11573/1747422 - 2025 -
Optimal self-protection via BSDEs for risk models with jump clusters Brachetta, Matteo; Callegaro, Giorgia; Ceci, Claudia; Sgarra, Carlo - 01a Articolo in rivista
rivista: SIAM JOURNAL ON CONTROL AND OPTIMIZATION ([Philadelphia, Pa.] : SIAM) pp. - - issn: 1095-7138 - wos: (0) - scopus: (0)
11573/1738066 - 2025 -
Optimal reinsurance in a dynamic contagion model: comparing self-exciting and externally-exciting risks Ceci, Claudia; Cretarola, Alessandra - 01a Articolo in rivista
rivista: QUANTITATIVE FINANCE (Abingdon: Taylor & Francis
Bristol: Institute of Physics Publishing, 2001-) pp. - - issn: 1469-7696 - wos: (0) - scopus: (0)
11573/1692047 - 2024 -
Optimal reinsurance via BSDEs in a partially observable model with jump clusters Brachetta, Matteo; Callegaro, Giorgia; Ceci, Claudia; Sgarra, Carlo - 01a Articolo in rivista
rivista: FINANCE AND STOCHASTICS (Springer Verlag Germany:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 3450, EMAIL: g.braun@springer.de, INTERNET: http://www.springer.de, Fax: 011 49 6221 345229) pp. 453-495 - issn: 0949-2984 - wos: WOS:001105305600001 (5) - scopus: 2-s2.0-85176801552 (6)
11573/1707922 - 2024 -
Addressing the financial impact of natural disasters in the era of climate change Bufalo, M.; Ceci, C.; Orlando, G. - 01a Articolo in rivista
rivista: THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (New York, NY: JAI Press / Elsevier Science
Greenwich, CT : JAI Press for the North American Economics and Finance Association, 1992-) pp. - - issn: 1062-9408 - wos: WOS:001236291400001 (8) - scopus: 2-s2.0-85191299834 (8)
11573/1660635 - 2024 -
Modelling the industrial production of electric and gas utilities through a stochastic the CIR3 model Ceci, Claudia; Bufalo, Michele; Orlando, Giuseppe - 01a Articolo in rivista
rivista: MATHEMATICS AND FINANCIAL ECONOMICS (Berlin ; New York : Springer-Verlag, [c1983-1988]) pp. - - issn: 1862-9679 - wos: WOS:001158733700001 (2) - scopus: 2-s2.0-85184492847 (2)
11573/1717673 - 2024 -
Portfolio and reinsurance optimization under unknown market price of risk Ceci, Claudia; Colaneri, Katia - 01a Articolo in rivista
rivista: QUANTITATIVE FINANCE (Abingdon: Taylor & Francis
Bristol: Institute of Physics Publishing, 2001-) pp. - - issn: 1469-7688 - wos: WOS:001291416800001 (0) - scopus: 2-s2.0-85201304573 (0)
11573/1739929 - 2023 -
Utility maximization for reinsurance policies in a dynamic contagion claim model Cretarola, Alessandra; Ceci, Claudia - 01h Abstract in rivista
rivista: OBERWOLFACH REPORTS (Zürich (ETH-Zentrum FLI C1,8092) : European Mathematical Society, EMS Publishing House, cop. 2004-) pp. 2623-2624 - issn: 1660-8933 - wos: (0) - scopus: (0)
11573/1672799 - 2022 -
A stochastic control approach to public debt management Brachetta, M.; Ceci, C. - 01a Articolo in rivista
rivista: MATHEMATICS AND FINANCIAL ECONOMICS (Berlin ; New York : Springer-Verlag, [c1983-1988]) pp. 749-778 - issn: 1862-9679 - wos: WOS:000836354100001 (3) - scopus: 2-s2.0-85135326736 (3)
11573/1660618 - 2022 -
Optimal reinsurance and investment under common shock dependence between financial and actuarial markets Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - 01a Articolo in rivista
