CALVIA, ALESSANDRO
CALVIA, ALESSANDRO
DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI
Mostra
records
Risultati 1 - 4 di 4 (tempo di esecuzione: 0.01 secondi).
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach
2020 Calvia, A; Rosazza Gianin, E
Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation
2020 Calvia, A
Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation
2018 Calvia, A
Optimal control of pure jump Markov processes with noise-free partial observation
2018 Calvia, A
| Titolo | Tipologia | Data di pubblicazione | Autori | File |
|---|---|---|---|---|
| Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach | 01 - Articolo su rivista | 2020 | Calvia, ARosazza Gianin, E | |
| Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation | 01 - Articolo su rivista | 2020 | Calvia, A | |
| Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation | 01 - Articolo su rivista | 2018 | CALVIA, ALESSANDRO | |
| Optimal control of pure jump Markov processes with noise-free partial observation | 07 - Tesi di dottorato Bicocca post 2009 | 2018 | CALVIA, ALESSANDRO |