Person:1103288

Available identifiers

zbMath Open costantini.cristinaMaRDI QIDQ1103288

List of research outcomes

Publication	Date of Publication	Type
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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Cristina Costantini