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Francesco Iafrate
Francesco Iafrate
Verified email at uniroma1.it
Title
Cited by
Cited by
Year
Telegraph random evolutions on a circle
A De Gregorio, F Iafrate
Stochastic Processes and their Applications 141, 79-108, 2021
142021
Some results on the Brownian meander with drift
F Iafrate, E Orsingher
Journal of Theoretical Probability 33 (2), 1034-1060, 2020
82020
Drifted Brownian motions governed by fractional tempered derivatives
M D’Ovidio, F Iafrate, E Orsingher
Modern Stochastics: Theory and Applications 5 (4), 445-456, 2018
82018
The last zero-crossing of an iterated brownian motion with drift
F Iafrate, E Orsingher
Stochastics 92 (3), 356-378, 2020
72020
Regularized bridge-type estimation with multiple penalties
A De Gregorio, F Iafrate
Annals of the Institute of Statistical Mathematics 73 (5), 921-951, 2021
62021
Anomalous random flights and time-fractional run-and-tumble equations
L Angelani, A De Gregorio, R Garra, F Iafrate
Journal of Statistical Physics 191 (10), 129, 2024
32024
Elastic drifted Brownian motions and non-local boundary conditions
M D’Ovidio, F Iafrate
Stochastic Processes and their Applications 167, 104228, 2024
22024
Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift
F Iafrate, C Macci
Statistics & Probability Letters 166, 108881, 2020
22020
On the fractional wave equation
F Iafrate, E Orsingher
Mathematics 8 (6), 874, 2020
22020
Pathwise optimization for bridge-type estimators and its applications
A De Gregorio, F Iafrate
arXiv preprint arXiv:2412.04047, 2024
12024
Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach
A De Gregorio, F Iafrate
Journal of Theoretical Probability 37 (4), 3246-3280, 2024
12024
Some families of random fields related to multiparameter Lévy processes
F Iafrate, C Ricciuti
Journal of Theoretical Probability 37 (4), 3055-3088, 2024
12024
On the sojourn time of a generalized Brownian meander
F Iafrate, E Orsingher
Statistics & Probability Letters 168, 108927, 2021
12021
Ergodic Network Stochastic Differential Equations
F Iafrate, S Iacus
arXiv preprint arXiv:2412.17779, 2024
2024
Adaptive Elastic-Net estimation for sparse diffusion processes
A De Gregorio, D Frisardi, F Iafrate, S Iacus
arXiv preprint arXiv:2412.16659, 2024
2024
SOME RESULTS ON THE GENERALIZED BROWNIAN MEANDER
F IAFRATE, E ORSINGHER
2017
Fractional Telegraph Equation and related Stochastic Processes
F Iafrate
2017
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Articles 1–17