Sfoglia per Autore
Large deviations for generalized conditioned Gaussian processes and their bridges
2019-06-01 Pacchiarotti, B
Asymptotic results for weighted means of linear combinations of independent Poisson random variables
2020-01-01 Giuliano, R; Macci, C; Pacchiarotti, B
Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion
2020-01-01 Pacchiarotti, B
Optimal importance sampling for continuous Gaussian fields
2020-01-01 Pacchiarotti, B
Some large deviations principles for time-changed Gaussian processes
2020-11-01 Pacchiarotti, B
Large deviations for a class of tempered subordinators and their inverse processes
2021-01-01 Leonenko, N; Macci, C; Pacchiarotti, B
Pathwise asymptotics for Volterra type stochastic volatility models
2021-01-01 Cellupica, M; Pacchiarotti, B
Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables
2022-01-01 Calì, C; Longobardi, M; Macci, C; Pacchiarotti, B
Asymptotic results for families of random variables having power series distributions
2022-01-01 Macci, C; Pacchiarotti, B; Villa, E
Asymptotics for multifactor Volterra type stochastic volatility models
2023-01-01 Catalini, G; Pacchiarotti, B
Short-Time Asymptotics for Non-Self-Similar Stochastic Volatility Models
2023-01-01 Giorgio, G; Pacchiarotti, B; Pigato, P
Asymptotic results for certain first-passage times and areas of renewal processes
2023-01-01 Macci, C; Pacchiarotti, B
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