Ceci, Claudia; Gerardi, Anna Utility indifference valuation for jump risky assets. (English) Zbl 1273.91192 Decis. Econ. Finance 34, No. 2, 85-120 (2011). MSC: 91B25 91G10 91G80 60H10 93E20 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Decis. Econ. Finance 34, No. 2, 85--120 (2011; Zbl 1273.91192) Full Text: DOI
Ceci, Claudia; Gerardi, Anna Wealth optimization and dual problems for jump stock dynamics with stochastic factor. (English) Zbl 1211.91255 Stochastics 82, No. 4-6, 403-425 (2010). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G80 91B70 60J75 91B16 93E20 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Stochastics 82, No. 4--6, 403--425 (2010; Zbl 1211.91255) Full Text: DOI
Gerardi, Anna; Tardelli, Paola Stochastic control methods: Hedging in a market described by pure jump processes. (English) Zbl 1206.60076 Acta Appl. Math. 111, No. 3, 233-255 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 60J75 91B70 91B16 93E20 49L20 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, Acta Appl. Math. 111, No. 3, 233--255 (2010; Zbl 1206.60076) Full Text: DOI
Gerardi, Anna; Tardelli, Paola Risk-neutral measures and pricing for a pure jump price process. (English) Zbl 1186.91239 Probab. Eng. Inf. Sci. 24, No. 1, 47-76 (2010). Reviewer: Krzysztof Piasecki (Poznań) MSC: 91G80 91B25 60G55 60G48 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, Probab. Eng. Inf. Sci. 24, No. 1, 47--76 (2010; Zbl 1186.91239) Full Text: DOI
Ceci, Claudia; Gerardi, Anna Utility-based hedging and pricing with a nontraded asset for jump processes. (English) Zbl 1238.91067 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e-Suppl., e1952-e1969 (2009). MSC: 91B25 60H30 60J75 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e1952--e1969 (2009; Zbl 1238.91067) Full Text: DOI
Gerardi, A.; Tardelli, P. Controlled heterogeneous collection: the role of occupation numbers. (English) Zbl 1147.93043 J. Appl. Probab. 45, No. 3, 595-609 (2008). MSC: 93E11 93E20 60H30 60J75 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, J. Appl. Probab. 45, No. 3, 595--609 (2008; Zbl 1147.93043) Full Text: DOI
Ceci, Claudia; Gerardi, Anna Modelling a multitype branching Brownian motion: Filtering of a measure-valued process. (English) Zbl 1109.60069 Acta Appl. Math. 91, No. 1, 39-66 (2006). Reviewer: Louis G. Gorostiza (Mexico City) MSC: 60J80 60J75 93E11 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Acta Appl. Math. 91, No. 1, 39--66 (2006; Zbl 1109.60069) Full Text: DOI
Gerardi, Anna; Tardelli, Paola Filtering on a partially observed ultra-high-frequency data model. (English) Zbl 1126.91029 Acta Appl. Math. 91, No. 2, 193-205 (2006). Reviewer: Gong Guanglu (Beijing) MSC: 91B28 60G55 60J75 93E11 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, Acta Appl. Math. 91, No. 2, 193--205 (2006; Zbl 1126.91029) Full Text: DOI
Ceci, Claudia; Gerardi, Anna A model for high frequency data under partial information: a filtering approach. (English) Zbl 1184.91211 Int. J. Theor. Appl. Finance 9, No. 4, 555-576 (2006). MSC: 91G70 91B84 62P05 62M20 60G55 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Int. J. Theor. Appl. Finance 9, No. 4, 555--576 (2006; Zbl 1184.91211) Full Text: DOI
Ceci, Claudia; Gerardi, Anna Multitype branching processes observing particles of a given type. (English) Zbl 1078.60064 J. Appl. Probab. 42, No. 2, 446-462 (2005). Reviewer: Annette Kopp-Schneider (Heidelberg) MSC: 60J80 60J75 93E11 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, J. Appl. Probab. 42, No. 2, 446--462 (2005; Zbl 1078.60064) Full Text: DOI
Gerardi, A.; Tardelli, P. Heterogeneous population dynamical model: a filtering problem. (English) Zbl 1085.60023 J. Appl. Probab. 42, No. 2, 346-361 (2005). Reviewer: Grigori N. Milstein (Ekaterinburg) MSC: 60G35 92D25 93E11 60J75 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, J. Appl. Probab. 42, No. 2, 346--361 (2005; Zbl 1085.60023) Full Text: DOI
