GRUPPO DI RICERCA DI PROBABILITÀ processi stocastici e applicazioni a filtraggio, controllo, simulazione e finanza matematica - RESEARCH GROUP IN PROBABILITY stochastic processes and applications to filter theory, control theory, simulation and financial mathematics unibo dm

Università di Bologna

Dipartimento di Matematica

GRUPPO DI RICERCA DI PROBABILITÀ

“Processi Stocastici e applicazioni a Filtraggio,
Controllo, Simulazione e Finanza Matematica”

English version
[Ca]
M. Campanino
"A lower bound for the covariance of positive events"
Forum Math. 11(2), 203-209 (1999).
[Ca2]
M. Campanino
"Strict inequality for critical percolation values Correlation asymptotics at high temperatures in frustrated random cluster models"
Markov Processes Relat. Fields 4, 395-410 (1998)
[CI]
M. Campanino, D. Ioffe (2002)
"Ornstein-Zernike Theory for the Bernoulli Bond Percolation on Z^d"
The Annals of Probability 30(2), 652-682.
[CIV1]
M. Campanino, D. Ioffe, Y. Velenik
"Ornstein-Zernike theory for finite range Ising models above Tc"
Probab. Theory Relat. Fields 125, 3, 305-349 (2003).
[CIV2]
M. Campanino, D. Ioffe, Y. Velenik
"Rigorous non-perturbative Ornstein-Zernike theory for Ising ferromagnets"
Europhysics Letters 62, 182-188 (2003).
[CP]
M. Campanino, D. Petritis
"Random Walks on Randomly Oriented Lattices"
Markov Processes Relat. Fields 9(3), 391-412 (2003)
[CIV3]
M. Campanino, D. Ioffe, Y. Velenik
"Random Path Representation and Sharp Correlation Asymptotics at High-Temperatures"
Advanced Studies in Pure Mathematics 39, 29-52 (2004)
[CIV4]
M. Campanino, D. Ioffe, Y. Velenik(2008)
"Fluctuation theory of connectivities for subcritical random cluster models"
Ann.Prob. 36, 4, 1287-1321
[CaG]
M. Campanino, M.Gianfelice
"A local limit theorem for triple connections in subcritical Bernoulli percolation"
Accettato per pubblicazione du Probability Theory and Related Fields
[CaG]
F. Biagini, M. Campanino, S. Fuschini
"Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index H>1/2"
Stochastics 80 (5), 407-426
[Cr]
I. Crimaldi (2002)
"Convergence Results for a Normalized Triangular Array of Symmetric Random Variables"
Expositiones Mathematicae 20(4), 375-384.
[CrP]
I. Crimaldi, L. Pratelli (2003)
"Convergence Results for Multivariate Martingales"
Preprint del Dip. di Matematica dell'Università di Pisa, sez. di Analisi matematica e Probabilità.
[Cr2]
I. Crimaldi (2003)
"On the behavior of the conditional expectations in Skorohod Representation Theorem"
Statistics & Probability Letters, vol. 67/2 (2004), pag. 141 - 148, Elsevier.
[CrP2]
I. Crimaldi, L. Pratelli (2005)
"Two inequalities for conditional expectations and convergence results for filters"
Statistics & Probability Letters, vol. 74, pag. 151 - 162,
[CrP3]
I. Crimaldi, L. Pratelli (2005)
"Convergence results for conditional expectations"
Bernoulli vol. 11/4 pag. 737-745
[CrP4]
I.Crimaldi, L. Pratelli (2005)
"Convergence results for Multivariate Martingales"
Stochastic Processes and their Applications vol. 115 pag. 415-577
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[BACr]
A. Baldi Antognini, I. Crimaldi (2006)
"A dose-finding sequential method for targeting a given mean response: Up & Down experiments
Invited Session ``Adaptive Experiments"
in Atti della XLIII Riunione Scientifica della Società Italiana di Statistica, Torino, pag. 415-426
[CrLP1]
I. Crimaldi, G. Letta, L. Pratelli (2007)
"A strong form of stable convergence"
S\'eminaire de Probabilit\'es XL, Lecture Notes in Mathematics vol.~1899, pag. 203-225, Springer Verlag
[CrLP2]
I. Crimaldi, G. Letta, L. Pratelli (2007)
"Sur l'interversion de l'ordre entre deux op\'erations sur les tribus"
Comptes Rendus Mathematiques, Acad. Sci. Paris, Ser. I, 345, pag. 341-344
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