M. Ferrante, D. Nualart,
Markov field property for stochastic differential equations with
boundary conditions, Stochastics and Stochastics Reports
Vol.55, 55-69, 1995.
A. Alabert, M. Ferrante, D. Nualart,
Markov field property of stochastic differential equations, The
Annals of Probability Vol.23, No.3,
1262-1288, 1995.
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.
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.
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.
M. Ferrante, The Picard boundary value problem for a third order
stochastic difference equation, Rend. Sem. Mat. Univ. Padova,
Vol.96, 85-98, 1996.
M. Ferrante, D. Nualart, An example of non-Markovian stochastic
two-point boundary value problem, Bernoulli, Vol.3, 371-386,
1997.
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.
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.
M. Ferrante, P. Vidoni, A Gaussian-generalized inverse Gaussian
finite dimensional filter, Stochastic Processes and Their
Applications,
Vol.84, 165--176, 1999.
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.
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.
A. Alabert, M. Ferrante, Linear stochastic differential
equation with functional boundary conditions, The Annals of
Probability, Vol.31, No.4,
2082-2108, 2003.