CALZOLARI, ANTONELLA
CALZOLARI, ANTONELLA
Dipartimento di Matematica
A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion
1988-01-01 Calzolari, A; Costantini, C; Marchetti, F
A Filtering Problem with Counting Observations: Approximations with Error Bounds
1996-01-01 Calzolari, A; Nappo, G
A Filtering Problem with Counting Observations: Error Bounds due to the Uncertainty on the Infinitesimal Parameters
1997-04-01 Calzolari, A; Nappo, G
A note on the strong predictable representation property and enlargement of filtration
2022-05-01 Calzolari, A; Torti, B
An example of martingale representation in progressive enlargement by an accessible random time
2019-09-01 Calzolari, A; Torti, B
Approximation of nonlinear filters for Markov systems with delayed observations
2006-01-01 Calzolari, A; Florchinger, P; Nappo, G
Approximation of nonlinear filters for Markov systems with delayed observations
2006-12-01 Calzolari, A
Convergence in nonlinear filtering for stochastic delay systems
2007-11-01 Calzolari, A; Florchinger, P; Nappo, G
Counting observations: A note on state estimation sensitivity with an L1-bound
2001-06-01 Calzolari, A; Nappo, G
Enlargement of filtration and predictable representation property for semi-martingales
2016-01-01 Calzolari, A; Torti, B
Law of large numbers for DNA distribution in an interacting cell population
1991-02-01 Calzolari, A; Costantini, C; Gerardi, A
Limit motion of an Ornstein-Uhlenbeck particle on the equilibrium manifold of a force field
1997-12-01 Calzolari, A; Marchetti, F
Martingale representations in progressive enlargement by multivariate point processes
2022-01-01 Calzolari, A; Torti, B
Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case
2019-01-01 Calzolari, A; Torti, B
Nonlinear filtering for Markov diffusion systems with delayed observations
2003-01-01 Calzolari, A; Florchinger, P; Nappo, G
Nonlinear Filtering for Markov Systems with Delayed Observations
2009-03-01 Calzolari, A; Florchinger, P; Nappo, G
Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme
2011-05-01 Calzolari, A; Florchinger, P; Nappo, G
Rare mutations in evolutionary dynamics
2015-01-01 Amadori, A; Calzolari, A; Natalini, R; Torti, B
Robust approximation in a filtering problem with real state space and counting observations
2000-12-01 Calzolari, A; Nappo, G