Sfoglia per Autore
Some results on weak convergence of jump Markov processes and their stability properties
1982-01-01 Costantini, C; Nappo, G.
On the convergence of sequences of stationary jump Markov processes
1983-01-01 Costantini, C; Gerardi, A; Nappo, G.
A confidence interval for Monte Carlo methods with an application to simulation of of obliquely reflecting Brownian motion
1988-01-01 Calzolari, A; Costantini, C; Marchetti, F.
Optimal stopping of life testing: use of stochastic orderings in the case of conditionally exponential life-times
1991-01-01 CAROLI COSTANTINI, Cristina; Spizzichino, F.
Diffusion approximation for a class of transport processes with physical reflection boundary conditions
1991-01-01 CAROLI COSTANTINI, Cristina
Law of large numbers for DNA distribution in an interacting cell population
1991-01-01 Calzolari, A; Costantini, C; Gerardi, A.
Diffusion approximation for a class of transport processes with physical reflection boundary conditions
1991-01-01 CAROLI COSTANTINI, Cristina
The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations
1992-01-01 Costantini, C.
Hydrodynamic limits for the Boltzmann process
1992-01-01 Costantini, C; Marra, R.
Explicit solution of an optimal stopping problem: the burn-in of conditionally exponential components
1997-01-01 Costantini, C; Spizzichino, F.
Monotonicity of Bayes sequential tests for multidimensional and censored observations
1998-01-01 Costantini, C; Pasqualucci, D.
Numerical approximation for functionals of reflecting diffusion processes
1998-01-01 Costantini, C; Pacchiarotti, B; Sartoretto, F.
Variance reduction by antithetic random numbers of Monte Carlo nethods for unrestricted and reflecting diffusions
1999-01-01 Costantini, C.
A simple variance reduction method with applications to finance and queueing theory
2001-01-01 Costantini, C.
Représentation de Feynman-Kac dans de domaines temps-espace et sensibilité par rapport au domaine
2003-01-01 CAROLI COSTANTINI, Cristina; EL KAROUI, N; Gobet, E.
Diffusion approximation for transport processes with general reflection boundary conditions
2006-01-01 CAROLI COSTANTINI, Cristina; Kurtz, T. G.
Boundary sensitivities for diffusion processes in time dependent domains
2006-01-01 CAROLI COSTANTINI, Cristina; Gobet, E; EL KAROUI, N.
Inflation Derivatives and European Central Bank
2008-01-01 Costantini, C; D'Ippoliti, F; Papi, M.
Singular risk-neutral valuation equations
2012-01-01 CAROLI COSTANTINI, Cristina; Papi, M; D'Ippoliti, Fernanda
Viscosity methods giving uniqueness for martingale problems
2015-01-01 Costantini, C; Kurtz, T. G
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