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PUBLICATIONS OF THE LAST YEARS

M. Abundo: An inverse first-passage problem for one-dimensional diffusions with random
starting point. Statistics and Probability Letters, 82 (1) (2012), 7-14. doi.org/10.1016/j.spl.2011.09.005

M. Abundo: On the first-passage area of a one-dimensional jump-diffusion process.
Methodol. Comput. Appl. Probab. (2011). Online First, April 2011: DOI 10.1007/s11009-011-9223-1.

M. Abundo, M. Abundo: The first-passage area of an emptying Brownian queue.
International Journal of Applied Mathematics (IJAM), vol. 24, No 2, (2011), 259-266.

M. Abundo: First-Passage Problems for one-dimensional diffusions with random jumps from a boundary.
Stochastic Anal. Appl. 29 (1) (2011), 121- 145.

M. Abundo: First-Passage Problems for Asymmetric Diffusions and Skew-diffusion Processes
Open Systems & Information Dynamics Vol. 16, No. 4 (2009), 325-350.

M. Abundo: On the Continuous Diffusion Approximation of Some Discrete Markov Chains
  The Open Applied Mathematics Journal, 2009, 3, 7-13.

M. Abundo: On the First Hitting Time of a One-dimensional Diffusion and a Compound Poisson Process
Methodol. Comput. Appl. Probab. (2010) 12:473–490 (Online First, 2008: DOI 10.1007/s11009-008-9115-1).

M. Abundo: On the distribution of the time average of a jump-diffusion process
International Journal of Applied Mathematics (IJAM), vol. 21, No. 3 (2008), 447-454.

M. Abundo: Some Remarks on the maximum of a one-dimensional diffusion process.
       Prob. Math. Statis. vol 28 (1) (2008), 107-120.

M. Abundo: On first-passage problems for asymmetric one-dimensional diffusions.
Lecture Notes in Computer Science, Computer Aided Systems Theory – EUROCAST 2007, vol. 4739,
pp. 179-186, Springer Berlin/ Heidelberg, 2007.

M. Abundo: Limit at zero of the first-passage time density and the inverse problem for one-
      dimensional diffusions. Stochastic Anal. Appl., 24 (2006), 1119-1145.

M. Abundo: The arc-sine law for the first instant at which a diffusion process equals the ultimate
      value of a functional   Int. J. Pure Appl. Math., 30 (1), 13-22 (2006).

M. Abundo: Qualitative behaviour of the first-passage-time density of a one-dimensional
      diffusion over a moving boundary Scientiae Mathematicae Japonicae, 64, No. 2 (2006), 199-216,
      :e-2006, 641-658.

M. Abundo: Stopping a stochastic integral process as close as possible to the ultimate value of a
functional Scientiae Mathematicae Japonicae , 60 No. 3 (2004), 475-479,: e-2004, (10) 417-421.

M. Abundo: On the risk of extinction for a population subject to a random markov evolution with
jumps Open Sys. & Information Dyn. 11, 105-121 (2004).

M. Abundo: On the first-passage time of diffusion processes over a one-sided stochastic boundary.
Stochastic Analysis and Applications vol. 21, No. 1, 1-23 (2003).

M. Abundo: Some comparison results of solutions of diffusion and jump-diffusion equations.
Advances and Applications in Statistics vol. 2 (1), 51-78 (2002).

M. Abundo: Some conditional crossing results of Brownian motion over a piecewise-linear
boundary. Statistics and Probability Letters, vol. 58 (2), 131-145 (2002).

M. Abundo, L. Accardi, N. Rosato, L. Stella: Analysing protein energy data by a stochastic
model for cooperative interactions: comparison and characterization of cooperativity.
J. Math. Biol. 44, 341-359 (2002).

M. Abundo: On comparison of solutions of diffusion and jump-diffusion equations
In: R. Trappl (Ed.) Cybernetics and Systems 2002 , pp 307-312, Austrian Society for
Cybernetics Studies, Vienna, 2002.

M. Abundo: On first-passage-times for one-dimensional jump-diffusion processes.
Prob. Math. Statis., vol 20, Fasc. 2, 399-423 (2000).

M. Abundo: Some results about boundary crossing for Brownian motion.
Ricerche di Matematica vol. L, (2), 283-301 (2001).

M. Abundo: On first-crossing times of one-dimensional diffusions over two time-dependent
boundaries. Stochastic Analysis and Applications. , 18 (2), 179-200 (2000).

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