TY  - GEN 
AU  - Di Crescenzo, Antonio
AU  - Musto, Sabina
AU  - Paraggio, Paola
AU  - Torres Ruiz, Francisco De Asís
PY  - 2025
UR  - https://hdl.handle.net/10481/104066
AB  - This work introduces and analyzes lognormal diffusion processes subject to random catastrophes,
i.e. random events which cause jumps and reset the process to a possibly different random
state. The model incorporates a binomial distribution for the...
LA  - eng
PB  - Elsevier
KW  - Lognormal diffusion processes
KW  - Binomial catastrophes
KW  - Maximum likelihood estimation
TI  - Special lognormal diffusion processes with binomial random catastrophes and applications to economic data
DO  - 10.1016/j.apm.2025.116146
ER  -