(with L.Beghin and Y.Mishura) Hadamard fractional Brownian motion: path properties and Wiener integration, (2025), submitted.
(with L.Angelani and R.Garra) Generalized time-fractional kinetic-type equations with multiple parameters, (2025), Chaos: An Interdisciplinary Journal of Nonlinear Science, 35 (2), 023111.
(with D.Frisardi, S.Iacus and F.Iafrate) Adaptive Elastic-Net estimation for sparse diffusion processes, (2024), submitted.
(with F.Iafrate) Pathwise optimization for adaptive bridge-type estimators, (2024), submitted.
(with L.Angelani, R.Garra and F.Iafrate) Anomalous random flights and time-fractional run-and-tumble equations, Journal of Statistical Physics, 191 (2024), paper n.129.
(with F.Iafrate) Path dynamics of time-changed Lévy processes: a martingale approach, Journal of Theoretical Probability, 37 (2024), 3246-3280.
(with L.Beghin) Stochastic solutions for time-fractional heat equations with complex spatial variables, 25 (2022), Fractional Calculus and Applied Analysis, 244-266.
(with F.Iafrate) Telegraph random evolutions on a circle, Stochastic Processes and their Applications, 141 (2021), 79-108.
(with R.Garra) Hadamard-Type Fractional Heat Equations and Ultra-Slow Diffusions, Fractal and Fractional, 5 (2021), 48 https://doi.org/10.3390/fractalfract5020048.
(with F.Iafrate) Regularized bridge-type estimation with multiple penalties, Annals of the Institute of Statistical Mathematics, 73 (2021), 921-951.
(with E.Orsingher) Random flights connecting Porous Medium and Euler-Poisson-Darboux equations, Journal of Mathematical Physics, 61, 041505 (2020).
(with R.Garra) Alternative probabilistic representations of Barenblatt-type solutions, Modern Stochastics: Theory and Applications, 7 (2020), 97-112.
(with S.M.Iacus) Empirical L^2-distance test statistics for ergodic diffusions, Statistical Inference for Stochastic Processes, 22 (2019), 233–261.
Stochastic models associated to a Nonlocal Porous Medium equation, Modern Stochastics: Theory and Applications, 4 (2018), 457-470.
(with S.M.Iacus) On penalized estimation for dynamical systems with small noise, Electronic Journal of Statistics, 12 (2018), 1614-1630.
A note on isotropic random flights moving in mixed Poisson environments, Statistics and Probability Letters, 129 (2017), 311-317.
Transport processes with random jump rate, Statistics and Probability Letters, 118 (2016), 127-134.
(with E.Orsingher) Reflecting random flights, Journal of Statistical Physics, 160 (2015), 1483-1506.
(with C.Macci) Large deviations for a damped telegraph process, Dimitri Silvestrov and Anders Martin-Lof (eds.), Modern Problems in Insurance Mathematics, EEA series, Springer (2014), 275-288.
(with V.Cammarota and C.Macci) On the asymptotic behavior of the hyperbolic Brownian motion, Journal of Statistical Physics, 154 (2014), 1550-1568.
A family of random walks with generalized Dirichlet steps, Journal of Mathematical Physics, 55 (2014), 023302.
(with O.Aryasova and E.Orsingher) Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres, Lithuanian Mathematical Journal, 53 (2013), 241-263.
(with S.Iacus) On a family of test statistics for discretely observed diffusion processes, Journal of Multivariate Analysis, 122 (2013), 292-316.
(with C.Macci) Asymptotic results for random flights, Scientiae Mathematicae Japonicae, 76 (2013), 87-98.
(with C.Macci) Large deviation principles for telegraph processes, Statistics and Probability Letters, 82 (2012), 1874-1882.
(with S.Iacus) Adaptive lasso-type estimation for multivariate diffusion processes, Econometric Theory, 28 (2012), 838-860.
On random flights with non-uniformly distributed directions, Journal of Statistical Physics, 147 (2012), 382-411.
(with E.Orsingher) Flying randomly in R^d with Dirichlet displacements, Stochastic Processes and their Applications, 122 (2012), 676-713.
(with S. Iacus) Least-squares change-point estimation for the telegraph process observed at discrete times, Statistics, 45 (2011), 349-359.
Efficient estimators with sample observations generated by independent planar random flights, Applied Mathematics Letters, 24 (2011), 353-358.
Stochastic velocity motions and processes with random time, Advances in Applied Probability, 42 (2010), 1028-1056.
(with S.Iacus) Divergences test statistics for discretely observed diffusion processes, Journal of Statistical Planning and Inference, 140 (2010), 1744-1753.
(with S.Iacus) Clustering of discretely observed diffusion processes, Computational Statistics and Data Analysis, 54 (2010), 598-606.
Parametric estimation for planar random flights, Statistics and Probability Letters, 79 (2009), 2193-2199.
(with S.Iacus) On Rényi information for ergodic diffusion processes, Information Sciences, 179 (2009), 279-291.
(with S.Iacus) Parametric estimation for the standard and geometric telegraph process observed at discrete times, Statistical Inference for Stochastic Processes, 11 (2008), 249-263.
(with S.Iacus) Least squares volatility change point estimation for partially observed diffusion processes, Communications in Statistics - Theory and Methods, 37 (2008), 2342-2357.
(with E.Orsingher) Random flights in higher spaces, Journal of Theoretical Probability, 20 (2007), 769-806.
(with E.Orsingher) Random motions at finite velocity in a non-Euclidean space, Advances in Applied Probability, 39 (2007), 588-611.
(with E.Orsingher) A Darling-Siegert formula relating some Bessel integrals and random walks, Statistics and Probability Letters, 77 (2007), 667-680.
(with E.Orsingher) Some results on random flights, Scientiae Mathematicae Japonicae, 64 (2006), 351-356.
(with L.Sakhno and E.Orsingher) Motions with finite velocity analyzed with order statistics and differential equations, Theory of Probability and Mathematical Statistics, 71 (2005), 63-79.