FERRANTE, MARCO
FERRANTE, MARCO
Dipartimento di Matematica "Tullio Levi-Civita" - DM
A Gaussian-generalized inverse Gaussian finite dimensional filter
1999 Ferrante, Marco; Vidoni, P.
A General Theory of IR Evaluation Measures
2019 Ferrante, Marco; Ferro, Nicola; Pontarollo, Silvia
A new markovian model for tennis matches
2017 Carrari, A.; Ferrante, M.; Fonseca, G.
A Note About the Existence of Finite-dimensional Filters For Nonlinear-systems In Discrete-time With Uniform Noise
1995 Ferrante, Marco; F., Giummole
A note about the filtering problem in discrete time making use of weak convergence of probability measures.
1996 Ferrante, Marco
A note on the stationarity of a threshold first-order bilinear process.
1998 Ferrante, Marco; Cappuccio, Nunzio; G., Fonseca
A stochastic epidemic model of COVID-19 disease
2020 Bardina, X.; Ferrante, M.; Rovira, C.
An example of non-Markovian stochastic two-point boundary value problem.
1997 Ferrante, Marco; D., Nualart
AWARE: Exploiting evaluation measures to combine multiple assessors
2017 Ferrante, Marco; Ferro, Nicola; Maistro, Maria
Concise Whole-Cell Modeling of BKCa-CaV Activity Controlled by Local Coupling and Stoichiometry
2017 Montefusco, Francesco; Tagliavini, Alessia; Ferrante, Marco; Pedersen, Morten Gram
Convergence of delay differential equations driven by fractional Brownian motion
2010 Ferrante, Marco; Rovira, C.
Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noise.
1998 Ferrante, Marco; P., Vidoni
Finite-dimensional filters for a discrete-time nonlinear system with generalized Gaussian white noise
1995 Ferrante, Marco; F., Giummole
Gaussian Finite-dimensional Filters In Discrete-time
1994 Ferrante, Marco
Geometric ergodicity, regularity of the invariant distribution and inference for a threshold bilinear Markov process
2003 Ferrante, Marco; G., Fonseca; P., Vidoni
How do interval scales help us with better understanding IR evaluation measures?
2020 Ferrante, M.; Ferro, N.; Losiouk, E.
Linear stochastic differential equations with functional boundary conditions
2003 Ferrante, Marco; Alabert, A.
Linear stochastic differential-algebraic equations with constant coefficient
2006 Ferrante, Marco; Alabert, A.
Markov field property for stochastic differential equations with boundary conditions
1995 Ferrante, Marco; D., Nualart
Markov Field Property of Stochastic Differential-equations
1995 A., Alabert; Ferrante, Marco; D., Nualart