rivista: INSURANCE MATHEMATICS & ECONOMICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 252-278 - issn: 0167-6687 - wos: WOS:000802755400004 (20) - scopus: 2-s2.0-85129252678 (22)
11573/1660613 - 2021 -
Optimal Reinsurance Problem under Fixed Cost and Exponential Preferences Brachetta, Matteo; Ceci, Claudia - 01a Articolo in rivista
rivista: MATHEMATICS (Basel: MDPI AG, 2013-) pp. 1-20 - issn: 2227-7390 - wos: WOS:000624191600001 (1) - scopus: 2-s2.0-85100987807 (3)
11573/1660601 - 2020 -
Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives Bo, Lijun; Ceci, Claudia - 01a Articolo in rivista
rivista: APPLIED MATHEMATICS AND OPTIMIZATION (New York : Springer Verlag) pp. 799-850 - issn: 0095-4616 - wos: WOS:000566445500014 (4) - scopus: 2-s2.0-85059332722 (6)
11573/1660632 - 2020 -
A BSDE-based approach for the optimal reinsurance problem under partial information Brachetta, Matteo; Ceci, Claudia - 01a Articolo in rivista
rivista: INSURANCE MATHEMATICS & ECONOMICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1-16 - issn: 0167-6687 - wos: WOS:000589857600001 (15) - scopus: 2-s2.0-85090573855 (15)
11573/1660631 - 2020 -
Optimal reduction of public debt under partial observation of the economic growth Callegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio - 01a Articolo in rivista
rivista: FINANCE AND STOCHASTICS (Springer Verlag Germany:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 3450, EMAIL: g.braun@springer.de, INTERNET: http://www.springer.de, Fax: 011 49 6221 345229) pp. 1083-1132 - issn: 0949-2984 - wos: WOS:000570134000001 (10) - scopus: 2-s2.0-85091102913 (10)
11573/1660617 - 2020 -
Indifference pricing of pure endowments via BSDEs under partial information Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - 01a Articolo in rivista
rivista: SCANDINAVIAN ACTUARIAL JOURNAL (Stockholm : Almqvist & Wiksell, 1999-) pp. 904-933 - issn: 1651-2030 - wos: WOS:000547722900001 (5) - scopus: 2-s2.0-85087871215 (8)
11573/1660621 - 2020 -
Value adjustments and dynamic hedging of reinsurance counterparty risk Ceci, Claudia; Colaneri, Katia; Frey, Rüdiger; Köck, Verena - 01a Articolo in rivista
rivista: SIAM JOURNAL ON FINANCIAL MATHEMATICS (Philadelphia: SIAM Society for Industrial and Applied Mathematics) pp. 788-814 - issn: 1945-497X - wos: WOS:000576509000007 (4) - scopus: 2-s2.0-85091864092 (4)
11573/1660614 - 2019 -
Optimal proportional reinsurance and investment for stochastic factor models Brachetta, Matteo; Ceci, C. - 01a Articolo in rivista
rivista: INSURANCE MATHEMATICS & ECONOMICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 15-33 - issn: 0167-6687 - wos: WOS:000473379900002 (31) - scopus: 2-s2.0-85064317061 (32)
11573/1660605 - 2019 -
Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models Brachetta, Matteo; Ceci, Claudia - 01a Articolo in rivista
rivista: RISKS (Basel : MDPI) pp. - - issn: 2227-9091 - wos: WOS:000474937700014 (8) - scopus: 2-s2.0-85066945269 (11)
11573/1660611 - 2017 -
The Follmer-Schweizer decomposition under incomplete information Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - 01a Articolo in rivista