Gerardi, Anna; Torti, Barbara Symmetric models for lifetimes: the role of exchangeable equivalence relations. (English) Zbl 1177.62117 Boll. Unione Mat. Ital., Sez. B, Artic. Ric. Mat. (8) 6, No. 1, 111-123 (2003). MSC: 62N99 60G99 62N05 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{B. Torti}, Boll. Unione Mat. Ital., Sez. B, Artic. Ric. Mat. (8) 6, No. 1, 111--123 (2003; Zbl 1177.62117) Full Text: EuDML
Gerardi, A.; Tardelli, P. Jump processes under partial observations: Finite state approximation. (English) Zbl 1023.62095 Math. Models Methods Appl. Sci. 12, No. 2, 291-307 (2002). MSC: 62M20 60J75 60G35 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, Math. Models Methods Appl. Sci. 12, No. 2, 291--307 (2002; Zbl 1023.62095) Full Text: DOI
Ceci, Claudia; Gerardi, Anna; Tardelli, Paola Existence of optimal controls for partially observed jump processes. (English) Zbl 1015.60075 Acta Appl. Math. 74, No. 2, 155-175 (2002). Reviewer: Nicolas Privault (La Rochelle) MSC: 60J75 93E20 93E11 60G55 60G35 60G44 PDFBibTeX XMLCite \textit{C. Ceci} et al., Acta Appl. Math. 74, No. 2, 155--175 (2002; Zbl 1015.60075) Full Text: DOI
Ceci, Claudia; Gerardi, Anna Conditional law of a branching process observing a subpopulation. (English) Zbl 1077.60060 J. Appl. Probab. 39, No. 1, 112-122 (2002). MSC: 60J80 60J75 93E11 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, J. Appl. Probab. 39, No. 1, 112--122 (2002; Zbl 1077.60060) Full Text: DOI
Gerardi, Anna; Tardelli, Paola Finite state and discrete time approximation for filters. (English) Zbl 1042.60525 Nonlinear Anal., Theory Methods Appl. 47, No. 4, 2485-2495 (2001). MSC: 60J75 62M05 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 47, No. 4, 2485--2495 (2001; Zbl 1042.60525) Full Text: DOI
Ceci, C.; Gerardi, A.; Tardelli, P. An estimate of the approximation error in the filtering of a discrete jump process. (English) Zbl 1009.60030 Math. Models Methods Appl. Sci. 11, No. 2, 181-198 (2001). MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{C. Ceci} et al., Math. Models Methods Appl. Sci. 11, No. 2, 181--198 (2001; Zbl 1009.60030) Full Text: DOI
Ceci, Claudia; Gerardi, Anna Nonlinear filtering equation of a jump process with counting observations. (English) Zbl 0981.60081 Acta Appl. Math. 66, No. 2, 139-154 (2001). Reviewer: Nicolas Privault (La Rochelle) MSC: 60J75 93E11 60G55 60G35 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Acta Appl. Math. 66, No. 2, 139--154 (2001; Zbl 0981.60081) Full Text: DOI
Gerardi, Anna; Spizzichino, Fabio; Torti, Barbara Exchangeable mixture models for lifetimes: the role of “occupation numbers”. (English) Zbl 1146.62313 Stat. Probab. Lett. 49, No. 4, 365-375 (2000). MSC: 62E99 62N99 60G09 PDFBibTeX XMLCite \textit{A. Gerardi} et al., Stat. Probab. Lett. 49, No. 4, 365--375 (2000; Zbl 1146.62313) Full Text: DOI
Ceci, C.; Gerardi, A. Filtering of a Markov jump process with counting observations. (English) Zbl 0963.60080 Appl. Math. Optimization 42, No. 1, 1-18 (2000). Reviewer: Nicolas Privault (La Rochelle) MSC: 60J75 93E11 60G35 60G55 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Appl. Math. Optim. 42, No. 1, 1--18 (2000; Zbl 0963.60080) Full Text: DOI
Ceci, Claudia; Gerardi, Anna Optimal control and filtering of the reproduction law of a branching process. (English) Zbl 0926.60068 Acta Appl. Math. 55, No. 1, 27-50 (1999). Reviewer: C.Vârsan (Bucureşti) MSC: 60J80 93E11 93E20 60G35 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Acta Appl. Math. 55, No. 1, 27--50 (1999; Zbl 0926.60068) Full Text: DOI
Ceci, Claudia; Gerardi, Anna Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems. (English) Zbl 0934.60077 Stochastic Processes Appl. 78, No. 2, 245-260 (1998). MSC: 60J75 93E11 93E20 60G55 60G35 60G44 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Stochastic Processes Appl. 78, No. 2, 245--260 (1998; Zbl 0934.60077) Full Text: DOI
