M. Abundo: The first-passage area of a Wiener process with stochastic resetting. 
Methodol Comput Appl Probab (2023) 25:92

M. Abundo, E. Pirozzi: On the Estimation of the Persistence Exponent for a Fractionally
      Integrated Brownian Motion by Numerical Simulations. Fractal Fract. 2023, 7, 107.

M. Abundo: Asymptotic of the running maximum distribution of a Gaussian Bridge.
Stochastic Analysis and Applications. 
      Published online:  19 September 2022;  pg.. 1-20. DOI:

M. Abundo: Some examples of solutions to an inverse problem for the first-passage place of a
      jump-diffusion process.
Control & Cybernetics Vol. 51 (2022) No. 1, pg. 31-42.
      DOI: 10.2478/candc-2022-0003

M. Abundo: The first-passage area of Ornstein-Uhlenbeck process revisited. (2021). 
      Stochastic Analysis and Applications. Published online: 28 Dec 2021; pg. 1-19. DOI: 10.1080/07362994.2021.2018335

M. Abundo, E. Pirozzi: Fractionally Integrated Gauss-Markov processes and applications.  
     Communications in Nonlinear Science and Numerical Simulation (2021),  
     doi:     (arXiv:1905.08167 1905.081167.pdf )

M. Abundo, E. Pirozzi:  On the Entropy of Fractionally Integrated Gauss-Markov Processes.
 Mathematics 2020, 8(11), 2031;

M. Abundo: On the first-passage times of certain Gaussian processes, and related asymptotics. 
      Stochastic Analysis and Applications. Published online: 09 Nov 2020.

M. Abundo:  An inverse problem for the first-passage place of some diffusion processes with random starting point. 
      Stochastic Analysis and Applications 
2020, VOL. 38, No. 6, 1122–1133

M.  Abundo, M. B. Scioscia SantoroOn the successive passage times of certain one-dimensional diffusions.
 Lecture Notes in Computer Science (LNCS), 12013, EUROCAST 2019. R. Moreno-D´ıaz et al. (Eds.) ; pp. 1–9, 2020.

M. Abundo:  Randomization of a linear boundary in the first-passage problem of Brownian motion.
      Stochastic Analysis and Applications. Published online: 26 Nov 2019  

M. Abundo, E. Pirozzi: On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes.
Mathematics 2019, 7(10), 991, 112; 

M. Abundo, G. Ascione, M.F. Carfora, E. Pirozzi:  A fractional PDE for first passage time of time-changed Brownian motion
      and its numerical solution.
 Accepted for publication in  Applied Numerical Mathematics (2019).

M. Abundo: An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion.  
      Stochastic Analysis and Applications, 2019, vol. 37, No. 5, 708716.

M. Abundo, S. Furia: Joint Distribution of First-Passage Time and First-Passage Area of   

      Certain  Lèvy Processes.  Methodol Comput Appl Probab

M. Abundo:  The Randomized First-Hitting Problem of Continuously Time-Changed Brownian Motion. 
      Mathematics 2018  6(6), 91, 110.

M. Abundo, M. Abundo: Some Remarks on the Mean of the Running maximum of      
     Integrated Gauss-Markov Processes and Their First-Passage Times. 
      In: Computer Science ( LNCS) 10672, Computer Aided Systems Theory. 
      R. Moreno-Diaz et al. (Eds.): EUROCAST 2017, Part II, LNCS 10672, pp. 72–79, 2018.

M. Abundo, E. Pirozzi: Integrated  Stationary Ornstein-Uhlenbeck Process, and Double
      Integral Processes.  Physica A 494 (2018) 265–275.

M. Abundo: The arctangent law for a certain random time related to one-dimensional
      diffusions.  Stochastic Analysis and Applications, 36(1), 181–187  (2018). 

M. Abundo, D. Del Vescovo: On the joint distribution of first-passage time and
       first-passage area of  drifted Brownian motion. Methodol Comput Appl Probab (2017)
      19:985–996 DOI 10.1007/s11009-017-9546-7  (Online first 25 Jan 2017). 

M. Abundo: The mean of the running maximum of an integrated Gauss-Markov
      process and the connection with its first-passage time. Stochastic Anal. Appl.  
     35:3, 499-510, 2017.

M. Abundo: On the excursions of drifted Brownian motion and the successive passage times of
      Brownian motion. Physica A 457 (2016) 176–182. doi:10.1016/j.physa.2016.03.052    

M. Abundo: An overview on inverse first-passage-time problems for one-dimensional diffusion
processes. Lecture Notes of  Seminario Interdisciplinare di Matematica Vol. 12 (2015)
      pp. 1 – 44.

M. Abundo: A randomized first-passage problem for drifted Brownian motion subject    
       to hold and jump from a boundary. Stochastic Anal. Appl. 34(1): 38-46, 2016. DOI:10.1080/073629942015.1099047

M. Abundo: On the first-passage time of an integrated Gauss-Markov process.  
      Scientiae Mathematicae Japonicae Online, e-2015, 28, 1-14 

M. Abundo: One-dimensional reflected diffusions with two boundaries and an inverse first-
       hitting problem
. Stochastic Anal. Appl. 32: 975–991, 2014.
       DOI 10.1080/07362994.2014.959595

M. Abundo: Investigating the Distribution of the First-Crossing Area of a Diffusion Process    

      with Jumps Over a Threshold.  The Open Applied Mathematics Journal, 2013, 7, 18-28. 
      DOI: 10.2174/1874114201307010018

M. Abundo, M. Abundo:  Some Remarks on the First-Crossing Area of a Diffusion Process
      with Jumps over a Constant Barrier.  Lecture Notes in Computer Science, Computer Aided   
      Systems Theory.EUROCAST 2013, Part I. vol. 8111, pp. 20-27. Springer Berlin/ Heidelberg,
      2013. DOI 10.1007/978-3-642-53856-8

M. Abundo: On the representation of an integrated  Gauss-Markov process
      Scientiae Mathematicae Japonicae Online, e-2013, 719–723

M. Abundo: Solving an inverse first-passage-time problem for Wiener process subject to
      random jumps from a boundary. Stochastic Anal. Appl. 
31: 4, 695-707, 2013. 
      ISSN 0736-2994 print/1532-9356 online.  DOI: 10.1080/07362994.2013.800358

M. Abundo: Some randomized first-passage problems for one-dimensional diffusion
      processes. Scientiae Mathematicae Japonicae, 76, No. 1 (2013), 33–46 : e-2013, 33–46.

M. Abundo: The double-barrier inverse first-passage problem for Wiener process with random  
      starting point. Statistics and Probability Letters. Available online Sept 2012,  
      vol. 83 (2013), 168-176.
doi: 10.1016/j.spl.2012.09.006.  

M. Abundo, C. Macci, G. Stabile: Asymptotic results for exit probabilities of stochastic processes
       governed by an integral type rate function.
Prob. Math. Statis. Vol. 32, (1), (2012), 25-39.
M. Abundo: First-passage time of a stochastic integral process trough a linear boundary.
International Journal of Applied  Mathematics (IJAM), vol. 25, No 1, (2012),  41-49.

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

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
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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