On the moments of the modulus of continuity of Itô processes M Fischer, G Nappo Stochastic Analysis and Applications 28 (1), 103-122, 2009 | 93 | 2009 |
Rate of convergence to equilibrium of marked Hawkes processes P Brémaud, G Nappo, GL Torrisi Journal of Applied Probability 39 (1), 123-136, 2002 | 56 | 2002 |
Kendall distributions and level sets in bivariate exchangeable survival models G Nappo, F Spizzichino Information Sciences 179 (17), 2878-2890, 2009 | 53 | 2009 |
The filtered martingale problem TG Kurtz, G Nappo The Oxford Handbook of Nonlinear Filtering, 129-168, 2011 | 29 | 2011 |
Limit laws for a coagulation model of interacting random particles G Nappo, E Orlandi Annales de l'IHP Probabilités et statistiques 24 (3), 319-344, 1988 | 19 | 1988 |
Ordering properties of the TTT-plot of lifetimes with Schur joint densities G Nappo, F Spizzichino Statistics & probability letters 39 (3), 195-203, 1998 | 15 | 1998 |
A filtering problem with counting observations: error bounds due to the uncertainty on the infinitesimal parameters A Calzolaria, G Nappo Stochastics: An International Journal of Probability and Stochastic …, 1997 | 14 | 1997 |
The filtering problem in a model with grouped data and counting observation times A Calzolari, G Nappo Preprint. Available at http://www. mat. uniroma1. it/people/nappo/nappo. html, 2001 | 13 | 2001 |
A filtering problem with counting observations: approximation with error bounds A Calzolari, G Nappo Stochastics: An International Journal of Probability and Stochastic …, 1996 | 13 | 1996 |
Approximation of nonlinear filters for Markov systems with delayed observations A Calzolari, P Florchinger, G Nappo SIAM journal on control and optimization 45 (2), 599-633, 2006 | 11 | 2006 |
Counting Observations: A Note on State Estimation Sensitivity with an L1 -Bound A Calzolari, G Nappo Applied Mathematics and Optimization 44 (2), 177-201, 2001 | 11 | 2001 |
Nonlinear filtering for stochastic systems with fixed delay: Approximation by a modified Milstein scheme A Calzolari, P Florchinger, G Nappo Computers & Mathematics with Applications 61 (9), 2498-2509, 2011 | 10 | 2011 |
Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay M Fischer, G Nappo Applied Mathematics and Optimization 57 (2), 177-206, 2008 | 10 | 2008 |
Convergence in nonlinear filtering for stochastic delay systems A Calzolari, P Florchinger, G Nappo SIAM journal on control and optimization 46 (5), 1615-1636, 2007 | 10 | 2007 |
A reaction-diffusion model for moderately interacting particles G Nappo, E Orlandi, H Rost Journal of statistical physics 55 (3), 579-600, 1989 | 8 | 1989 |
Robust approximation in a filtering problem with real state space and counting observations A Calzolari, G Nappo Applied Mathematics and Optimization 42 (1), 51-71, 2000 | 6 | 2000 |
Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes R Foschi, G Nappo, FL Spizzichino Dependence Modeling 9 (1), 394-423, 2021 | 5 | 2021 |
Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes R Foschi, G Nappo, FL Spizzichino Dependence Modeling 9 (1), 394-423, 2021 | 5 | 2021 |
Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property G Nappo, F Spizzichino Dependence Modeling 8 (1), 1-33, 2020 | 5 | 2020 |
Continuous time random walks and queues: explicit forms and approximations of the conditional law with respect to local times G Nappo, B Torti Stochastic processes and their applications 116 (4), 585-610, 2006 | 5 | 2006 |