rivista: STOCHASTICS (Abingdon : Taylor & Francis, 2005-) pp. 1166-1200 - issn: 1744-2508 - wos: WOS:000417813000003 (2) - scopus: 2-s2.0-85012912541 (3)
11573/1660615 - 2017 -
Unit-linked life insurance policies: Optimal hedging in partially observable market models Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - 01a Articolo in rivista
rivista: INSURANCE MATHEMATICS & ECONOMICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 149-163 - issn: 0167-6687 - wos: WOS:000412617200014 (11) - scopus: 2-s2.0-85029601557 (13)
11573/1660583 - 2017 -
Recent advances in nonlinear filtering with a financial application to derivatives hedging under incomplete information Ceci, Claudia; K., Colaneri - 02a Capitolo o Articolo
libro: BAYESIAN INFERENCE - (978-953-51-3577-7)
11573/1660607 - 2015 -
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization Ceci, Claudia; Colaneri, Katia; A., Cretarola - 01a Articolo in rivista
rivista: INSURANCE MATHEMATICS & ECONOMICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 47-60 - issn: 0167-6687 - wos: WOS:000349192500006 (10) - scopus: 2-s2.0-84912073825 (10)
11573/1660630 - 2015 -
Local risk-minimization under restricted information on asset prices Ceci, Claudia; Colaneri, Katia; Alessandra, Cretarola - 01a Articolo in rivista
rivista: ELECTRONIC JOURNAL OF PROBABILITY (Seattle, Wash.: Department of Mathematics, University of Washington.) pp. 1-31 - issn: 1083-6489 - wos: WOS:000361023600001 (7) - scopus: 2-s2.0-84941347409 (10)
11573/1660596 - 2014 -
BSDEs under partial information and financial applications Ceci, Claudia; A., Cretarola; F., Russo - 01a Articolo in rivista
rivista: STOCHASTIC PROCESSES AND THEIR APPLICATIONS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 2628-2653 - issn: 0304-4149 - wos: WOS:000337647400004 (17) - scopus: 2-s2.0-84898622844 (21)
11573/1660606 - 2014 -
The Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness Ceci, Claudia; Colaneri, Katia - 01a Articolo in rivista
rivista: APPLIED MATHEMATICS AND OPTIMIZATION (New York : Springer Verlag) pp. 47-82 - issn: 0095-4616 - wos: WOS:000330985300003 (28) - scopus: 2-s2.0-84894079005 (29)
11573/1660623 - 2014 -
A Benchmark Approach to Risk-Minimization under Partial Information Ceci, Claudia; Colaneri, Katia; Cretarola, A. - 01a Articolo in rivista
rivista: INSURANCE MATHEMATICS & ECONOMICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 129-146 - issn: 0167-6687 - wos: WOS:000335432100013 (8) - scopus: 2-s2.0-84893780433 (9)
11573/1660609 - 2014 -
GKW representation theorem under restricted information. An application to risk-minimization Ceci, Claudia; Cretarola, A.; Russo, F. - 01a Articolo in rivista
rivista: STOCHASTICS AND DYNAMICS (World Scientific.) pp. - - issn: 0219-4937 - wos: WOS:000333352300004 (13) - scopus: 2-s2.0-84897114782 (14)
11573/1660585 - 2013 -
Optimal investment-consumption for partially observed jump-diffusions Ceci, Claudia - 04b Atto di convegno in volume
congresso: Seventh Seminar on Stochastic Analysis, Random Fields and Applications, (Ascona, Svizzera)
libro: Seminar on Stochastic Analysis, Random Fields and Applications - (9783034805452)
11573/1660633 - 2012 -
UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS Ceci, Claudia - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE (World Scientific Publishing Company:PO Box 128, Farrer Road, Singapore 912805 Singapore:011 65 6 4665775, EMAIL: journal@wspc.com.sg, INTERNET: http://www.wspc.com.sg, http://www.worldscinet.com, Fax: 011 65 6 4677667) pp. 24-58 - issn: 0219-0249 - wos: (0) - scopus: 2-s2.0-84866862390 (14)
11573/1660590 - 2012 -
NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONS Ceci, Claudia; Colaneri, Katia - 01a Articolo in rivista
rivista: ADVANCES IN APPLIED PROBABILITY (Applied Probability:School of Mathematics and Statistics, The University, Sheffield S3 7RH United Kingdom:EMAIL: s.c.boyles@sheffield.ac.uk, INTERNET: http://www.shef.ac.uk/uni/companies/apt, Fax: 011 44 114 2729782) pp. 678-701 - issn: 0001-8678 - wos: WOS:000310413800005 (29) - scopus: 2-s2.0-84872061233 (30)
11573/1660587 - 2011 -
Optimal investment problems with marked point stock dynamics Ceci, Claudia - 04b Atto di convegno in volume
congresso: Sixth Seminar on Stochastic Analysis, Random Fields and Applications (Ascona, Svizzera)
libro: Seminar on Stochastic Analysis, Random Fields and Applications VI - (9783034800211)
11573/1660602 - 2011 -
UTILITY INDIFFERENCE VALUATION FOR JUMP RISKY ASSETS Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: DECISIONS IN ECONOMICS AND FINANCE (Milano, Italy: Springer-Verlag Italia Srl) pp. 85-120 - issn: 1593-8883 - wos: (0) - scopus: 2-s2.0-80052941200 (6)
11573/1660622 - 2010 -
WEALTH OPTIMIZATION AND DUAL PROBLEMS FOR JUMP STOCK DYNAMICS WITH STOCHASTIC FACTOR Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: STOCHASTICS (Abingdon : Taylor & Francis, 2005-) pp. 403-425 - issn: 1744-2508 - wos: WOS:000282588600001 (4) - scopus: 2-s2.0-77957887960 (5)
11573/1660591 - 2009 -
An HJB approach to exponential utility maximization for jump processes Ceci, Claudia - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF RISK ASSESSMENT AND MANAGEMENT (Inderscience Enterprises Limited:29 route de Pre-Bois, CP 896, CH-1215 Geneva Switzerland:011 44 1234 713365, EMAIL: subs@inderscience.com, INTERNET: http://www.inderscience.com, Fax: 011 41 22 7910885
Milton Keynes: Inderscience Enterprises.) pp. 104-121 - issn: 1466-8297 - wos: (0) - scopus: 2-s2.0-58049192616 (7)
11573/1660589 - 2009 -
Utility-based hedging and pricing with a nontraded asset for jump processes Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: NONLINEAR ANALYSIS (Oxford, United Kingdom: Elsevier Science Limited) pp. 1953-1969 - issn: 0362-546X - wos: WOS:000277952800106 (6) - scopus: 2-s2.0-72149093789 (8)
11573/1660625 - 2009 -
Pricing for geometric marked point processes under partial information: entropy approach Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE (World Scientific Publishing Company:PO Box 128, Farrer Road, Singapore 912805 Singapore:011 65 6 4665775, EMAIL: journal@wspc.com.sg, INTERNET: http://www.wspc.com.sg, http://www.worldscinet.com, Fax: 011 65 6 4677667) pp. 179-207 - issn: 0219-0249 - wos: (0) - scopus: 2-s2.0-67249158280 (9)
11573/1660586 - 2007 -
Option hedging for high frequency data models Ceci, Claudia - 04b Atto di convegno in volume
