The following pages link to Marco Ferrante (Q370943):
Displaying 35 items.
- Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion (Q370944) (← links)
- Convergence of delay differential equations driven by fractional Brownian motion (Q423433) (← links)
- No-free-lunch theorems in the continuum (Q496010) (← links)
- On necessary conditions for the existence of finite-dimensional filters in discrete time (Q584214) (← links)
- Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\) (Q850730) (← links)
- Particle filtering approximations for a Gaussian-generalized inverse Gaussian model (Q1004258) (← links)
- A note on the stationarity of a threshold first-order bilinear process (Q1305226) (← links)
- Triangular stochastic differential equations with boundary conditions (Q1315174) (← links)
- On the Markov property of a stochastic difference equation (Q1338747) (← links)
- The Picard boundary value problem for a third order stochastic difference equation (Q1356822) (← links)
- An example of a non-Markovian stochastic two-point boundary value problem (Q1380396) (← links)
- Linear stochastic differential equations with functional boundary conditions. (Q1433893) (← links)
- Stochastic delay equations with hereditary drift: Estimates of the density (Q1589672) (← links)
- A Gaussian-generalized inverse Gaussian finite-dimensional filter. (Q1613659) (← links)
- Stochastic epidemic SEIRS models with a constant latency period (Q1679182) (← links)
- On a stochastic epidemic SEIHR model and its diffusion approximation (Q1694019) (← links)
- Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises (Q1805792) (← links)
- Markov field property of stochastic differential equations (Q1902951) (← links)
- On a stochastic delay difference equation with boundary conditions and its Markov property (Q1909959) (← links)
- A note about the filtering problem in discrete time making use of weak convergence of probability measures (Q1911774) (← links)
- Strong approximations for stochastic differential equations with boundary conditions (Q1915841) (← links)
- A stochastic epidemic model of COVID-19 disease (Q2132321) (← links)
- Strong approximations of Brownian sheet by uniform transport processes (Q2173248) (← links)
- Linear stochastic differential-algebraic equations with constant coefficients (Q2461003) (← links)
- On finite dimensional filtering in discrete time (Q3990347) (← links)
- Sul ruolo delle distribuzioni di classe esponenziale nel filtraggio (Q4007973) (← links)
- On the existence of finite-dimensional filters in discrete time (Q4022723) (← links)
- (Q4296484) (← links)
- Markov field property for stochastic differential equations with boundary conditions (Q4357813) (← links)
- (Q4379371) (← links)
- (Q4709775) (← links)
- (Q4882701) (← links)
- Finite dimensional filters for a discrete-time nonlinear system with generalized gaussian white noise (Q4892361) (← links)
- (Q5245273) (← links)
- SPDEs with coloured noise: Analytic and stochastic approaches (Q5429584) (← links)
