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Giovanna Nappo

Sapienza University of Rome

39

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279

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Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property

2020 Dependence Modeling
- Giovanna Nappo
- Fabio Spizzichino
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A Feynman-Kac type formula for a fixed delay CIR model

2019 Stochastic Analysis and Applications
- Federico Flore
- Giovanna Nappo
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A Feynman-Kac type formula for a fixed delay CIR model

2019 Stochastic Analysis and Applications
- Federico Flore
- Giovanna Nappo
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Strong convergence of a positive preserving drift-implicit Euler scheme for the fixed delay CIR process

2018 arXiv: Probability
- Federico Flore
- Giovanna Nappo
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A Dynamic Default Dependence Model

2012
- Sara Cecchetti
- Giovanna Nappo
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Abstract 260: FK506 binding protein (FKBP) 51 controls “TNF-related apoptosis inducing ligand” (TRAIL) response in melanoma

2012 Molecular and Cellular Biology
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Continuity of the Filter with Unbounded Observation Coefficients

2011 Stochastic Analysis and Applications
- Patrick Florchinger
- Giovanna Nappo
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Kendall distributions and level sets in bivariate exchangeable survival models

2009 Information Sciences
- Giovanna Nappo
- Fabio Spizzichino
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Citations (41)
The filtered martingale problem

2009
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Nonlinear Filtering for Markov Systems with Delayed Observations

2009 International Journal of Applied Mathematics and Computer Science
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