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Cristina Di Girolami
Cristina Di Girolami
Dipartimento di Matematica, Alma Mater Studiorum Bologna
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Title
Cited by
Cited by
Year
Generalized covariation for Banach space valued processes, Itô formula and applications
C Di Girolami, F Russo
432014
Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes
C Di Girolami, F Russo
Infinite Dimensional Analysis, Quantum Probability and Related Topics 15 (02 …, 2012
372012
Infinite dimensional stochastic calculus via regularization and applications
C Di Girolami, F Russo
Preprint HAL-INRIA, inria-00473947 version 1, 2010
332010
The covariation for Banach space valued processes and applications
C Di Girolami, G Fabbri, F Russo
Metrika 77 (1), 51-104, 2014
282014
Clark–Ocone type formula for non-semimartingales with finite quadratic variation
C Di Girolami, F Russo
Comptes Rendus. Mathématique 349 (3-4), 209-214, 2011
272011
On stochastic calculus related to financial assets without semimartingales
R Coviello, C Di Girolami, F Russo
Bulletin des Sciences mathématiques 135 (6-7), 733-774, 2011
262011
Generically distributed investments on flexible projects and endogenous growth
M Bambi, C Di Girolami, S Federico, F Gozzi
Economic Theory 63, 521-558, 2017
122017
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
A Cosso, C Di Girolami, F Russo
Probability on algebraic and geometric structures 668, 43-65, 2014
112014
Infinite dimensional stochastic calculus via regularization
C Di Girolami, F Russo
Preprint HAL-INRIA, http://hal. archives-ouvertes. fr/inria-00473947/fr, 2010
112010
About classical solutions of the path-dependent heat equation
C Di Girolami, F Russo
Random Operators and Stochastic Equations 28 (1), 35-62, 2020
102020
Infinite dimensional stochastic calculus via regularization and applications. HAL-INRIA
C Di Girolami, F Russo
Preprint http://hal. archives-ouvertes. fr/inria-00473947/fr, 2010
62010
Generalized covariation for Banach valued processes and Itô formula
C Di Girolami, F Russo
HAL-INRIA, 2010
42010
Clark-Ocone type formula for non-semimartingales with non-trivial quadratic variation
C Di Girolami, F Russo
Comptes Rendus de l’Académie des Sciences, Section Mathématiques, 2011
12011
A dam management problem with energy production as an optimal switching problem
E Chevalier, C Di Girolami, M Gaïgi, E Giovannini, S Scotti
Applied Stochastic Models in Business and Industry, 2023
2023
A dam management problem with energy production as an optimal switching problem
C Etienne, C DI GIROLAMI, G M'Hamed, G Elisa, S Simone
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY 2023, 1-16, 2023
2023
La valutazione degli indizi secondo il Cardinale Newman: dalla Teologia al Diritto
A Bruno, P Lorenzo, C DI GIROLAMI
Cassazione penale 58 (10), 3450-3471, 2018
2018
Generalized covariation for Banach valued processes and It\^ o formula
C Di Girolami, F Russo
2010
Infinite dimensional stochastic calculus via regularization with financial motivations
C Di Girolami
Luiss Guido Carli, 2010
2010
Calcul stochastique via régularisation en dimension infinie avec perspectives financières
C Di Girolami
Université Paris-Nord-Paris XIII, 2010
2010
Infinite dimensional stochastic calculus via regularization with some financial perspectives
C Di Girolami
2010
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