Ceci, Claudia; Gerardi, Anna Filtering of a branching process given its split times. (English) Zbl 0887.60083 J. Appl. Probab. 34, No. 3, 565-574 (1997). Reviewer: P.R.Parthasarathy (Madras) MSC: 60J80 60J75 93E11 60G35 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, J. Appl. Probab. 34, No. 3, 565--574 (1997; Zbl 0887.60083) Full Text: DOI
Ceci, C.; Gerardi, A.; Mazliak, L. Some results about stopping times of the marked tree space. (English) Zbl 0893.60018 Theory Probab. Appl. 41, No. 3, 425-435 (1996) and Teor. Veroyatn. Primen. 41, No. 3, 578-590 (1996). Reviewer: A.Irle (Kiel) MSC: 60G40 60J80 PDFBibTeX XMLCite \textit{C. Ceci} et al., Theory Probab. Appl. 41, No. 3, 425--435 (1996) and Teor. Veroyatn. Primen. 41, No. 3, 578--590 (1996; Zbl 0893.60018) Full Text: DOI
Calzolari, A.; Costantini, C.; Gerardi, A. Law of large numbers for DNA distribution in an interacting cell population. (English) Zbl 0729.92019 SIAM J. Appl. Math. 51, No. 1, 150-159 (1991). Reviewer: C.A.Braumann (Evora) MSC: 92D20 92D10 92D25 60B12 60K35 PDFBibTeX XMLCite \textit{A. Calzolari} et al., SIAM J. Appl. Math. 51, No. 1, 150--159 (1991; Zbl 0729.92019) Full Text: DOI
Gerardi, A.; Romiti, M. A discrete non-linear Markov model for a population of interacting cells. (English) Zbl 0725.60090 Stochastic Processes Appl. 37, No. 1, 33-43 (1991). Reviewer: C.J.Mode (Philadelphia) MSC: 60J70 60K35 60B12 92D10 92D40 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{M. Romiti}, Stochastic Processes Appl. 37, No. 1, 33--43 (1991; Zbl 0725.60090) Full Text: DOI
Gerardi, A.; Nappo, G. Martingale approach for modeling DNA synthesis. (English) Zbl 0684.92011 SIAM J. Appl. Math. 48, No. 6, 1424-1436 (1988). MSC: 92Cxx 60F05 60B12 92D10 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{G. Nappo}, SIAM J. Appl. Math. 48, No. 6, 1424--1436 (1988; Zbl 0684.92011) Full Text: DOI Link
Gerardi, A.; Nappo, G. DNA distribution as a measure valued process. (English) Zbl 0579.60088 Stochastic differential systems, Proc. IFIP-WG 7/1 Work. Conf., Marseille-Luminy/France 1984, Lect. Notes Control Inf. Sci. 69, 35-42 (1985). MSC: 60J85 60B12 92D25 PDFBibTeX XML
Gerardi, A.; Marchetti, F.; Rosa, A. M. Simulation of diffusions with boundary conditions. (English) Zbl 0549.60072 Syst. Control Lett. 4, 253-261 (1984). Reviewer: W.Rümelin MSC: 60J60 65C99 PDFBibTeX XMLCite \textit{A. Gerardi} et al., Syst. Control Lett. 4, 253--261 (1984; Zbl 0549.60072) Full Text: DOI
Costantini, C.; Gerardi, A.; Nappo, G. On the convergence of sequences of stationary jump Markov processes. (English) Zbl 0521.60085 Stat. Probab. Lett. 1, 155-160 (1983). MSC: 60J75 60F99 PDFBibTeX XMLCite \textit{C. Costantini} et al., Stat. Probab. Lett. 1, 155--160 (1983; Zbl 0521.60085) Full Text: DOI
Del Grosso, G.; Gerardi, A.; Marchetti, F. A diffusion model for patch formation on cellular surfaces. (English) Zbl 0427.92003 Appl. Math. Optimization 7, 125-135 (1981). MSC: 92B05 60J70 35J25 60H05 47F05 PDFBibTeX XMLCite \textit{G. Del Grosso} et al., Appl. Math. Optim. 7, 125--135 (1981; Zbl 0427.92003) Full Text: DOI
Barra, M.; Del Grosso, G.; Gerardi, A.; Koch, G.; Marchetti, F. Some basic properties of stochastic population models. (English) Zbl 0433.92018 Systems theory in immunology, Proc. Conf., Rome 1978, Lect. Notes Biomath. 32, 155-164 (1979). MSC: 92D25 60H10 60J70 60J60 60K35 PDFBibTeX XML
Gerardi, A.; Ianiro, N.; Maffei, C.; Marchioro, C. A variational principle in statistical mechanics for particle systems with bounded pair interactions. (English) Zbl 0292.60163 J. Math. Phys. 16, No. 2, 438-441 (1975). MSC: 60K35 82C22 PDFBibTeX XMLCite \textit{A. Gerardi} et al., J. Math. Phys. 16, 438--441 (1975; Zbl 0292.60163) Full Text: DOI