GIORDANO, LUCA MARIA
GIORDANO, LUCA MARIA
Dipartimento di Matematica Federigo Enriques
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Risultati 1 - 5 di 5 (tempo di esecuzione: 0.003 secondi).
A fractional Brownian - Hawkes model for the Italian electricity spot market : estimation and forecasting
2021-09-07 L. Giordano, D. Morale
A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion
2020-10-15 F.C. DE VECCHI, L.M. Giordano, D. Morale, S. Ugolini
SPDEs with fractional noise in space: Continuity in law with respect to the Hurst index
2020-02-01 L.M. Giordano, M. Jolis, L. Quer-Sardanyons
SPDEs with linear multiplicative fractional noise: Continuity in law with respect to the Hurst index
2020-12-01 L.M. Giordano, M. Jolis, L. Quer-Sardanyons
STOCHASTIC EQUATIONS WITH FRACTIONAL NOISE: CONTINUITY IN LAW AND APPLICATIONS
2020-02-21 L.M. Giordano
| Titolo | Data di pubblicazione | Autori | Tipo | File | Abstract |
|---|---|---|---|---|---|
| A fractional Brownian - Hawkes model for the Italian electricity spot market : estimation and forecasting | 7-set-2021 | L. GiordanoD. Morale | Article (author) | - | |
| A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion | 15-ott-2020 | Francesco Carlo De VecchiLuca Maria GiordanoDaniela MoraleStefania Ugolini | Article (author) | - | |
| SPDEs with fractional noise in space: Continuity in law with respect to the Hurst index | 1-feb-2020 | Giordano L. M. + | Article (author) | - | |
| SPDEs with linear multiplicative fractional noise: Continuity in law with respect to the Hurst index | 1-dic-2020 | Giordano L. M. + | Article (author) | - | |
| STOCHASTIC EQUATIONS WITH FRACTIONAL NOISE: CONTINUITY IN LAW AND APPLICATIONS | 21-feb-2020 | GIORDANO, LUCA MARIA | Doctoral Thesis | - |