Antonella Calzolari

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Person:496740

Available identifiers

zbMath Open calzolari.antonellaMaRDI QIDQ496740

List of research outcomes





PublicationDate of PublicationType
An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time2022-09-30Paper
MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES2022-07-13Paper
Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case2022-07-05Paper
Martingale representation on enlarged filtrations: the role of the accessible jump times2017-08-19Paper
Enlargement of filtration and predictable representation property for semi-martingales2016-11-25Paper
Rare mutations in evolutionary dynamics2015-09-22Paper
Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme2011-09-18Paper
Nonlinear Filtering for Markov Systems with Delayed Observations2009-08-17Paper
Convergence in Nonlinear Filtering for Stochastic Delay Systems2008-09-23Paper
Approximation of Nonlinear Filters for Markov Systems with Delayed Observations2007-03-27Paper
Robust approximation in a filtering problem with real state space and counting observations2001-06-21Paper
Counting observations: A note on state estimation sensitivity with an \(L^1\)-bound2001-01-01Paper
Limit motion of an Ornstein–Uhlenbeck particle on the equilibrium manifold of a force field1998-11-03Paper
A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters1998-02-02Paper
A filtering problem with counting observations: approximation with error bounds1998-01-07Paper
Law of Large Numbers for DNA Distribution in an Interacting Cell Population1991-01-01Paper
A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion1988-01-01Paper

Research outcomes over time

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