PRATELLI, MAURIZIO Statistiche

PRATELLI, MAURIZIO  

DIPARTIMENTO DI MATEMATICA  

Mostra records
Risultati 1 - 20 di 34 (tempo di esecuzione: 0.054 secondi).
Titolo Data di pubblicazione Autore(i) File
A Minimax Theorem without Compactness Hypothesis 1-gen-2005 Pratelli, Maurizio
A Theory of Stochastic Integration for Bond Markets 1-gen-2005 DE DONNO, M.; Pratelli, Maurizio
Alcuni problemi matematici legati alla gestione ottima di un portafoglio 1-gen-2004 Pratelli, Maurizio
An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales 1-gen-1999 Pratelli, Maurizio
An approximation for the non'linear filtering problem, with error bound. 1-gen-1985 DI MASI G., B; Pratelli, Maurizio; Runggaldier, W.
La classe des semimartingales qui permettent d'integrer les processus optionnels. 1-gen-1983 Pratelli, Maurizio
Deux inegalites concernant les operateurs de Burkholder sur les martingales. 1-gen-1975 Pratelli, Maurizio
Deux theoremes d'extrapolation pour des operateurs sur les martingales. 1-gen-1974 Pratelli, Maurizio
Espaces fortement stables de martingales de carre integrable. 1-gen-1976 Pratelli, Maurizio
Espaces fortement stables de martingales de carre' integrable. 1-gen-1975 Pratelli, Maurizio
Functional convergence of Snell envelopes: applications to American Options approximations 1-gen-1998 Mulinacci, S.; Pratelli, Maurizio
Functional Cramér–Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes 1-gen-2016 Musta, Eni; Pratelli, Maurizio; Trevisan, Dario
Functions of Bounded Variation on the classical Wiener space and an extended Ocone-Karatzas formula. 1-gen-2012 Pratelli, Maurizio; Trevisan, Dario
Generalizations of Merton's Mutual Fund Theorem in Infinite-dimensional Financial Models 1-gen-2007 Pratelli, Maurizio
Integration stochastique et geometrie des espaces de Banach. 1-gen-1988 Pratelli, Maurizio
Local Risk-Minimization and numeraire 1-gen-1999 Biagini, F.; Pratelli, Maurizio
Majorations dans L^p du type Metivier-Pellaumail pour les semimartingales. 1-gen-1983 Pratelli, Maurizio
Martingales and Banach space geometry. 1-gen-1988 Pratelli, Maurizio
Mean-variance hedging for Stochastic Volatility models 1-gen-2000 Biagini, F.; Guasoni, P.; Pratelli, Maurizio
On a Lemma by Ansel and Stricker 1-gen-2007 Pratelli, Maurizio; DE DONNO, M.