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DI GIROLAMI, CRISTINA

DI GIROLAMI, CRISTINA  

MAT - DIPARTIMENTO DI MATEMATICA  

Ricercatori  

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Risultati 1 - 13 di 13 (tempo di esecuzione: 0.019 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
The design of optimal re-insurance contracts when losses are clustered Bernis, Guillaume; Di Girolami, Cristina; Scotti, Simone 2025-01-01 MATHEMATICS AND FINANCIAL ECONOMICS - 1.01 Articolo in rivista -
A dam management problem with energy production as an optimal switching problem Chevalier, Etienne; DI GIROLAMI, Cristina; Gaïgi, M'Hamed; Giovannini, Elisa; Scotti, Simone 2024-01-01 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY - 1.01 Articolo in rivista Appl Stoch Models Bus Ind - 2023 - Chevalier - A dam management problem with energy production as an optimal switching.pdf
Notion of quadratic variation in Banach spaces Di Girolami, Cristina 2024-01-01 STOCHASTIC ANALYSIS AND APPLICATIONS - 1.01 Articolo in rivista Articolo_SenzaFormatoRivista.pdf
Representation of stochastic optimal control problems with delay in the control variable Girolami, Cristina Di; Rosestolato, Mauro 2024-01-01 DECISIONS IN ECONOMICS AND FINANCE - 1.01 Articolo in rivista s10203-024-00465-x.pdf
About classical solutions of the path-dependent heat equation Russo Francesco; Di Girolami Cristina 2020-01-01 RANDOM OPERATORS AND STOCHASTIC EQUATIONS - 1.01 Articolo in rivista 10.1515_rose-2020-2028 (1).pdf
La valutazione degli indizi secondo il Cardinale Newman: dalla Teologia al Diritto Arrigoni Bruno &; Peccati Lorenzo &; Di Girolami Cristina 2018-01-01 CASSAZIONE PENALE - 1.01 Articolo in rivista -
Generically distributed investments on flexible projects and endogenous growth Bambi, Mauro; DI GIROLAMI, Cristina; Federico, Salvatore; Gozzi, Fausto 2017-01-01 ECONOMIC THEORY - 1.01 Articolo in rivista -
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations Cosso, Andrea; Di Girolami, Cristina; Russo, Francesco 2016-01-01 CONTEMPORARY MATHEMATICS American Mathematical Society 2.01 Capitolo / saggio in libro -
Generalized covariation for Banach space valued processes, Itô formula and applications Di Girolami, Cristina; Russo, F. 2014-01-01 OSAKA JOURNAL OF MATHEMATICS - 1.01 Articolo in rivista -
The covariation for Banach space valued processes and applications DI GIROLAMI, Cristina; FABBRI G.; RUSSO F. 2014-01-01 METRIKA - 1.01 Articolo in rivista -
Generalized covariation and extended Fukushima decompositions for Banach space valued processes. Applications to windows of Dirichlet processes DI GIROLAMI, Cristina; Russo F. 2012-01-01 INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS - 1.01 Articolo in rivista -
Clark-Ocone type formula for non-semimartingales with finite quadratic variation DI GIROLAMI, Cristina; Russo F. 2011-01-01 COMPTES RENDUS MATHÉMATIQUE - 1.01 Articolo in rivista -
On stochastic calculus related to financial assets without semimartingales Coviello R.; DI GIROLAMI, Cristina; Russo F. 2011-01-01 BULLETIN DES SCIENCES MATHEMATIQUES - 1.01 Articolo in rivista -