Sfoglia per Autore
Wright-fisher construction of the two-parameter poisson-dirichlet diffusion
2017-01-01 Costantini, C; De Blasi, P.; Ethier, S. N.; Ruggiero, M.; Spanò, D.
Existence and uniqueness of reflecting diffusions in cusps
2018-01-01 Costantini, Cristina; Kurtz, Thomas G.
Risk Neutral Valuation of Inflation-Linked Interest Rate Derivatives
2019-01-01 Antonacci, Flavia; Costantini, Cristina; D'Ippoliti, Fernanda; Papi, Marco
Markov selection for constrained martingale problems
2019-01-01 Costantini, C.; Kurtz, T. G.
Short-Term Interest Rate Estimation by Filtering in a Model Linking Inflation, the Central Bank and Short-Term Interest Rates
2021-01-01 Antonacci, Flavia; CAROLI COSTANTINI, Cristina; Papi, Marco
Inflation, Central Bank and short-term interest rates: A new model, with calibration to market data
2021-01-01 Antonacci, Flavia; Costantini, Cristina; D'Ippoliti, Fernanda; Papi, Marco
Existence and uniqueness of obliquely reflecting Brownian motion in nonpolyhedral, piecewise smooth cones, with an example of application to diffusion approximation of bandwidth sharing queues
2023-01-01 Costantini, Cristina
Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
2024-01-01 Costantini, Cristina; Kurtz, Thomas G.
A REVERSE ERGODIC THEOREM FOR INHOMOGENEOUS KILLED MARKOV CHAINS AND APPLICATION TO A NEW UNIQUENESS RESULT FOR REFLECTING DIFFUSIONS
2024-01-01 CAROLI COSTANTINI, Cristina; Kurtz Thomas, G.
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