CAROLI COSTANTINI, Cristina

CAROLI COSTANTINI, Cristina  

DIPARTIMENTO DI ECONOMIA  

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Risultati 1 - 20 di 29 (tempo di esecuzione: 0.053 secondi).
Titolo Data di pubblicazione Autore(i) File
A confidence interval for Monte Carlo methods with an application to simulation of of obliquely reflecting Brownian motion 1988 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 CAROLI COSTANTINI, Cristina; Kurtz Thomas, G.
A simple variance reduction method with applications to finance and queueing theory 2001 Costantini, C.
Boundary sensitivities for diffusion processes in time dependent domains 2006 CAROLI COSTANTINI, Cristina; Gobet, E; EL KAROUI, N.
Diffusion approximation for a class of transport processes with physical reflection boundary conditions 1991 CAROLI COSTANTINI, Cristina
Diffusion approximation for a class of transport processes with physical reflection boundary conditions 1991 CAROLI COSTANTINI, Cristina
Diffusion approximation for transport processes with general reflection boundary conditions 2006 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 Costantini, Cristina
Existence and uniqueness of reflecting diffusions in cusps 2018 Costantini, Cristina; Kurtz, Thomas G.
Explicit solution of an optimal stopping problem: the burn-in of conditionally exponential components 1997 Costantini, C; Spizzichino, F.
Hydrodynamic limits for the Boltzmann process 1992 Costantini, C; Marra, R.
Inflation Derivatives and European Central Bank 2008 Costantini, C; D'Ippoliti, F; Papi, M.
Inflation, Central Bank and short-term interest rates: A new model, with calibration to market data 2021 Antonacci, Flavia; Costantini, Cristina; D'Ippoliti, Fernanda; Papi, Marco
Law of large numbers for DNA distribution in an interacting cell population 1991 Calzolari, A; Costantini, C; Gerardi, A.
Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains 2024 Costantini, Cristina; Kurtz, Thomas G.
Markov selection for constrained martingale problems 2019 Costantini, C.; Kurtz, T. G.
Monotonicity of Bayes sequential tests for multidimensional and censored observations 1998 Costantini, C; Pasqualucci, D.
Numerical approximation for functionals of reflecting diffusion processes 1998 Costantini, C; Pacchiarotti, B; Sartoretto, F.
On the convergence of sequences of stationary jump Markov processes 1983 Costantini, C; Gerardi, A; Nappo, G.
Optimal stopping of life testing: use of stochastic orderings in the case of conditionally exponential life-times 1991 CAROLI COSTANTINI, Cristina; Spizzichino, F.