congresso: VIII Congresso Societa’ Italiana di Matematica Applicata e Industriale (Baia Samuele, Ragusa, Italy)
libro: Applied and Industrial Mathematics in Italy II, selected Contributions from the 8th SIMAI Conference - (9789812709387)
11573/1660626 - 2006 -
RISK MINIMIZING HEDGING FOR A PARTIALLY OBSERVED HIGH FREQUENCY DATA MODEL Ceci, Claudia - 01a Articolo in rivista
rivista: STOCHASTICS (Abingdon : Taylor & Francis, 2005-) pp. 13-31 - issn: 1744-2508 - wos: (0) - scopus: (0)
11573/1660595 - 2006 -
A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE (World Scientific Publishing Company:PO Box 128, Farrer Road, Singapore 912805 Singapore:011 65 6 4665775, EMAIL: journal@wspc.com.sg, INTERNET: http://www.wspc.com.sg, http://www.worldscinet.com, Fax: 011 65 6 4677667) pp. 555-576 - issn: 0219-0249 - wos: (0) - scopus: 2-s2.0-33745447363 (23)
11573/1660620 - 2006 -
MODELLING A MULTITYPE BRANCHING BROWNIAN MOTION: FILTERING OF A MEASURE-VALUED PROCESS Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: ACTA APPLICANDAE MATHEMATICAE (Kluwer Academic Publishers:Journals Department, PO Box 322, 3300 AH Dordrecht Netherlands:011 31 78 6576050, EMAIL: frontoffice@wkap.nl, kluweronline@wkap.nl, INTERNET: http://www.kluwerlaw.com, Fax: 011 31 78 6576254) pp. 39-66 - issn: 0167-8019 - wos: WOS:000239840000002 (1) - scopus: 2-s2.0-33745713007 (1)
11573/1660634 - 2005 -
MULTITYPE BRANCHING PROCESSES OBSERVING PARTICLES OF A GIVEN TYPE Ceci, Claudia; Gerardi, A. - 01a Articolo in rivista
rivista: JOURNAL OF APPLIED PROBABILITY (Applied Probability:School of Mathematics and Statistics, The University, Sheffield S3 7RH United Kingdom:EMAIL: s.c.boyles@sheffield.ac.uk, INTERNET: http://www.shef.ac.uk/uni/companies/apt, Fax: 011 44 114 2729782) pp. 446-462 - issn: 0021-9002 - wos: WOS:000230219600010 (2) - scopus: 2-s2.0-23944500801 (2)
11573/1660610 - 2004 -
MIXED OPTIMAL STOPPING AND STOCHASTIC CONTROL PROBLEMS WITH SEMICONTINUOUS FINAL REWARD FOR DIFFUSION PROCESSES Ceci, Claudia; Bassan, B. - 01a Articolo in rivista
rivista: STOCHASTICS AND STOCHASTICS REPORTS (New York: Gordon and Breach Science Publishers) pp. 323-337 - issn: 1045-1129 - wos: (0) - scopus: (0)
11573/1660604 - 2004 -
OPTIMAL DESIGN IN NONPARAMETRIC LIFE TESTING Ceci, Claudia; L., Mazliak - 01a Articolo in rivista
rivista: STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES (Kluwer Academic Publishers) pp. 305-325 - issn: 1387-0874 - wos: (0) - scopus: (0)
11573/1660597 - 2002 -
Optimal stopping problems with discontinuous reward: Regularity of the value function and viscosity solutions B., Bassan; Ceci, Claudia - 01a Articolo in rivista
rivista: STOCHASTICS AND STOCHASTICS REPORTS (New York: Gordon and Breach Science Publishers) pp. 55-77 - issn: 1045-1129 - wos: (0) - scopus: (0)
11573/1660600 - 2002 -
REGULARITY OF THE VALUE FUNCTION AND VISCOSITY SOLUTIONS IN OPTIMAL STOPPING PROBLEMS FOR GENERAL MARKOV PROCESSES B., Bassan; Ceci, Claudia - 01a Articolo in rivista
rivista: STOCHASTICS AND STOCHASTICS REPORTS (New York: Gordon and Breach Science Publishers) pp. 633-649 - issn: 1045-1129 - wos: (0) - scopus: (0)
11573/1660612 - 2002 -
