E-LIB Suche - Ergebnisse für: Dai Pra P

1

Multi-scaling of moments in stochastic volatility models:

Dai Pra, P. ; Pigato, P.
Stochastic Processes and their Applications. 125 (2015) 10 - p. 3725-3747 , 2015

Link: https://doi.org/10.1016/..

2

Large deviation limit for discrete-time, totally observed s..:

Dai Pra, P. ; Rudari, C.
Applied Mathematics and Optimization. 35 (1997) 2 - p. 221-235 , 1997

Link: https://doi.org/10.1007/..

3

Proliferation and Death in a Binary Environment: A Stochast..:

Chignola, R. ; Pra, P. Dai ; Morato, L. M..
Bulletin of Mathematical Biology. 68 (2006) 7 - p. 1661-1680 , 2006

Link: https://doi.org/10.1007/..

4

Explicit solutions for multivariate, discrete-time control ..:

Pra, P.Dai ; Meneghini, L. ; Runggaldier, W.J.
Systems & Control Letters. 34 (1998) 4 - p. 169-176 , 1998

Link: https://doi.org/10.1016/..

5

Large Deviation Limit for Discrete-Time, Totally Observed S..:

Pra, P. Dai
Applied Mathematics and Optimization. 35 (1997) 2 - p. 221-235 , 1997

Link: https://doi.org/10.1007/..

6

Space‐time large deviations for interacting particle system:

Pra, P. Dai
Communications on Pure and Applied Mathematics. 46 (1993) 3 - p. 387-422 , 1993

Link: https://doi.org/10.1002/..

7

Polarization and Coherence in Mean Field Games Driven by Pr..:

Dai Pra P ; Sartori E ; Tolotti M
info:eu-repo/semantics/altIdentifier/wos/WOS:000990970600001. , 2023

Link: https://hdl.handle.net/1..

8

Oscillatory Behavior in a Model of Non-Markovian Mean Field..:

Dai Pra P ; Formentin M ; Pelino G
info:eu-repo/semantics/altIdentifier/wos/WOS:000528407100001. , 2020

Link: http://hdl.handle.net/11..

9

Synchronization and functional central limit theorems for i..:

Crimaldi I ; Dai Pra P ; Louis PY.
info:eu-repo/semantics/altIdentifier/wos/WOS:000453500800003. , 2019

Link: https://hdl.handle.net/2..

10

Ergodicity of a system of interacting random walks with asy..:

Andreis L ; Asselah A ; Dai Pra P
info:eu-repo/semantics/altIdentifier/wos/WOS:000456070200017. , 2019

Link: https://hdl.handle.net/1..

11

McKean–Vlasov limit for interacting systems with simultaneo..:

Andreis L ; Dai Pra P ; Fischer M
info:eu-repo/semantics/altIdentifier/wos/WOS:000461783800003. , 2018

Link: https://hdl.handle.net/1..

12

Multi-scaling of moments in stochastic volatility models:

Dai Pra P ; Pigato P
info:eu-repo/semantics/altIdentifier/wos/WOS:000359165400004. , 2015

Link: http://hdl.handle.net/11..

13

Synchronization via interacting reinforcement:

Dai Pra, P ; Louis, P.-Y ; Minelli, I.G
Dai Pra , P , Louis , P-Y & Minelli , I G 2013 , Synchronization via interacting reinforcement . Report Eurandom , vol. 2013031 , Eurandom , Eindhoven .. , 2013

Link: https://research.tue.nl/..

14

Endogenous equilibria in liquid markets with frictions and ..:

DAI PRA P ; FONTINI F ; SARTORI, ELENA.
ispartofbook:Working Paper 07/2011. , 2011

Link: http://hdl.handle.net/10..

15

McKean-Vlasov limit for interacting random processes in ran..:

Dai Pra, P ; Hollander, den, W.Th.F
Dai Pra , P & Hollander, den , W T F 1995 , McKean-Vlasov limit for interacting random processes in random media . Katholieke Universiteit Nijmegen. Mathematisch Instituut : report , vol. 9516 , Radboud Universiteit Nijmegen , Nijmegen .. , 1995

Link: https://research.tue.nl/..