The following pages link to Cristina Costantini (Q1103288):
Displaying 23 items.
- (Q853849) (redirect page) (← links)
- Boundary sensitivities for diffusion processes in time dependent domains (Q853852) (← links)
- On the convergence of sequences of stationary jump Markov processes (Q1055097) (← links)
- A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion (Q1103289) (← links)
- Some results on weak convergence of jump Markov processes and their stability properties (Q1172028) (← links)
- Diffusion approximation for a class of transport processes with physical reflection boundary conditions (Q1176363) (← links)
- The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations (Q1187100) (← links)
- Hydrodynamics limits for the Boltzmann process (Q1203248) (← links)
- Feynman-Kac's representation in time-space domains and sensitivity with respect to the domain (Q1409733) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- Existence and uniqueness of reflecting diffusions in cusps (Q1990215) (← links)
- Markov selection for constrained martingale problems (Q2279331) (← links)
- Wright-Fisher construction of the two-parameter Poisson-Dirichlet diffusion (Q2403145) (← links)
- Viscosity methods giving uniqueness for martingale problems (Q2515934) (← links)
- A SIMPLE VARIANCE REDUCTION METHOD WITH APPLICATIONS TO FINANCE AND QUEUEING THEORY (Q2724987) (← links)
- (Q3352230) (← links)
- Law of Large Numbers for DNA Distribution in an Interacting Cell Population (Q3356112) (← links)
- Explicit solution of an optimal stopping problem: the burn-in of conditionally exponential components (Q4339266) (← links)
- Numerical Approximation for Functionals of Reflecting Diffusion Processes (Q4388814) (← links)
- INFLATION, CENTRAL BANK AND SHORT-TERM INTEREST RATES: A NEW MODEL WITH CALIBRATION TO MARKET DATA (Q5061499) (← links)
- DIFFUSION APPROXIMATION FOR TRANSPORT PROCESSES WITH GENERAL REFLECTION BOUNDARY CONDITIONS (Q5483422) (← links)
- Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains (Q6123275) (← links)
- A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions (Q6616872) (← links)
