CAROLI COSTANTINI, Cristina
CAROLI COSTANTINI, Cristina
DIPARTIMENTO DI ECONOMIA
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.
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.
A simple variance reduction method with applications to finance and queueing theory
2001-01-01 Costantini, C.
Boundary sensitivities for diffusion processes in time dependent domains
2006-01-01 CAROLI COSTANTINI, Cristina; Gobet, E; EL KAROUI, N.
Diffusion approximation for a class of transport processes with physical reflection boundary conditions
1991-01-01 CAROLI COSTANTINI, Cristina
Diffusion approximation for a class of transport processes with physical reflection boundary conditions
1991-01-01 CAROLI COSTANTINI, Cristina
Diffusion approximation for transport processes with general reflection boundary conditions
2006-01-01 CAROLI COSTANTINI, Cristina; Kurtz, T. G.
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
Existence and uniqueness of reflecting diffusions in cusps
2018-01-01 Costantini, Cristina; Kurtz, Thomas G.
Explicit solution of an optimal stopping problem: the burn-in of conditionally exponential components
1997-01-01 Costantini, C; Spizzichino, F.
Hydrodynamic limits for the Boltzmann process
1992-01-01 Costantini, C; Marra, R.
Inflation Derivatives and European Central Bank
2008-01-01 Costantini, C; D'Ippoliti, F; Papi, M.
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
Law of large numbers for DNA distribution in an interacting cell population
1991-01-01 Calzolari, A; Costantini, C; Gerardi, A.
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.
Markov selection for constrained martingale problems
2019-01-01 Costantini, C.; Kurtz, T. G.
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.
On the convergence of sequences of stationary jump Markov processes
1983-01-01 Costantini, C; Gerardi, A; Nappo, G.
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.