Numerical approximation for functionals of reflecting diffusion processes B Pacchiarotti, C Costantini, F Sartoretto SIAM Journal on Applied Mathematics 58 (1), 73-102, 1998 | 78 | 1998 |

The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations C Costantini Probability theory and related fields 91 (1), 43-70, 1992 | 57 | 1992 |

Boundary sensitivities for diffusion processes in time dependent domains C Costantini, E Gobet, N El Karoui Applied Mathematics and Optimization 54 (2), 159-187, 2006 | 29 | 2006 |

Diffusion approximation for a class of transport processes with physical reflection boundary conditions C Costantini The Annals of Probability 19 (3), 1071-1101, 1991 | 24 | 1991 |

Viscosity methods giving uniqueness for martingale problems C Costantini, T Kurtz Electronic Journal of Probability 20, 2015 | 19 | 2015 |

Diffusion approximation for transport processes with general reflection boundary conditions C Costantini, TG Kurtz Mathematical Models and Methods in Applied Sciences 16 (05), 717-762, 2006 | 15 | 2006 |

Wright–Fisher construction of the two-parameter Poisson–Dirichlet diffusion C Costantini, P De Blasi, SN Ethier, M Ruggiero, D Spano The Annals of Applied Probability 27 (3), 1923-1950, 2017 | 11 | 2017 |

Explicit solution of an optimal stopping problem: The burn-in of conditionally exponential components C Costantini, F Spizzichino Journal of Applied Probability, 267-282, 1997 | 11 | 1997 |

Optimal Stopping of Life-Testing: Use of Stochastic Orderings in the Case of Conditionally Exponential Lifetimes C Costantini, F Spizzichino Lecture Notes-Monograph Series, 95-103, 1991 | 11 | 1991 |

A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion A Calzolari, C Costantini, F Marchetti Stochastic processes and their applications 29 (2), 209-222, 1988 | 11 | 1988 |

Singular risk-neutral valuation equations C Costantini, M Papi, F D’Ippoliti Finance and Stochastics 16 (2), 249-274, 2012 | 9 | 2012 |

Hydrodynamic limits for the Boltzmann process C Costantini, R Marra Journal of statistical physics 67 (1-2), 229-249, 1992 | 6 | 1992 |

THE SKOROHOD OBLIQUE REFLECTION PROBLEM AND A DIFFUSION APPROXIMATION FOR A CLASS OF TRANSPORT PROCESSES. C Costantini | 6 | 1988 |

On the convergence of sequences of stationary jump Markov processes C Costantini, A Gerardi, G Nappo Statistics & Probability Letters 1 (3), 155-160, 1983 | 5 | 1983 |

Existence and uniqueness of reflecting diffusions in cusps C Costantini, TG Kurtz Electronic Journal of Probability 23, 2018 | 4 | 2018 |

Représentation de Feynman–Kac dans des domaines temps–espace et sensibilité par rapport au domaine C Costantini, N El Karoui, E Gobet Comptes Rendus Mathématique 337 (5), 337-342, 2003 | 4 | 2003 |

Variance reduction by antithetic random numbers of Monte Carlo methods for unrestricted and reflecting diffusions C Costantini Mathematics and Computers in Simulation 51 (1-2), 1-17, 1999 | 3 | 1999 |

Some results on weak convergence of jump Markov processes and their stability properties C Costantini, G Nappo Systems & Control Letters 2 (3), 175-183, 1982 | 3 | 1982 |

Markov selection for constrained martingale problems C Costantini, TG Kurtz Electronic Journal of Probability 24, 2019 | 2 | 2019 |

Singular valuation equations in finance C Costantini, F D’ippoliti, M Papi Finance Stoch 16, 249-274, 2012 | 2 | 2012 |