PRATELLI, MAURIZIO Statistiche
PRATELLI, MAURIZIO
DIPARTIMENTO DI MATEMATICA
A Minimax Theorem without Compactness Hypothesis
2005-01-01 Pratelli, Maurizio
A remark on the 1/H-variation of the Fractional Brownian motion
2011-01-01 Pratelli, Maurizio
A Theory of Stochastic Integration for Bond Markets
2005-01-01 DE DONNO, M.; Pratelli, Maurizio
Alcuni problemi matematici legati alla gestione ottima di un portafoglio
2004-01-01 Pratelli, Maurizio
An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales
1999-01-01 Pratelli, Maurizio
An approximation for the non'linear filtering problem, with error bound.
1985-01-01 DI MASI G., B; Pratelli, Maurizio; Runggaldier, W.
Deux inegalites concernant les operateurs de Burkholder sur les martingales.
1975-01-01 Pratelli, Maurizio
Deux theoremes d'extrapolation pour des operateurs sur les martingales.
1974-01-01 Pratelli, Maurizio
Espaces fortement stables de martingales de carre integrable.
1976-01-01 Pratelli, Maurizio
Espaces fortement stables de martingales de carre' integrable.
1975-01-01 Pratelli, Maurizio
Functional convergence of Snell envelopes: applications to American Options approximations
1998-01-01 Mulinacci, S.; Pratelli, Maurizio
Functional Cramér–Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
2016-01-01 Musta, Eni; Pratelli, Maurizio; Trevisan, Dario
Functions of Bounded Variation on the classical Wiener space and an extended Ocone-Karatzas formula.
2012-01-01 Pratelli, Maurizio; Trevisan, Dario
Generalizations of Merton's Mutual Fund Theorem in Infinite-dimensional Financial Models
2007-01-01 Pratelli, Maurizio
Integration stochastique et geometrie des espaces de Banach.
1988-01-01 Pratelli, Maurizio
La classe des semimartingales qui permettent d'integrer les processus optionnels.
1983-01-01 Pratelli, Maurizio
Le support exact du temps local d'une martingale continue.
1979-01-01 Pratelli, Maurizio
Local Risk-Minimization and numeraire
1999-01-01 Biagini, F.; Pratelli, Maurizio
Majorations dans L^p du type Metivier-Pellaumail pour les semimartingales.
1983-01-01 Pratelli, Maurizio
Martingales and Banach space geometry.
1988-01-01 Pratelli, Maurizio