Giovanna Nappo

Available identifiers

zbMath Open nappo.giovannaMaRDI QIDQ639059

List of research outcomes

Publication	Date of Publication	Type
Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes	2022-01-03	Paper
Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property	2020-04-28	Paper
A Feynman-Kac type formula for a fixed delay CIR model	2019-06-12	Paper
Strong convergence of a positive preserving drift-implicit Euler scheme for the fixed delay CIR process	2018-07-17	Paper
Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme	2011-09-18	Paper
Continuity of the Filter with Unbounded Observation Coefficients	2011-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q3015742	2011-07-13	Paper
On the Moments of the Modulus of Continuity of Itô Processes	2010-02-10	Paper
Kendall distributions and level sets in bivariate exchangeable survival models	2009-10-01	Paper
Nonlinear Filtering for Markov Systems with Delayed Observations	2009-08-17	Paper
Convergence in Nonlinear Filtering for Stochastic Delay Systems	2008-09-23	Paper
Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay	2008-09-22	Paper
Approximation of Nonlinear Filters for Markov Systems with Delayed Observations	2007-03-27	Paper
The hyper-Dirichlet process and its discrete approximations: The butterfly model	2006-04-28	Paper
Filtering of a reflected Brownian motion with respect to its local time	2006-04-28	Paper
Continuous time random walks and queues: explicit forms and approximations of the conditional law with respect to local times	2006-04-28	Paper
Rate of convergence to equilibrium of marked Hawkes processes	2003-02-13	Paper
Robust approximation in a filtering problem with real state space and counting observations	2001-06-21	Paper
Counting observations: A note on state estimation sensitivity with an \(L^1\)-bound	2001-01-01	Paper
Ordering properties of the TTT-plot of lifetimes with Schur joint densities	1999-03-02	Paper
A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters	1998-02-02	Paper
A filtering problem with counting observations: approximation with error bounds	1998-01-07	Paper
Martingale Approach for Modeling DNA Synthesis	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3702253	1985-01-01	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: Giovanna Nappo