| Publication | Date of Publication | Type |
|---|
A stochastic epidemic model of COVID-19 disease
AIMS Mathematics | 2022-04-27 | Paper |
Strong approximations of Brownian sheet by uniform transport processes
Collectanea Mathematica | 2020-04-22 | Paper |
On a stochastic epidemic SEIHR model and its diffusion approximation
Test | 2018-02-01 | Paper |
Stochastic epidemic SEIRS models with a constant latency period
Mediterranean Journal of Mathematics | 2017-11-08 | Paper |
| On the coupon-collector's problem with several parallel collections | 2016-09-14 | Paper |
No-free-lunch theorems in the continuum
Theoretical Computer Science | 2015-09-16 | Paper |
| scientific article; zbMATH DE number 6423126 (Why is no real title available?) | 2015-04-07 | Paper |
Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion
Journal of Evolution Equations | 2013-09-20 | Paper |
| A note on the coupon - collector's problem with multiple arrivals and the random sampling | 2012-09-12 | Paper |
Convergence of delay differential equations driven by fractional Brownian motion
Journal of Evolution Equations | 2012-06-02 | Paper |
| On the geometric ergodicity of nonlinear multivariate time series | 2012-03-18 | Paper |
Particle filtering approximations for a Gaussian-generalized inverse Gaussian model
Statistics & Probability Letters | 2009-03-02 | Paper |
SPDEs with coloured noise: Analytic and stochastic approaches
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
SPDEs with coloured noise: Analytic and stochastic approaches
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
SPDEs with coloured noise: Analytic and stochastic approaches
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Linear stochastic differential-algebraic equations with constant coefficients
Electronic Communications in Probability | 2007-11-19 | Paper |
Linear stochastic differential-algebraic equations with constant coefficients
Electronic Communications in Probability | 2007-11-19 | Paper |
Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
Bernoulli | 2006-11-06 | Paper |
Linear stochastic differential equations with functional boundary conditions.
The Annals of Probability | 2004-07-01 | Paper |
Linear stochastic differential equations with functional boundary conditions.
The Annals of Probability | 2004-07-01 | Paper |
| scientific article; zbMATH DE number 1932861 (Why is no real title available?) | 2003-06-23 | Paper |
A Gaussian-generalized inverse Gaussian finite-dimensional filter.
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Stochastic delay equations with hereditary drift: Estimates of the density
Journal of Functional Analysis | 2001-10-06 | Paper |
A note on the stationarity of a threshold first-order bilinear process
Statistics & Probability Letters | 2000-03-27 | Paper |
Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises
Stochastic Processes and their Applications | 1999-11-18 | Paper |
An example of a non-Markovian stochastic two-point boundary value problem
Bernoulli | 1998-11-24 | Paper |
Markov field property for stochastic differential equations with boundary conditions
Stochastics and Stochastic Reports | 1998-05-04 | Paper |
| scientific article; zbMATH DE number 1121857 (Why is no real title available?) | 1998-02-25 | Paper |
The Picard boundary value problem for a third order stochastic difference equation
Rendiconti del Seminario Matematico della Università di Padova | 1997-11-02 | Paper |
The Picard boundary value problem for a third order stochastic difference equation
Rendiconti del Seminario Matematico della Università di Padova | 1997-11-02 | Paper |
Finite dimensional filters for a discrete-time nonlinear system with generalized gaussian white noise
Stochastics and Stochastic Reports | 1997-01-05 | Paper |
| scientific article; zbMATH DE number 890830 (Why is no real title available?) | 1996-11-12 | Paper |
Strong approximations for stochastic differential equations with boundary conditions
Stochastic Processes and their Applications | 1996-08-05 | Paper |
Markov field property of stochastic differential equations
The Annals of Probability | 1996-07-18 | Paper |
A note about the filtering problem in discrete time making use of weak convergence of probability measures
Applied Mathematics and Optimization | 1996-04-24 | Paper |
On a stochastic delay difference equation with boundary conditions and its Markov property
Stochastic Processes and their Applications | 1996-03-26 | Paper |
| scientific article; zbMATH DE number 591188 (Why is no real title available?) | 1995-06-13 | Paper |
On the Markov property of a stochastic difference equation
Stochastic Processes and their Applications | 1995-04-19 | Paper |
Triangular stochastic differential equations with boundary conditions
Rendiconti del Seminario Matematico della Università di Padova | 1994-03-07 | Paper |
Triangular stochastic differential equations with boundary conditions
Rendiconti del Seminario Matematico della Università di Padova | 1994-03-07 | Paper |
On the existence of finite-dimensional filters in discrete time
Stochastics and Stochastic Reports | 1993-01-17 | Paper |
Sul ruolo delle distribuzioni di classe esponenziale nel filtraggio
Rendiconti del Seminario Matematico e Fisico di Milano | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 38041 (Why is no real title available?) | 1992-06-28 | Paper |
On necessary conditions for the existence of finite-dimensional filters in discrete time
Systems & Control Letters | 1990-01-01 | Paper |
