DI GIROLAMI, CRISTINA
DI GIROLAMI, CRISTINA
DIPARTIMENTO DI MATEMATICA
Ricercatori
Representation of stochastic optimal control problems with delay in the control variable
2024 Girolami, Cristina Di; Rosestolato, Mauro
A dam management problem with energy production as an optimal switching problem
2023 Chevalier Etienne , Di Girolami Cristina, Gaïgi M'hamed , Giovannini Elisa, Scotti Simone
About classical solutions of the path-dependent heat equation
2020 Russo Francesco; Di Girolami Cristina
La valutazione degli indizi secondo il Cardinale Newman: dalla Teologia al Diritto
2018 Arrigoni Bruno &; Peccati Lorenzo &; Di Girolami Cristina
Generically distributed investments on flexible projects and endogenous growth
2017 Bambi, Mauro; DI GIROLAMI, Cristina; Federico, Salvatore; Gozzi, Fausto
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
2016 Cosso, Andrea; Di Girolami, Cristina; Russo, Francesco
Generalized covariation for Banach space valued processes, Itô formula and applications
2014 DI GIROLAMI, Cristina; RUSSO F.
The covariation for Banach space valued processes and applications
2014 DI GIROLAMI, Cristina; FABBRI G.; RUSSO F.
Generalized covariation and extended Fukushima decompositions for Banach space valued processes. Applications to windows of Dirichlet processes
2012 DI GIROLAMI, Cristina; Russo F.
Clark-Ocone type formula for non-semimartingales with finite quadratic variation
2011 DI GIROLAMI, Cristina; Russo F.
On stochastic calculus related to financial assets without semimartingales
2011 Coviello R.; DI GIROLAMI, Cristina; Russo F.