Recent Publications of Marco Ferrante


List of Publications

  1. M. Ferrante, D. Nualart, Markov field property for stochastic differential equations with boundary conditions, Stochastics and Stochastics Reports Vol.55, 55-69, 1995.
  2. A. Alabert, M. Ferrante, D. Nualart, Markov field property of stochastic differential equations, The Annals of Probability Vol.23, No.3, 1262-1288, 1995.
  3. M. Ferrante, F. Giummole', Finite dimensional filters for a discrete-time nonlinear system with generalized gaussian white noise, Stochastics and Stochastics Reports Vol.53, 195-211, 1995.
  4. M.C. Baccin, M. Ferrante, On a stochastic delay difference equation with boundary conditions and its Markov property, Stochastic Processes and Their Applications Vol.60, 131-146, 1995.
  5. M. Ferrante, A. Kohatsu-Higa, M. Sanz-Sole', Strong approximations for stochastic differential equations with boundary conditions, Stochastic Processes and Their Applications Vol.61, 323-337, 1996.
  6. M. Ferrante, The Picard boundary value problem for a third order stochastic difference equation, Rend. Sem. Mat. Univ. Padova, Vol.96, 85-98, 1996.
  7. M. Ferrante, D. Nualart, An example of non-Markovian stochastic two-point boundary value problem, Bernoulli, Vol.3, 371-386, 1997.
  8. M. Ferrante, P. Vidoni, Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noise, Stochastic Processes and Their Applications, Vol.77, 69-81, 1998.
  9. N. Cappuccio, M. Ferrante, G. Fonseca, A note on the stationarity of a threshold first-order bilinear process, Statistics and Probability Letters, Vol.40, 379-384, 1998.
  10. M. Ferrante, P. Vidoni, A Gaussian-generalized inverse Gaussian finite dimensional filter, Stochastic Processes and Their Applications, Vol.84, 165--176, 1999.
  11. M. Ferrante, C. Rovira, M. Sanz-Sole', Stochastic delay equation with hereditarity drift: estimates of the density, Journal of Functional Analysis, Vol.177, 138-177, 2000.
  12. M. Ferrante, G. Fonseca, P. Vidoni, Geometric ergodicity, regularity of the invariant distribution and inference for a threshold bilinear Markov process, Statistica Sinica, Vol.13, No.2, 367-384, 2003.
  13. A. Alabert, M. Ferrante, Linear stochastic differential equation with functional boundary conditions, The Annals of Probability, Vol.31, No.4, 2082-2108, 2003.


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