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Giovanna Nappo
Giovanna Nappo
Professore Associato, Dipartimento di Matematica, Sapienza Università di Roma
Email verificata su uniroma1.it
Titolo
Citata da
Citata da
Anno
On the moments of the modulus of continuity of Itô processes
M Fischer, G Nappo
Stochastic Analysis and Applications 28 (1), 103-122, 2009
932009
Rate of convergence to equilibrium of marked Hawkes processes
P Brémaud, G Nappo, GL Torrisi
Journal of Applied Probability 39 (1), 123-136, 2002
562002
Kendall distributions and level sets in bivariate exchangeable survival models
G Nappo, F Spizzichino
Information Sciences 179 (17), 2878-2890, 2009
532009
The filtered martingale problem
TG Kurtz, G Nappo
The Oxford Handbook of Nonlinear Filtering, 129-168, 2011
292011
Limit laws for a coagulation model of interacting random particles
G Nappo, E Orlandi
Annales de l'IHP Probabilités et statistiques 24 (3), 319-344, 1988
191988
Ordering properties of the TTT-plot of lifetimes with Schur joint densities
G Nappo, F Spizzichino
Statistics & probability letters 39 (3), 195-203, 1998
151998
A filtering problem with counting observations: error bounds due to the uncertainty on the infinitesimal parameters
A Calzolaria, G Nappo
Stochastics: An International Journal of Probability and Stochastic …, 1997
141997
The filtering problem in a model with grouped data and counting observation times
A Calzolari, G Nappo
Preprint. Available at http://www. mat. uniroma1. it/people/nappo/nappo. html, 2001
132001
A filtering problem with counting observations: approximation with error bounds
A Calzolari, G Nappo
Stochastics: An International Journal of Probability and Stochastic …, 1996
131996
Approximation of nonlinear filters for Markov systems with delayed observations
A Calzolari, P Florchinger, G Nappo
SIAM journal on control and optimization 45 (2), 599-633, 2006
112006
Counting Observations: A Note on State Estimation Sensitivity with an L1 -Bound
A Calzolari, G Nappo
Applied Mathematics and Optimization 44 (2), 177-201, 2001
112001
Nonlinear filtering for stochastic systems with fixed delay: Approximation by a modified Milstein scheme
A Calzolari, P Florchinger, G Nappo
Computers & Mathematics with Applications 61 (9), 2498-2509, 2011
102011
Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay
M Fischer, G Nappo
Applied Mathematics and Optimization 57 (2), 177-206, 2008
102008
Convergence in nonlinear filtering for stochastic delay systems
A Calzolari, P Florchinger, G Nappo
SIAM journal on control and optimization 46 (5), 1615-1636, 2007
102007
A reaction-diffusion model for moderately interacting particles
G Nappo, E Orlandi, H Rost
Journal of statistical physics 55 (3), 579-600, 1989
81989
Robust approximation in a filtering problem with real state space and counting observations
A Calzolari, G Nappo
Applied Mathematics and Optimization 42 (1), 51-71, 2000
62000
Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
R Foschi, G Nappo, FL Spizzichino
Dependence Modeling 9 (1), 394-423, 2021
52021
Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
R Foschi, G Nappo, FL Spizzichino
Dependence Modeling 9 (1), 394-423, 2021
52021
Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
G Nappo, F Spizzichino
Dependence Modeling 8 (1), 1-33, 2020
52020
Continuous time random walks and queues: explicit forms and approximations of the conditional law with respect to local times
G Nappo, B Torti
Stochastic processes and their applications 116 (4), 585-610, 2006
52006
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20