FERRANTE, MARCO

FERRANTE, MARCO  

Dipartimento di Matematica "Tullio Levi-Civita" - DM  

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Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
On Necessary Conditions For the Existence of Finite-dimensional Filters In Discrete-time 1990 FERRANTE, MARCO + SYSTEMS & CONTROL LETTERS - -
On Finite Dimensional Filtering In Discrete-time 1991 FERRANTE, MARCO PROBLEMS OF CONTROL AND INFORMATION THEORY - -
On the existence of finite-dimensional filters in discrete time 1992 FERRANTE, MARCO STOCHASTICS AND STOCHASTICS REPORTS - -
Triangular stochastic differential equations with boundary conditions 1993 FERRANTE, MARCO RENDICONTI DEL SEMINARIO MATEMATICO DELL'UNIVERSITA' DI PADOVA - -
Gaussian Finite-dimensional Filters In Discrete-time 1994 FERRANTE, MARCO BOLLETTINO DELL'UNIONE MATEMATICA ITALIANA. A - -
On the Markov Property of A Stochastic Difference Equation 1994 FERRANTE, MARCO + STOCHASTIC PROCESSES AND THEIR APPLICATIONS - -
A Note About the Existence of Finite-dimensional Filters For Nonlinear-systems In Discrete-time With Uniform Noise 1995 FERRANTE, MARCO + BOLLETTINO DELL'UNIONE MATEMATICA ITALIANA. A - -
Markov Field Property of Stochastic Differential-equations 1995 FERRANTE, MARCO + ANNALS OF PROBABILITY - -
Finite-dimensional filters for a discrete-time nonlinear system with generalized Gaussian white noise 1995 FERRANTE, MARCO + STOCHASTICS AND STOCHASTICS REPORTS - -
Markov field property for stochastic differential equations with boundary conditions 1995 FERRANTE, MARCO + STOCHASTICS AND STOCHASTICS REPORTS - -
On a stochastic delay difference equation with boundary conditions and its Markov property 1995 FERRANTE, MARCO + STOCHASTIC PROCESSES AND THEIR APPLICATIONS - -
A note about the filtering problem in discrete time making use of weak convergence of probability measures. 1996 FERRANTE, MARCO APPLIED MATHEMATICS AND OPTIMIZATION - -
Strong approximations for stochastic differential equations with boundary conditions. 1996 FERRANTE, MARCO + STOCHASTIC PROCESSES AND THEIR APPLICATIONS - -
An example of non-Markovian stochastic two-point boundary value problem. 1997 FERRANTE, MARCO + BERNOULLI - -
Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noise. 1998 FERRANTE, MARCO + STOCHASTIC PROCESSES AND THEIR APPLICATIONS - -
A conditional independence property for the solution of a linear stochastic differential equation with lateral conditions. 1998 FERRANTE, MARCO + - - Stochastic Analysis and Related Topics, VI (Geilo)
A note on the stationarity of a threshold first-order bilinear process. 1998 FERRANTE, MARCOCAPPUCCIO, NUNZIO + STATISTICS & PROBABILITY LETTERS - -
A Gaussian-generalized inverse Gaussian finite dimensional filter 1999 FERRANTE, MARCO + STOCHASTIC PROCESSES AND THEIR APPLICATIONS - -
Stochastic delay equations with hereditarity drift: estimates of the density 2000 FERRANTE, MARCO + JOURNAL OF FUNCTIONAL ANALYSIS - -
On a simple threshold bilinear model. 2000 Fonseca, GiovanniVidoni, PaoloFerrante, Marco - WORKING PAPER SERIES DSS -