Giovanna Nappo
Giovanna Nappo
professore associato di Probabilità e Statistica Matematica, Università di Roma, La Sapienza
Verified email at mat.uniroma1.it - Homepage
Title
Cited by
Cited by
Year
On the moments of the modulus of continuity of Itô processes
M Fischer, G Nappo
Stochastic Analysis and Applications 28 (1), 103-122, 2009
752009
Kendall distributions and level sets in bivariate exchangeable survival models
G Nappo, F Spizzichino
Information Sciences 179 (17), 2878-2890, 2009
482009
Rate of convergence to equilibrium of marked Hawkes processes
P Brémaud, G Nappo, GL Torrisi
Journal of Applied Probability, 123-136, 2002
462002
The filtered martingale problem
TG Kurtz, G Nappo
The Oxford Handbook of Nonlinear Filtering, 129-168, 2011
232011
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
171988
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
131997
A filtering problem with counting observations: approximation with error bounds
A Calzolari, G Nappo
Stochastics: An International Journal of Probability and Stochastic …, 1996
131996
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
122001
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
Ordering properties of the TTT-plot of lifetimes with Schur joint densities
G Nappo, F Spizzichino
Statistics & probability letters 39 (3), 195-203, 1998
111998
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
Counting Observations: A Note on State Estimation Sensitivity with an L 1 -Bound
A Calzolari, G Nappo
Applied Mathematics and Optimization 44 (2), 177-201, 2001
102001
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
92011
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
82008
A reaction-diffusion model for moderately interacting particles
G Nappo, E Orlandi, H Rost
Journal of statistical physics 55 (3), 579-600, 1989
71989
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
DNA disribution as a measure valued process
A Gerardi, G Nappo
Stochastic Differential Systems Filtering and Control, 35-42, 1985
51985
On the convergence of sequences of stationary jump Markov processes
C Costantini, A Gerardi, G Nappo
Statistics & Probability Letters 1 (3), 155-160, 1983
51983
Nonlinear filtering for Markov systems with delayed observations
A Calzolari, P Florchinger, G Nappo
International Journal of Applied Mathematics and Computer Science 19 (1), 49-58, 2009
42009
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
42006
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