NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONSCLAUDIA CECI and KATIA COLANERI · Advances in Applied Probability · 2012

Nonlinear Filtering for Jump Diffusion ObservationsCeci, Claudia; Colaneri, Katia · Advances in Applied Probability · 2012

The Föllmer–Schweizer decomposition under incomplete informationCeci, Claudia; Colaneri, Katia; Cretarola, Alessandra · Stochastics · 2017

Local risk-minimization under restricted information on asset pricesCeci, Claudia; Cretarola, Alessandra; Colaneri, Katia · Electronic Journal of Probability · 2015

A benchmark approach to risk-minimization under partial informationCeci, Claudia; Colaneri, Katia; Cretarola, Alessandra · Insurance: Mathematics and Economics · 2014

Unit-linked life insurance policies: Optimal hedging in partially observable market modelsCeci, Claudia; Colaneri, Katia; Cretarola, Alessandra · Insurance: Mathematics and Economics · 2017

The Zakai Equation of Nonlinear Filtering for Jump-Diffusion Observations: Existence and UniquenessCeci, Claudia; Colaneri, Katia · Applied Mathematics & Optimization · 2014

On Random RotationsP. H. Roberts and D. E. Winch · Advances in Applied Probability · 1984

Homecomings of Markov ProcessesJ. F. C. Kingman · Advances in Applied Probability · 1973

Optimal Stopping Problems for Brownian MotionJohn Bather · Advances in Applied Probability · 1970

Student ProcessesC. C. Heyde and N. N. Leonenko · Advances in Applied Probability · 2005

Dynamic Programming and Gambling ModelsSheldon M. Ross · Advances in Applied Probability · 1974

Further Monotonicity Properties of Renewal ProcessesMasaaki Kijima · Advances in Applied Probability · 1992

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Cumulative Shock ModelsAllan Gut · Advances in Applied Probability · 1990