Antonella Calzolari

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
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
Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme Computers & Mathematics with Applications	2011-09-18	Paper
Nonlinear Filtering for Markov Systems with Delayed Observations International Journal of Applied Mathematics and Computer Science	2009-08-17	Paper
Convergence in Nonlinear Filtering for Stochastic Delay Systems SIAM Journal on Control and Optimization	2008-09-23	Paper
Approximation of Nonlinear Filters for Markov Systems with Delayed Observations SIAM Journal on Control and Optimization	2007-03-27	Paper
Robust approximation in a filtering problem with real state space and counting observations Applied Mathematics and Optimization	2001-06-21	Paper
Counting observations: A note on state estimation sensitivity with an \(L^1\)-bound Applied Mathematics and Optimization	2001-01-01	Paper
Limit motion of an Ornstein–Uhlenbeck particle on the equilibrium manifold of a force field Journal of Applied Probability	1998-11-03	Paper
A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters Stochastics and Stochastic Reports	1998-02-02	Paper
A filtering problem with counting observations: approximation with error bounds Stochastics and Stochastic Reports	1998-01-07	Paper
Law of Large Numbers for DNA Distribution in an Interacting Cell Population SIAM Journal on Applied Mathematics	1991-01-01	Paper
A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion Stochastic Processes and their Applications	1988-01-01	Paper

Research outcomes over time

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