CONDITIONAL LAW OF A BRANCHING PROCESS OBSERVING A SUBPOPULATION Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: JOURNAL OF APPLIED PROBABILITY (Applied Probability:School of Mathematics and Statistics, The University, Sheffield S3 7RH United Kingdom:EMAIL: s.c.boyles@sheffield.ac.uk, INTERNET: http://www.shef.ac.uk/uni/companies/apt, Fax: 011 44 114 2729782) pp. 112-122 - issn: 0021-9002 - wos: WOS:000175698000010 (3) - scopus: 2-s2.0-0035998645 (3)
11573/1660624 - 2002 -
EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED JUMP PROCESSES Ceci, Claudia; A., Gerardi; P., Tardelli - 01a Articolo in rivista
rivista: ACTA APPLICANDAE MATHEMATICAE (Kluwer Academic Publishers:Journals Department, PO Box 322, 3300 AH Dordrecht Netherlands:011 31 78 6576050, EMAIL: frontoffice@wkap.nl, kluweronline@wkap.nl, INTERNET: http://www.kluwerlaw.com, Fax: 011 31 78 6576254) pp. 155-175 - issn: 0167-8019 - wos: WOS:000178547200002 (9) - scopus: 2-s2.0-0036849681 (11)
11573/1660588 - 2001 -
Nonlinear Filtering Equation of a Jump Process with Counting Observations Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: ACTA APPLICANDAE MATHEMATICAE (Kluwer Academic Publishers:Journals Department, PO Box 322, 3300 AH Dordrecht Netherlands:011 31 78 6576050, EMAIL: frontoffice@wkap.nl, kluweronline@wkap.nl, INTERNET: http://www.kluwerlaw.com, Fax: 011 31 78 6576254) pp. 139-154 - issn: 0167-8019 - wos: WOS:000169205800002 (13) - scopus: 2-s2.0-0035301585 (14)
11573/1660629 - 2001 -
CONTROLLED PARTIALLY OBSERVED JUMP PROCESSES: DYNAMICS DEPENDENT ON THE OBSERVED HISTORY Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: NONLINEAR ANALYSIS (Oxford, United Kingdom: Elsevier Science Limited) pp. 2449-2460 - issn: 0362-546X - wos: WOS:000170889300026 (1) - scopus: 2-s2.0-0035420967 (1)
11573/1660592 - 2001 -
An estimate of the approximation error in the filtering of a discrete jump process Ceci, Claudia; A., Gerardi; P., Tardelli - 01a Articolo in rivista
rivista: MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES (World Scientific Publishing Company:PO Box 128, Farrer Road, Singapore 912805 Singapore:011 65 6 4665775, EMAIL: journal@wspc.com.sg, INTERNET: http://www.wspc.com.sg, http://www.worldscinet.com, Fax: 011 65 6 4677667) pp. 181-198 - issn: 0218-2025 - wos: WOS:000167878100001 (5) - scopus: 2-s2.0-0035589564 (6)
11573/1660603 - 2001 -
An Approximation Method for Controlled Discrete Jump Processes Under Partial Observations Ceci, Claudia; A., Gerardi; P., Tardelli - 01a Articolo in rivista
rivista: IEEE TRANSACTIONS ON AUTOMATIC CONTROL (IEEE / Institute of Electrical and Electronics Engineers Incorporated:445 Hoes Lane:Piscataway, NJ 08854:(800)701-4333, (732)981-0060, EMAIL: subscription-service@ieee.org, INTERNET: http://www.ieee.org, Fax: (732)981-9667) pp. 1850-1861 - issn: 0018-9286 - wos: WOS:000173370600001 (3) - scopus: 2-s2.0-0035706052 (3)
11573/1660616 - 2000 -
FILTERING OF A MARKOV JUMP PROCESS WITH COUNTING OBSERVATIONS Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: APPLIED MATHEMATICS AND OPTIMIZATION (New York : Springer Verlag) pp. 1-18 - issn: 0095-4616 - wos: WOS:000086948200001 (19) - scopus: 2-s2.0-0033698853 (20)
11573/1660599 - 1999 -
