Barbara Torti
Barbara Torti
Ricercatore in probabilitą , Universitą di Roma "Tor Vergata"
Verified email at mat.uniroma2.it
Title
Cited by
Cited by
Year
Exchangeable mixture models for lifetimes: the role of “occupation numbers”
A Gerardi, F Spizzichino, B Torti
Statistics & probability letters 49 (4), 365-375, 2000
142000
Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
A Gerardi, F Spizzichino, B Torti
Journal of applied probability, 823-834, 2000
122000
Enlargement of filtration and predictable representation property for semi-martingales
A Calzolari, B Torti
Stochastics 88 (5), 680-698, 2016
82016
Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case
A Calzolari, B Torti
Stochastics 91 (2), 265-287, 2019
42019
Rare mutations in evolutionary dynamics
AL Amadori, A Calzolari, R Natalini, B Torti
Journal of Differential Equations 259 (11), 6191-6214, 2015
32015
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
32006
Filtering of a reflected Brownian motion with respect to its local time
G Nappo, B Torti
Stochastic processes and their applications 116 (4), 568-584, 2006
32006
Filtering of a Brownian motion with respect to its local time
G Nappo, B Torti
Manuscript, 2003
32003
An example of martingale representation in progressive enlargement by an accessible random time
A Calzolari, B Torti
International Symposium on BSDEs, 109-121, 2017
22017
Martingale representations in dynamic enlargement setting: the role of the accessible jump times
A Calzolari, B Torti
arXiv preprint arXiv:1708.05858, 2017
12017
Martingale representations in progressive enlargement setting: the role of the accessible jump times
A Calzolari, B Torti
arXiv preprint arXiv:1708.05858, 2017
12017
An Example of Martingale Representation in Progressive Enlargement by an Accessible Random
A Calzolari, B Torti
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications …, 2019
2019
THE CONDITIONAL LAW OF AM/M/1 QUEUE WITH RESPECT TO ITS DEPARTURE PROCESS AND IDLE TIME
B Torti
International Journal of Applied Mathematics 27 (5), 473-481, 2014
2014
The conditional law of a continuous time random walk with respect to its local time: explicit form and approximations
G Nappo, B Torti
2003
Symmetric models for lifetimes: the role of exchangeable equivalence relations
A Gerardi, B Torti
Bollettino dell'Unione Matematica Italiana 6 (1), 111-123, 2003
2003
Continuous time random walks and queues: explicit forms and approximations of the conditional law with respect to their local times
G Nappo, B Torti
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Articles 1–16