Filtering equations for the conditional law of residual lifetimes from a heterogeneous population A Gerardi, F Spizzichino, B Torti Journal of applied probability 37 (3), 823-834, 2000 | 16 | 2000 |
Exchangeable mixture models for lifetimes: the role of “occupation numbers” A Gerardi, F Spizzichino, B Torti Statistics & probability letters 49 (4), 365-375, 2000 | 15 | 2000 |
Enlargement of filtration and predictable representation property for semi-martingales A Calzolari, B Torti Stochastics 88 (5), 680-698, 2016 | 11 | 2016 |
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 | 6 | 2019 |
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 | 5 | 2006 |
Martingale representations in progressive enlargement by multivariate point processes A Calzolari, B Torti International Journal of Theoretical and Applied Finance 25 (03), 2250015, 2022 | 4 | 2022 |
Rare mutations in evolutionary dynamics AL Amadori, A Calzolari, R Natalini, B Torti Journal of Differential Equations 259 (11), 6191-6214, 2015 | 4 | 2015 |
An example of martingale representation in progressive enlargement by an accessible random time A Calzolari, B Torti Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications …, 2019 | 3 | 2019 |
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 | 3 | 2006 |
Filtering of a Brownian motion with respect to its local time G Nappo, B Torti Manuscript, 2003 | 3 | 2003 |
Martingale representations in progressive enlargement setting: the role of the accessible jump times A Calzolari, B Torti arXiv preprint arXiv:1708.05858, 2017 | 2 | 2017 |
Martingale representation on enlarged filtrations: the role of the accessible jump times A Calzolari, B Torti Stochastics, 1-28, 2024 | 1 | 2024 |
A Note on the Strong Predictable Representation Property and Enlargement of Filtration A Calzolari, B Torti Mathematics 10 (10), 1783, 2022 | 1 | 2022 |
Thin-thick approach to martingale representations on progressively enlarged filtrations A Calzolari, B Torti arXiv preprint arXiv:2406.08983, 2024 | | 2024 |
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 | | |