OPTIMAL CONTROL AND FILTERING OF THE REPRODUCTION LAW OF A BRANCHING PROCESS Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: ACTA APPLICANDAE MATHEMATICAE (Kluwer Academic Publishers:Journals Department, PO Box 322, 3300 AH Dordrecht Netherlands:011 31 78 6576050, EMAIL: frontoffice@wkap.nl, kluweronline@wkap.nl, INTERNET: http://www.kluwerlaw.com, Fax: 011 31 78 6576254) pp. 27-50 - issn: 0167-8019 - wos: WOS:000078942700002 (6) - scopus: 2-s2.0-0032665323 (6)
11573/1660593 - 1998 -
AN OPTIMAL STOPPING PROBLEM ARISING FROM A DECISION MODEL WITH MANY AGENTS B., Bassan; Ceci, Claudia - 01a Articolo in rivista
rivista: PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES (Cambridge University Press / New York:40 West 20th Street:New York, NY 10011:(800)872-7423, (212)924-3900, EMAIL: journals_subscriptions@cup.org, INTERNET: http://www.journals.cambridge.org, Fax: (212)691-3239) pp. 1-16 - issn: 0269-9648 - wos: WOS:000074675500009 (0) - scopus: 2-s2.0-0032358522 (90)
11573/1660608 - 1998 -
PARTIALLY OBSERVED CONTROL OF A MARKOV JUMP PROCESS WITH COUNTING OBSERVATIONS: EQUIVALENCE WITH THE SEPARATED PROBLEM Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: STOCHASTIC PROCESSES AND THEIR APPLICATIONS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 245-260 - issn: 0304-4149 - wos: WOS:000077100100007 (14) - scopus: 2-s2.0-0001687963 (14)
11573/1660628 - 1997 -
THE FILTERING PROBLEM OF A BRANCHING PROCESS GIVEN ITS SPLIT TIMES Ceci, Claudia; A., Gerardi - 01a Articolo in rivista
rivista: JOURNAL OF APPLIED PROBABILITY (Applied Probability:School of Mathematics and Statistics, The University, Sheffield S3 7RH United Kingdom:EMAIL: s.c.boyles@sheffield.ac.uk, INTERNET: http://www.shef.ac.uk/uni/companies/apt, Fax: 011 44 114 2729782) pp. 565-574 - issn: 0021-9002 - wos: (0) - scopus: 2-s2.0-0031222402 (7)
11573/1660598 - 1996 -
SOME RESULTS ABOUT STOPPING TIMES ON THE MARKED TREE SPACE Ceci, Claudia; A., Gerardi; L., Mazliak - 01a Articolo in rivista
rivista: THEORY OF PROBABILITY AND ITS APPLICATIONS (Society for Industrial and Applied Mathematics:3600 University City Science Center:Philadelphia, PA 19104:(800)447-7426, (215)382-9800, EMAIL: service@siam.org, INTERNET: http://www.siam.org, Fax: (215)386-7999) pp. 578-590 - issn: 0040-585X - wos: WOS:A1997XZ71800002 (0) - scopus: (0)
11573/1660584 - 1995 -
Optimal stopping of branching brownian motion: an estimation about the smallest optimal stopping time Ceci, Claudia; A., Gerardi; L., Mazliak - 02a Capitolo o Articolo
libro: FORECASTING AND MODELLING FOR CHAOTIC AND STOCHASTIC SYSTEM - (9788820485085)
Ceci, Claudia; L., Mazliak - 01a Articolo in rivista
rivista: REVISTA BRASILEIRA DE PROBABILIDADE E ESTATÍSTICA (São Paulo, SP: Associação Brasileira de Estatística.) pp. 93-105 - issn: 0103-0752 - wos: (0) - scopus: (0)
Ceci, Claudia; L., Mazliak - 01a Articolo in rivista
rivista: COMPTES RENDUS DE L'ACADÉMIE DES SCIENCES. SÉRIE 1, MATHÉMATIQUE (Editions Scientifique & Medical Elsevier:23 Rue Linois, F 75724 Paris Cedex 15 France:011 33 1 71724646, INTERNET: http://www.elsevier.fr, Fax: 011 33 1 71724664) pp. 851-853 - issn: 0764-4442 - wos: (0) - scopus: (0)