Barbara Torti

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Martingale representation on enlarged filtrations: the role of the accessible jump times Stochastics	2025-04-07	Paper
An example of martingale representation in progressive enlargement by an accessible random time Springer Proceedings in Mathematics & Statistics	2022-09-30	Paper
Martingale representations in progressive enlargement by multivariate point processes International Journal of Theoretical and Applied Finance	2022-07-13	Paper
Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case Stochastics	2022-07-05	Paper
Martingale representation on enlarged filtrations: the role of the accessible jump times	2017-08-19	Paper
Enlargement of filtration and predictable representation property for semi-martingales Stochastics	2016-11-25	Paper
Rare mutations in evolutionary dynamics Journal of Differential Equations	2015-09-22	Paper
The conditional law of a \(\mathrm{M}/\mathrm{M}/1\) queue with respect to its departure process and idle time	2015-07-16	Paper
scientific article; zbMATH DE number 5214400 (Why is no real title available?)	2007-11-26	Paper
Filtering of a reflected Brownian motion with respect to its local time Stochastic Processes and their Applications	2006-04-28	Paper
Continuous time random walks and queues: explicit forms and approximations of the conditional law with respect to local times Stochastic Processes and their Applications	2006-04-28	Paper
Filtering equations for the conditional law of residual lifetimes from a heterogeneous population Journal of Applied Probability	2001-09-02	Paper
Exchangeable mixture models for lifetimes: the role of ``occupation numbers''. Statistics & Probability Letters	2000-12-03	Paper

Research outcomes over time

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