Di Girolami Cristina, Notion of quadratic variation in Banach spaces, «STOCHASTIC ANALYSIS AND APPLICATIONS», 2024, 42, pp. 674 - 701 [Scientific article]
Girolami, Cristina Di; Rosestolato, Mauro, Representation of stochastic optimal control problems with delay in the control variable, «DECISIONS IN ECONOMICS AND FINANCE», 2024, ON LINE FIRST, pp. 1 - 20 [Scientific article]Open Access
Chevalier Etienne ,
Di Girolami Cristina,
Gaïgi M'hamed ,
Giovannini Elisa,
Scotti Simone, A dam management problem with energy production as an optimal switching problem, «APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY», 2023, 2023, pp. 1 - 16 [Scientific article]Open Access
Russo Francesco; Di Girolami Cristina, About classical solutions of the path-dependent heat equation, «RANDOM OPERATORS AND STOCHASTIC EQUATIONS», 2020, 28, pp. 35 - 62 [Scientific article]Open Access
Arrigoni Bruno &; Peccati Lorenzo &; Di Girolami Cristina, La valutazione degli indizi secondo il Cardinale Newman: dalla Teologia al Diritto, «CASSAZIONE PENALE», 2018, LVIII, pp. 3450 - 3471 [Scientific article]
Bambi, Mauro; DI GIROLAMI, Cristina; Federico, Salvatore; Gozzi, Fausto, Generically distributed investments on flexible projects and endogenous growth, «ECONOMIC THEORY», 2017, 63, pp. 521 - 558 [Scientific article]
Cosso, Andrea; Di Girolami, Cristina; Russo, Francesco, Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations, in: PROBABILITY ON ALGEBRAIC AND GEOMETRIC STRUCTURES, Providence, Rhode Island, American Mathematical Society, 2016, pp. 43 - 65 [Chapter or essay]
DI GIROLAMI, Cristina; RUSSO F., Generalized covariation for Banach space valued processes, Itô formula and applications, «OSAKA JOURNAL OF MATHEMATICS», 2014, VI, pp. 729 - 783 [Scientific article]
DI GIROLAMI, Cristina; FABBRI G.; RUSSO F., The covariation for Banach space valued processes and applications, «METRIKA», 2014, VXXVII, pp. 51 - 104 [Scientific article]
DI GIROLAMI, Cristina; Russo F., Generalized covariation and extended Fukushima decompositions for Banach space valued processes. Applications to windows of Dirichlet processes, «INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS», 2012, 15, pp. 1250007 - 1250056 [Scientific article]
DI GIROLAMI, Cristina; Russo F., Clark-Ocone type formula for non-semimartingales with finite quadratic variation, «COMPTES RENDUS MATHÉMATIQUE», 2011, 349, pp. 209 - 214 [Scientific article]
Coviello R.; DI GIROLAMI, Cristina; Russo F., On stochastic calculus related to financial assets without semimartingales, «BULLETIN DES SCIENCES MATHEMATIQUES», 2011, 135, pp. 733 - 774 [Scientific article]
