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Barbara Torti
Barbara Torti
Ricercatore in probabilità , Università di Roma "Tor Vergata"
Adresse e-mail validée de mat.uniroma2.it
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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
162000
Exchangeable mixture models for lifetimes: the role of “occupation numbers”
A Gerardi, F Spizzichino, B Torti
Statistics & probability letters 49 (4), 365-375, 2000
152000
Enlargement of filtration and predictable representation property for semi-martingales
A Calzolari, B Torti
Stochastics 88 (5), 680-698, 2016
112016
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
62019
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
52006
Martingale representations in progressive enlargement by multivariate point processes
A Calzolari, B Torti
International Journal of Theoretical and Applied Finance 25 (03), 2250015, 2022
42022
Rare mutations in evolutionary dynamics
AL Amadori, A Calzolari, R Natalini, B Torti
Journal of Differential Equations 259 (11), 6191-6214, 2015
42015
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
32019
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
32006
Filtering of a Brownian motion with respect to its local time
G Nappo, B Torti
Manuscript, 2003
32003
Martingale representations in progressive enlargement setting: the role of the accessible jump times
A Calzolari, B Torti
arXiv preprint arXiv:1708.05858, 2017
22017
Martingale representation on enlarged filtrations: the role of the accessible jump times
A Calzolari, B Torti
Stochastics, 1-28, 2024
12024
A Note on the Strong Predictable Representation Property and Enlargement of Filtration
A Calzolari, B Torti
Mathematics 10 (10), 1783, 2022
12022
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
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