Address:

Phone (University): +39-049-8271366
Fax: +39-049-8271499
Email: ferrante@math.unipd.it

Research Interests

• Stochastic Calculus and Malliavin Calculus
• SDE's with boundary conditions
• Discrete-time stochastic filtering
• Time-series analysis
• Particle filtering

List of Recent Publications

1. M. Ferrante, C. Rovira, Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H > 1/2, Bernoulli, Vol.12, 85-100, 2006.
2. M. Ferrante, M. Sanz-Sole', SPDEs with coloured noise: Analytic and stochastic approaches, ESAIM:P&S, Vol.10, 380-405, 2006.
3. A. Alabert, M. Ferrante, Linear stochastic differential algebraic equations with constant coefficients, ECP, Vol.11, 316-335, 2006.
4. M. Ferrante, N. Frigo, Particle filtering approximations for a Gaussian-generalized inverse Gaussian model, Statistics and Probability Letters, Vol.79, 442-449, 2009.
5. M. Ferrante, C. Rovira, Convergence of delay differential equations driven by fractional Brownian motion, Journal of Evolution Equations, Vol.10, n.4, 761-783, 2010.
6. M. Ferrante, C. Rovira, Stochastic differential equations with non-negativity constraints driven by fractional Brownian motion, Preprint , 2011.

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