Canale, Anna; Mininni, Rosa Maria; Rhandi, Abdelaziz Analytic approach to solve a degenerate parabolic PDE for the Heston model. (English) Zbl 1370.35184 Math. Methods Appl. Sci. 40, No. 13, 4982-4992 (2017). MSC: 35K65 47D06 49J40 60J60 PDF BibTeX XML Cite \textit{A. Canale} et al., Math. Methods Appl. Sci. 40, No. 13, 4982--4992 (2017; Zbl 1370.35184) Full Text: DOI
Giraudo, Maria Teresa; Mininni, Rosa Maria; Sacerdote, Laura On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models. (English) Zbl 1215.62085 Ric. Mat. 58, No. 1, 103-127 (2009). MSC: 62M05 62F12 60J60 62P10 92C20 65C20 PDF BibTeX XML Cite \textit{M. T. Giraudo} et al., Ric. Mat. 58, No. 1, 103--127 (2009; Zbl 1215.62085) Full Text: DOI
Goldstein, Jerome A.; Mininni, Rosa Maria; Romanelli, Silvia Markov semigroups and groups of operators. (English) Zbl 1328.47046 Commun. Stoch. Anal. 1, No. 2, 247-262 (2007). MSC: 47D07 47D06 47D09 60J35 PDF BibTeX XML Cite \textit{J. A. Goldstein} et al., Commun. Stoch. Anal. 1, No. 2, 247--262 (2007; Zbl 1328.47046)
Goldstein, Jerome A.; Mininni, Rosa Maria; Romanelli, Silvia Markov semigroups and estimating functions, with applications to some financial models. (English) Zbl 1167.47037 Commun. Stoch. Anal. 1, No. 3, 381-391 (2007). Reviewer: Vassilis G. Papanicolaou (Athena) MSC: 47D07 47N10 47N30 60H10 60J10 91B28 PDF BibTeX XML Cite \textit{J. A. Goldstein} et al., Commun. Stoch. Anal. 1, No. 3, 381--391 (2007; Zbl 1167.47037)
Goldstein, Jerome A.; Mininni, Rosa Maria; Romanelli, Silvia Generators of Feller semigroups with coefficients depending on parameters and optimal estimators. (English) Zbl 1152.47032 Discrete Contin. Dyn. Syst., Ser. B 8, No. 2, 511-527 (2007). Reviewer: Qian Minping (Beijing) MSC: 47D07 60J60 62M05 60H10 91B70 PDF BibTeX XML Cite \textit{J. A. Goldstein} et al., Discrete Contin. Dyn. Syst., Ser. B 8, No. 2, 511--527 (2007; Zbl 1152.47032) Full Text: DOI
Mininni, Rosa Maria; Romanelli, Silvia Martingale estimating functions for Feller diffusion processes generated by degenerate elliptic operators. (English) Zbl 1082.47036 J. Concr. Appl. Math. 1, No. 3, 191-216 (2003). Reviewer: Andrej V. Bulinski (Moskva) MSC: 47D07 60J60 60G44 62M05 PDF BibTeX XML Cite \textit{R. M. Mininni} and \textit{S. Romanelli}, J. Concr. Appl. Math. 1, No. 3, 191--216 (2003; Zbl 1082.47036)