Search Results

Search Results

• On the action of a semi-Markov process on a system of differential equations

  Mario Annunziato

  Abstract 596 | PDF Downloads 485 | DOI https://doi.org/10.3846/13926292.2012.734866

  Page 650-672
  

  2012-11-01

• Calibration of Lévy processes using optimal control of Kolmogorov equations with periodic boundary conditions

  Mario Annunziato, Hanno Gottschalk

  Abstract 1440 | PDF Downloads 647 | DOI https://doi.org/10.3846/mma.2018.024

  Page 390-413
  

  2018-06-14

• A finite difference method for piecewise deterministic processes with memory

  Mario Annunziato

  Abstract 544 | PDF Downloads 322 | DOI https://doi.org/10.3846/1392-6292.2007.12.157-178

  Page 157-178
  

  2007-06-30

• A finite difference method for piecewise deterministic processes with memory. II

  Mario Annunziato

  Abstract 545 | PDF Downloads 443 | DOI https://doi.org/10.3846/1392-6292.2009.14.139-158

  Page 139-158
  

  2009-06-30

• Optimal control of probability density functions of stochastic processes

  Mario Annunziato, Alfio Borzì

  Abstract 1144 | PDF Downloads 644 | DOI https://doi.org/10.3846/1392-6292.2010.15.393-407

  Page 393-407
  

  2010-11-15