Foto del docente

Alberto Lanconelli

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: MAT/06 Probability and Statistics

Publications

LANCONELLI A, Translated Brownian motions and associated Wick products, «STOCHASTIC ANALYSIS AND APPLICATIONS», 2006, 24, pp. 795 - 811 [Scientific article]

LANCONELLI A, Computing conditional expectation of multidimensional diffusion processes, «STOCHASTICS», 2005, 77, pp. 315 - 326 [Scientific article]

LANCONELLI A, Wick product and backward heat equation, «MEDITERRANEAN JOURNAL OF MATHEMATICS», 2005, 2, pp. 367 - 379 [Scientific article]

LANCONELLI, ALBERTO; PROSKE F., On explicit strong solutions on Ito-SDEs and the Donsker delta function of a diffusion, «INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS», 2004, 7, pp. 437 - 447 [Scientific article]

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