Generalized covariation for Banach space valued processes, Itô formula and applications C Di Girolami, F Russo | 43 | 2014 |
Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes C Di Girolami, F Russo Infinite Dimensional Analysis, Quantum Probability and Related Topics 15 (02 …, 2012 | 37 | 2012 |
Infinite dimensional stochastic calculus via regularization and applications C Di Girolami, F Russo Preprint HAL-INRIA, inria-00473947 version 1, 2010 | 33 | 2010 |
The covariation for Banach space valued processes and applications C Di Girolami, G Fabbri, F Russo Metrika 77 (1), 51-104, 2014 | 28 | 2014 |
Clark–Ocone type formula for non-semimartingales with finite quadratic variation C Di Girolami, F Russo Comptes Rendus. Mathématique 349 (3-4), 209-214, 2011 | 27 | 2011 |
On stochastic calculus related to financial assets without semimartingales R Coviello, C Di Girolami, F Russo Bulletin des Sciences mathématiques 135 (6-7), 733-774, 2011 | 26 | 2011 |
Generically distributed investments on flexible projects and endogenous growth M Bambi, C Di Girolami, S Federico, F Gozzi Economic Theory 63, 521-558, 2017 | 12 | 2017 |
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations A Cosso, C Di Girolami, F Russo Probability on algebraic and geometric structures 668, 43-65, 2014 | 11 | 2014 |
Infinite dimensional stochastic calculus via regularization C Di Girolami, F Russo Preprint HAL-INRIA, http://hal. archives-ouvertes. fr/inria-00473947/fr, 2010 | 11 | 2010 |
About classical solutions of the path-dependent heat equation C Di Girolami, F Russo Random Operators and Stochastic Equations 28 (1), 35-62, 2020 | 10 | 2020 |
Infinite dimensional stochastic calculus via regularization and applications. HAL-INRIA C Di Girolami, F Russo Preprint http://hal. archives-ouvertes. fr/inria-00473947/fr, 2010 | 6 | 2010 |
Generalized covariation for Banach valued processes and Itô formula C Di Girolami, F Russo HAL-INRIA, 2010 | 4 | 2010 |
Clark-Ocone type formula for non-semimartingales with non-trivial quadratic variation C Di Girolami, F Russo Comptes Rendus de l’Académie des Sciences, Section Mathématiques, 2011 | 1 | 2011 |
A dam management problem with energy production as an optimal switching problem E Chevalier, C Di Girolami, M Gaïgi, E Giovannini, S Scotti Applied Stochastic Models in Business and Industry, 2023 | | 2023 |
A dam management problem with energy production as an optimal switching problem C Etienne, C DI GIROLAMI, G M'Hamed, G Elisa, S Simone APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY 2023, 1-16, 2023 | | 2023 |
La valutazione degli indizi secondo il Cardinale Newman: dalla Teologia al Diritto A Bruno, P Lorenzo, C DI GIROLAMI Cassazione penale 58 (10), 3450-3471, 2018 | | 2018 |
Generalized covariation for Banach valued processes and It\^ o formula C Di Girolami, F Russo | | 2010 |
Infinite dimensional stochastic calculus via regularization with financial motivations C Di Girolami Luiss Guido Carli, 2010 | | 2010 |
Calcul stochastique via régularisation en dimension infinie avec perspectives financières C Di Girolami Université Paris-Nord-Paris XIII, 2010 | | 2010 |
Infinite dimensional stochastic calculus via regularization with some financial perspectives C Di Girolami | | 2010 |