18 citations · 96 across the 20 of their papers we have counts for
3 papers · 1 filter
Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusions with application to the Bates model
Maya Briani, Lucia Caramellino, Giulia Terenzi
We study the rate of weak convergence of Markov chains to diffusion processes under suitable but quite general assumptions. We give an example in the financial framework, applying…
Open canals flow with fluvial to torrential phase transitions on networks
Maya Briani, Benedetto Piccoli
Network flows and specifically open canal flows can be modeled by systems of balance laws defined on topological graphs. The shallow water or Saint-Venant system of balance laws is…
Understanding Human Mobility Flows from Aggregated Mobile Phone Data
Caterina Balzotti, Andrea Bragagnini, Maya Briani +1
In this paper we deal with the study of travel flows and patterns of people in large populated areas. Information about the movements of people is extracted from coarse-grained agg…