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
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
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
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
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
El Karoui, N.; Gerardi, A.; Mazliak, L. Stochastic control methods in optimal design of life testing. (English) Zbl 0815.62070 Stochastic Processes Appl. 52, No. 2, 309-328 (1994). MSC: 62N05 93E20 49N70 49N75 93E11 PDFBibTeX XMLCite \textit{N. El Karoui} et al., Stochastic Processes Appl. 52, No. 2, 309--328 (1994; Zbl 0815.62070) Full Text: DOI