Lanconelli, Alberto; Percin, Berk Tan, A new numerical scheme for Ito stochastic differential equations based on Wick-type Wong-Zakai arguments, «INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS», in corso di stampa, online first, Article number: 2550002, pp. 1 - 8 [articolo]
Lanconelli, Alberto; Lauria, Christopher S. A., A note on diffusion limits for stochastic gradient descent, «JOURNAL OF APPROXIMATION THEORY», 2025, 309, pp. 1 - 8 [articolo]
Bernardi, Enrico; Lanconelli, Alberto; Lauria, Christopher S. A.; Perçin, BERK TAN, Non trivial optimal sampling rate for estimating a Lipschitz-continuous function in presence of mean-reverting Ornstein–Uhlenbeck noise, «STATISTICAL PAPERS», 2025, 66, Article number: 64, pp. 1 - 18 [articolo]
Lanconelli A.; Percin B.T., Analysis of the chemical diffusion master equation for creation and mutual annihilation reactions, «JOURNAL OF MATHEMATICAL PHYSICS», 2024, 65, Article number: 033502, pp. 1 - 17 [articolo]Open Access
Lanconelli A.; Lauria C.S.A., Maximum Likelihood With a Time Varying Parameter, «STATISTICAL PAPERS», 2024, 65, pp. 2555 - 2566 [articolo]Open Access
Lanconelli A.; Scorolli R., A Small Time Approximation for the Solution to the Zakai Equation, «POTENTIAL ANALYSIS», 2023, 58, pp. 561 - 571 [articolo]Open Access
Bernardi E.; Lanconelli A., On a Class of Stochastic Hyperbolic Equations with Double Characteristics, «JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS», 2023, 29, Article number: 2, pp. 1 - 16 [articolo]Open Access
Lanconelli A., Using Malliavin calculus to solve a chemical diffusion master equation, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2023, 526, Article number: 127352, pp. 1 - 27 [articolo]Open Access
Bernardi E.; Lanconelli A., A note about the invariance of the basic reproduction number for stochastically perturbed SIS models, «STUDIES IN APPLIED MATHEMATICS», 2022, 148, pp. 1543 - 1562 [articolo]Open Access
Lanconelli A.; Mori M., Itô vs Stratonovich stochastic SIR models, «APPLIED MATHEMATICS LETTERS», 2022, 134, Article number: 108368, pp. 1 - 7 [articolo]Open Access
Lanconelli A.; Percin B.T., On a new method for the stochastic perturbation of the disease transmission coefficient in SIS models, «APPLIED MATHEMATICS AND COMPUTATION», 2022, 413, Article number: 126600, pp. 1 - 13 [articolo]Open Access
Bernardi E.; Lanconelli A., STOCHASTIC PERTURBATION OF A CUBIC ANHARMONIC OSCILLATOR, «DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS. SERIES B.», 2022, 27, pp. 2563 - 2585 [articolo]Open Access
Bernardi E.; Chuni V.; Lanconelli A., A general model system related to affine stochastic differential equations, «STOCHASTICS AND DYNAMICS», 2021, 21, Article number: 2150001, pp. 1 - 17 [articolo]Open Access
Lanconelli A.; Scorolli R., Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2021, 141, pp. 57 - 78 [articolo]Open Access
Lanconelli A., Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2020, 482, Article number: 123557, pp. 1 - 19 [articolo]Open Access