Person:1103288

Available identifiers

zbMath Open costantini.cristinaMaRDI QIDQ1103288

List of research outcomes

Publication	Date of Publication	Type
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions	2024-10-09	Paper
Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains	2024-03-04	Paper
Existence and uniqueness of obliquely reflecting Brownian motion in nonpolyhedral, piecewise smooth cones, with an example of application to diffusion approximation of bandwidth sharing queues	2023-08-13	Paper
INFLATION, CENTRAL BANK AND SHORT-TERM INTEREST RATES: A NEW MODEL WITH CALIBRATION TO MARKET DATA	2022-03-11	Paper
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions	2021-06-14	Paper
Markov selection for constrained martingale problems	2019-12-12	Paper
Existence and uniqueness of reflecting diffusions in cusps	2018-10-25	Paper
Wright-Fisher construction of the two-parameter Poisson-Dirichlet diffusion	2017-09-15	Paper
Viscosity methods giving uniqueness for martingale problems	2015-08-07	Paper
Singular risk-neutral valuation equations	2012-11-15	Paper
Boundary sensitivities for diffusion processes in time dependent domains	2006-11-17	Paper
DIFFUSION APPROXIMATION FOR TRANSPORT PROCESSES WITH GENERAL REFLECTION BOUNDARY CONDITIONS	2006-08-14	Paper
Feynman-Kac's representation in time-space domains and sensitivity with respect to the domain	2003-10-22	Paper
A SIMPLE VARIANCE REDUCTION METHOD WITH APPLICATIONS TO FINANCE AND QUEUEING THEORY	2003-06-17	Paper
Numerical Approximation for Functionals of Reflecting Diffusion Processes	1998-05-10	Paper
Explicit solution of an optimal stopping problem: the burn-in of conditionally exponential components	1997-11-02	Paper
Hydrodynamics limits for the Boltzmann process	1994-09-28	Paper
The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations	1992-06-28	Paper
Diffusion approximation for a class of transport processes with physical reflection boundary conditions	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3352230	1991-01-01	Paper
Law of Large Numbers for DNA Distribution in an Interacting Cell Population	1991-01-01	Paper
A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion	1988-01-01	Paper
On the convergence of sequences of stationary jump Markov processes	1983-01-01	Paper
Some results on weak convergence of jump Markov processes and their stability properties	1982-01-01	Paper

Research outcomes over time

This page was built for person: Cristina Costantini