Publications

Virginia GIORNO Publications


1990
Articolo in rivista
On the two boundary first–crossing–time problem for diffusion processes
JOURNAL OF APPLIED PROBABILITY. Vol. 27. Pag.102-114
ISSN:0021-9002.
Aniello, Buonocore; Giorno, Virginia; Nobile, Amelia Giuseppina; Luigi Maria, Ricciardi
Versione online
Digital Object Identifier (DOI): 10.2307/3214598
Codice identificativo ISI: WOS:A1990DA81900008
Show it in Product Database (IRIS)
1990
Articolo in rivista
On the asymptotic behaviour of first–passage–time densities for one–dimensional diffusion processes and varying boundaries
ADVANCES IN APPLIED PROBABILITY. Vol. 22. Pag.883-914
ISSN:0001-8678.
Giorno, Virginia; Nobile, Amelia Giuseppina; Luigi Maria, Ricciardi
Versione online
Digital Object Identifier (DOI): 10.2307/1427567
Codice identificativo ISI: WOS:A1990EV51100007
Show it in Product Database (IRIS)
1990
Contributo in volume (Capitolo o Saggio)
On the asymptotics of first passage time densities.
In Takeyuki Hida, H.H. Kuo, J. Potthoff, L. Streit White Noise Analysis: Mathematics and Applications Pag.344-359 Singapore World Scientific.
ISBN:9810202423
Luigi Maria, Ricciardi; Giorno, Virginia; Nobile, Amelia Giuseppina
Show it in Product Database (IRIS)
1990
Contributo in volume (Capitolo o Saggio)
On the transition densities of diffusion processes with reflecting boundaries.
In Robert Trappl Cybernetics and Systems '90 Pag.383-390 Singapore World Scientific Publishing.
ISBN:9810202229
Giorno, Virginia; Nobile, Amelia Giuseppina; Luigi Maria, Ricciardi
Show it in Product Database (IRIS)
1990
Contributo in volume (Capitolo o Saggio)
Some preliminary results on first crossing time densities for two-dimensional diffusion processes.
In Robert Trappl Cybernetics and Systems '90 Pag.427-433 Singapore World Scientific.
ISBN:9810202229
DI CRESCENZO, Antonio; Giorno, Virginia; Nobile, Amelia Giuseppina; Luigi Maria, Ricciardi
Show it in Product Database (IRIS)