Giacomo Ascione

According to our database, Giacomo Ascione authored at least 9 papers between 2017 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach.

Giacomo Ascione, Michele Bufalo, Giuseppe Orlando

Commun. Nonlinear Sci. Numer. Simul., March, 2024

Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model.

Giacomo Ascione, Michele Bufalo, Giuseppe Orlando

J. Comput. Appl. Math., 2024

2023

Mean-Field Sparse Optimal Control of Systems with Additive White Noise.

Giacomo Ascione, Daniele Castorina, Francesco Solombrino

SIAM J. Math. Anal., December, 2023

Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework.

Giacomo Ascione, Farshid Mehrdoust, Giuseppe Orlando, Oldouz Samimi

Appl. Math. Comput., June, 2023

2022

Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues.

Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi

Symmetry, 2022

A Sojourn-Based Approach to Semi-Markov Reinforcement Learning.

Giacomo Ascione, Salvatore Cuomo

J. Sci. Comput., 2022

2019

A stochastic model for interacting neurons in the olfactory bulb.

Giacomo Ascione, Maria Francesca Carfora, Enrica Pirozzi

Biosyst., 2019

Simulation of an α-Stable Time-Changed SIR Model.

Giacomo Ascione

Proceedings of the Computer Aided Systems Theory - EUROCAST 2019, 2019

2017

On Fractional Stochastic Modeling of Neuronal Activity Including Memory Effects.

Giacomo Ascione, Enrica Pirozzi

Proceedings of the Computer Aided Systems Theory - EUROCAST 2017, 2017