Sfoglia per ???browse.type.metadata.subjectErc2011??? PE1_13 - Probability
Bayesian sequential testing for Lévy processes with diffusion and jump components
2016 Buonaguidi, Bruno; Muliere, P.
Buffon type problems in archimedean tilings I
2013 Vassallo, Salvatore Flavio
Central limit theorem for an adaptive randomly reinforced urn model
2017 Ghiglietti, Andrea; Vidyashankar, Anand N.; Rosenberger, William F.
A collocation method for the sequential testing of a gamma process
2015 Buonaguidi, Bruno; Muliere, P.
Detecting serial dependencies with the reproducibility probability autodependogram
2014 Bagnato, Luca; De Capitani, Lucio; Punzo, Antonio
Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen
2017 Buonaguidi, Bruno
Double continuation regions for American and Swing options with negative discount rate in Levy models
2019 De Donno, Marzia; Palmowski, Zbigniew; Tumilewicz, Joanna
Dynamic optimality in optimal variance stopping problems
2018 Buonaguidi, Bruno
Dynamics of an adaptive randomly reinforced urn
2018 Aletti, Giacomo; Ghiglietti, Andrea; Vidyashankar, Anand N.
Envelope theorems in Banach lattices and asset pricing
2015 Battauz, Anna; De Donno, Marzia; Ortu, Fulvio
Exact tests for the means of Gaussian stochastic processes
2017 Ghiglietti, Andrea; Paganoni, Anna Maria
Interacting generalized Friedman's urn systems
2017 Aletti, Giacomo; Ghiglietti, Andrea
Intertemporal asset pricing and the marginal utility of wealth
2011 A., Battauz; De Donno, Marzia; F., Ortu
Model selection for forecasting mortality rates
2016 Clemente, Gian Paolo
Nonparametric covariate-adjusted response-adaptive design based on a functional urn model
2017 Aletti, Giacomo; Ghiglietti, Andrea; Rosenberger, William F.
A note on completeness in large financial markets
2004 De Donno, Marzia
On a class of generalized integrands
2007 De Donno, Marzia
On a lemma by Ansel and Stricker
2007 De Donno, Marzia; M., Pratelli
On linear regression models in infinite dimensional spaces with scalar response
2017 Ghiglietti, Andrea; Ieva, Francesca; Paganoni, Anna Maria; Aletti, Giacomo
On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay
2021 Buonaguidi, Bruno
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