A New Model of Campi Flegrei Inflation and Deflation Episodes Based on Brownian Motion Driven by the Telegraph Process
Tóm tắt
Từ khóa
Tài liệu tham khảo
Amoruso A, Crescentini L, Linde AT, Sacks IS, Scarpa R, Romano P (2007) A horizontal crack in a layered structure satisfies deformation for the 2004–2006 uplift of Campi Flegrei. Geophys Res Lett 34:L22313. https://doi.org/10.1029/2007GL031644
Amoruso A, Crescentini L, Scarpa R, Bilham R, Linde AT, Sacks IS (2015) Abrupt magma chamber contraction and microseismicity at Campi Flegrei, Italy: Cause and effect determined from strainmeters and tiltmeters. J Geophys Res Solid Earth. https://doi.org/10.1002/2015JB012085
Asmussen S, Avram F, Pistorius MR (2004) Russian and American put options under exponential phase-type Lévy models. Stoch Proc Appl 109:79–111
Barberi F, Corrado G, Innocenti F, Luongo G (1986) Phlegraen Fields 1982–1984: brief chronicle of a volcano emergency in a densely populated area. Bull Volcanol 47:175–185
Beghin L, Nieddu L, Orsingher E (2001) Probabilistic analysis of the telegrapher’s process with drift by means of relativistic transformations. J Appl Math Stoch Anal 14:11–25
Briane V, Vimond M, Kervrann C (2016) An adaptive statistical test to detect non Brownian diffusion from particle trajectories. ISBI 2016—IEEE Symposium on Biomedical Imaging, Apr 2016, Prague, Czech Republic. pp 1–4, http://biomedicalimaging.org/2016/ . arXiv:hal-01416855
Corrado G, Guerra I, Lo Bascio A, Luongo G, Rampoldi F (1977) Inflation and microearthquake activity of Phlegraean Fields, Italy. Bull Volcanol 40:169–188
D’Auria L, Giudicepietro F, Aquino I, Borriello G, Del Gaudio C, Lo Bascio D, Martini M, Ricciardi GP, Ricciolino P, Ricco C (2011) Repeated fluid transfer episodes as a mechanism for the recent dynamics of Campi Flegrei caldera (1989–2010). J Geophys Res 116:B04313. https://doi.org/10.1029/2010JB007837
De Gregorio A, Iacus SM (2008) Parametric estimation for the standard and geometric telegraph process observed at discrete times. Stat Inference Stoch Proc 11:249–263
De Gregorio A, Iacus SM (2011) Least-squares change-point estimation for the telegraph process observed at discrete times. Statistics 45:349–359
Del Gaudio C, Aquino I, Ricciardi GP, Ricco C, Scandone R (2010) Unrest episodes at Campi Flegrei: a reconstruction of vertical ground movements during 1905–2009. J Volc Geotherm Res 195:48–56. https://doi.org/10.1016/j.jvolgeores.2010.05.014
Di Crescenzo A, Di Nardo E, Ricciardi LM (2005) Simulation of first-passage times for alternating Brownian motions. Methodol Comput Appl Probab 7:161–181
Di Crescenzo A, Iuliano A, Martinucci B, Zacks S (2013a) Generalized telegraph process with random jumps. J Appl Probab 50:450–463
Di Crescenzo A, Martinucci B (2013b) On the generalized telegraph process with deterministic jumps. Methodol Comput Appl Probab 15:215–235
Di Crescenzo A, Zacks S (2015) Probability law and flow function of Brownian motion driven by a generalized telegraph process. Methodol Comput Appl Probab 17:761–780
Di Vito MA et al (2016) Magma transfer at Campi Flegrei caldera (Italy) before the 1538 AD eruption. Sci Rep 6:32245. https://doi.org/10.1038/srep32245
Dvorak J, Berrino G (1991) Recent ground movement and seismic activity in Campi Flegrei, southern Italy, episodic growth of a resurgent dome. J Geophys Res 9:2309–2323
Dvorak J, Gasparini P (1991) History of earthquakes and vertical ground movement in Campi Flegrei caldera, Southern Italy: comparison of precursory events to the A.D. 1538 eruption of Monte Nuovo and activity since 1968. J Volcanol Geotherm Res 48:77–92
Guidoboni E, Ciuccarelli C (2011) The Campi Flegrei caldera: historical revision and new data on seismic crises, bradyseisms, the Monte Nuovo eruption and ensuing earthquakes (twelfth century 1582 AD). Bull Volcanol 73:655–677
Iacus SM, Yoshida N (2009) Estimation for the discretely observed telegraph process. Theory Probab Math Stat 78:37–47
Jobert A, Rogers LCG (2006) Option pricing with Markov-modulated dynamics. SIAM J Control Optim 44:2063–2078
Kagan YY, Knopoff L (1987) Random stress and earthquake statistics: time dependence. Geophys J R Astron Soc 88:723–731
Kolesnik AD, Ratanov N (2013) Telegraph processes and option pricing. Springer Briefs in Statistics. Springer, Heidelberg
Matthews MV, Ellsworth WL, Reasenberg PA (2002) A Brownian model for recurrent earthquakes. Bull Seismol Soc Am 92:2233–2250
Orsi G, Civetta L, Del Gaudio C, de Vita S, Di Vito MA, Isaia R, Petrazzuoli SM, Ricciardi GP, Ricco C (1999) Short-term deformations and seismicity in the resurgent Campi Flegrei caldera (Italy): an example of active block-resurgence in a densely populated area. J Volcanol Geotherm Res 91:415–451
Pozdnyakov V, Elbroch LM, Labarga A, Meyer T, Yan J (2017) Discretely observed Brownian motion governed by telegraph process: estimation. Methodol Comput Appl Probab (online first). https://doi.org/10.1007/s11009-017-9547-6
Ratanov N (2010) Option pricing model based on a Markov-modulated diffusion with jumps. Braz J Probab Stat 24:413–431
Ratanov N (2015) Telegraph processes with random jumps and complete market models. Methodol Comput Appl Probab 17:677–695
Ren Q, Kobayashi H (1998) Diffusion approximation modeling for Markov modulated bursty traffic and its applications to bandwidth allocation in ATM networks. IEEE J Sel Areas Comm 16:679–691
Saccorotti G, Petrosino S, Bianco F, Castellano M, Galluzzo D, La Rocca M, Del Pezzo E, Maccarelli L, Cusano P (2007) Seismicity associated with the 2004–2006 renewed round uplift at Campi Flegrei caldera, Italy. Phys Eart Plan Int 165:14–24
Scarpa R, Amoruso A, Crescentini L, Romano P, De Cesare W, Martini M, Scarpato G, Linde AT, Sacks SI (2007) New borehole strain system detects uplift at Campi Flegrei. EOS Trans AGU 88:197–203
Woo JYL, Kilburn K (2010) Intrusion and deformation at Campi Flegrei, southern Italy: sills, dikes, and regional extension. J Geophys Res 115:B12210. https://doi.org/10.1029/2009JB006913