Runggaldier, Wolfgang J. An Italian perspective on the development of financial mathematics from 1992 to 2008. (English) Zbl 1482.91228 Finance Stoch. 26, No. 1, 5-31 (2022). MSC: 91G99 91-03 PDFBibTeX XMLCite \textit{W. J. Runggaldier}, Finance Stoch. 26, No. 1, 5--31 (2022; Zbl 1482.91228) Full Text: DOI
Fujimoto, Kazufumi; Nagai, Hideo; Runggaldier, Wolfgang J. Expected log-utility maximization under incomplete information and with Cox-process observations. (English) Zbl 1305.91217 Asia-Pac. Financ. Mark. 21, No. 1, 35-66 (2014). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{K. Fujimoto} et al., Asia-Pac. Financ. Mark. 21, No. 1, 35--66 (2014; Zbl 1305.91217) Full Text: DOI
Fujimoto, Kazufumi; Nagai, Hideo; Runggaldier, Wolfgang J. Expected power-utility maximization under incomplete information and with Cox-process observations. (English) Zbl 1259.93133 Appl. Math. Optim. 67, No. 1, 33-72 (2013). MSC: 93E20 91G10 93C41 PDFBibTeX XMLCite \textit{K. Fujimoto} et al., Appl. Math. Optim. 67, No. 1, 33--72 (2013; Zbl 1259.93133) Full Text: DOI
Frey, Rüdiger; Runggaldier, Wolfgang Pricing credit derivatives under incomplete information: a nonlinear-filtering approach. (English) Zbl 1226.91075 Finance Stoch. 14, No. 4, 495-526 (2010). MSC: 91G20 93E11 60G55 PDFBibTeX XMLCite \textit{R. Frey} and \textit{W. Runggaldier}, Finance Stoch. 14, No. 4, 495--526 (2010; Zbl 1226.91075) Full Text: DOI
Gombani, Andrea; Jaschke, Stefan R.; Runggaldier, Wolfgang J. A filtered no arbitrage model for term structures from noisy data. (English) Zbl 1151.91510 Stochastic Processes Appl. 115, No. 3, 381-400 (2005). MSC: 91B28 60H10 60H30 93E11 PDFBibTeX XMLCite \textit{A. Gombani} et al., Stochastic Processes Appl. 115, No. 3, 381--400 (2005; Zbl 1151.91510) Full Text: DOI
Platen, Eckhard; Runggaldier, Wolfgang J. A benchmark approach to filtering in finance. (English) Zbl 1075.91023 Asia-Pac. Financ. Mark. 11, No. 1, 79-105 (2004). MSC: 91B28 60G99 62P20 PDFBibTeX XMLCite \textit{E. Platen} and \textit{W. J. Runggaldier}, Asia-Pac. Financ. Mark. 11, No. 1, 79--105 (2004; Zbl 1075.91023) Full Text: DOI Link
Miller, Boris M.; Runggaldier, Wolfgang J. Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process. (English) Zbl 0901.93069 Syst. Control Lett. 31, No. 2, 93-102 (1997). MSC: 93E11 93C10 PDFBibTeX XMLCite \textit{B. M. Miller} and \textit{W. J. Runggaldier}, Syst. Control Lett. 31, No. 2, 93--102 (1997; Zbl 0901.93069) Full Text: DOI
Kabanov, Yuri M.; Runggaldier, Wolfgang J. On control of two-scale stochastic systems with linear dynamics in the fast variables. (English) Zbl 0901.93072 Math. Control Signals Syst. 9, No. 2, 107-122 (1996). Reviewer: Jordan M.Stoyanov (Rio de Janeiro) MSC: 93E20 93C70 34E10 PDFBibTeX XMLCite \textit{Y. M. Kabanov} and \textit{W. J. Runggaldier}, Math. Control Signals Syst. 9, No. 2, 107--122 (1996; Zbl 0901.93072) Full Text: DOI
Liptser, Robert Sh.; Runggaldier, Wolfgang J. On diffusion approximations for filtering. (English) Zbl 0732.60054 Stochastic Processes Appl. 38, No. 2, 205-238 (1991). Reviewer: R.J.Elliott (Edmonton) MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{R. Sh. Liptser} and \textit{W. J. Runggaldier}, Stochastic Processes Appl. 38, No. 2, 205--238 (1991; Zbl 0732.60054) Full Text: DOI
Di Masi, G. B.; Pratelli, M.; Runggaldier, W. J. An approximation for the nonlinear filtering problem, with error bound. (English) Zbl 0566.60046 Stochastics 14, 247-271 (1985). Reviewer: J.Picard MSC: 60G35 93E11 93E25 PDFBibTeX XMLCite \textit{G. B. Di Masi} et al., Stochastics 14, 247--271 (1985; Zbl 0566.60046) Full Text: DOI
Di Masi, Giovanni B.; Runggaldier, Wolfgang J. Non-linear filtering with discontinuous observations and applications to life sciences. (English) Zbl 0513.93060 Bull. Math. Biol. 45, 571-577 (1983). MSC: 93E11 60G35 92C50 60J60 62M20 93E10 PDFBibTeX XMLCite \textit{G. B. Di Masi} and \textit{W. J. Runggaldier}, Bull. Math. Biol. 45, 571--577 (1983; Zbl 0513.93060) Full Text: DOI
Di Masi, G. B.; Runggaldier, W. J. Continuous-time approximations for the nonlinear filtering problem. (English) Zbl 0431.93046 Appl. Math. Optimization 7, 233-245 (1981). MSC: 93E11 93E25 PDFBibTeX XMLCite \textit{G. B. Di Masi} and \textit{W. J. Runggaldier}, Appl. Math. Optim. 7, 233--245 (1981; Zbl 0431.93046) Full Text: DOI