential equation, was provided.
Posted Content
Time-inhomogeneous jump processes and variable order operators
TL;DR: In this article, the authors introduce non-decreasing jump processes with independent and time non-homogeneous increments, which generalize subordinators in the sense that their Laplace exponents are possibly different Bernstein functions for each time $t.