On Fractional Stochastic Modeling of Neuronal Activity Including Memory Effects. - Giacomo Ascione; Enrica Pirozzi (EUROCAST (2), 2017)

Simulation of an α-Stable Time-Changed SIR Model. - Giacomo Ascione (EUROCAST (1), 2019)

A stochastic model for interacting neurons in the olfactory bulb. - Giacomo Ascione; Maria Francesca Carfora; Enrica Pirozzi (Biosyst., 2019)

A Sojourn-Based Approach to Semi-Markov Reinforcement Learning. - Giacomo Ascione; Salvatore Cuomo (J. Sci. Comput., 2022)

Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues. - Giacomo Ascione; Nikolai Leonenko; Enrica Pirozzi (Symmetry, 2022)

Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework. - Giacomo Ascione; Farshid Mehrdoust; Giuseppe Orlando; Oldouz Samimi (Appl. Math. Comput., 2023)

Mean-Field Sparse Optimal Control of Systems with Additive White Noise. - Giacomo Ascione; Daniele Castorina; Francesco Solombrino (SIAM J. Math. Anal., 2023)

Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model. - Giacomo Ascione; Michele Bufalo; Giuseppe Orlando (J. Comput. Appl. Math., 2024)

Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach. - Giacomo Ascione; Michele Bufalo; Giuseppe Orlando (Commun. Nonlinear Sci. Numer. Simul., 2024)