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Giovanna Nappo
Giovanna Nappo
Professore Associato, Dipartimento di Matematica, Sapienza Università di Roma
Adresse e-mail validée de uniroma1.it
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On the moments of the modulus of continuity of Itô processes
M Fischer, G Nappo
Stochastic Analysis and Applications 28 (1), 103-122, 2009
962009
Rate of convergence to equilibrium of marked Hawkes processes
P Brémaud, G Nappo, GL Torrisi
Journal of Applied Probability 39 (1), 123-136, 2002
562002
Kendall distributions and level sets in bivariate exchangeable survival models
G Nappo, F Spizzichino
Information Sciences 179 (17), 2878-2890, 2009
532009
The filtered martingale problem
TG Kurtz, G Nappo
The Oxford Handbook of Nonlinear Filtering, 129-168, 2011
302011
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
191988
Ordering properties of the TTT-plot of lifetimes with Schur joint densities
G Nappo, F Spizzichino
Statistics & probability letters 39 (3), 195-203, 1998
161998
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
141997
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
132001
A filtering problem with counting observations: approximation with error bounds
A Calzolari, G Nappo
Stochastics: An International Journal of Probability and Stochastic …, 1996
131996
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
Counting Observations: A Note on State Estimation Sensitivity with an L1 -Bound
A Calzolari, G Nappo
Applied Mathematics and Optimization 44 (2), 177-201, 2001
112001
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
102011
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
102008
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
A reaction-diffusion model for moderately interacting particles
G Nappo, E Orlandi, H Rost
Journal of statistical physics 55 (3), 579-600, 1989
81989
Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons
E De Santis, A Galves, G Nappo, M Piccioni
Stochastic Processes and their Applications 149, 224-247, 2022
62022
Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
G Nappo, F Spizzichino
Dependence Modeling 8 (1), 1-33, 2020
62020
A Feynman-Kac type formula for a fixed delay CIR model
F Flore, G Nappo
Stochastic Analysis and Applications 37 (4), 550-573, 2019
62019
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
Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
R Foschi, G Nappo, FL Spizzichino
Dependence Modeling 9 (1), 394-423, 2021
52021
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