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A. Calzolari

6 papers hereh-index 7110 citations23 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author5
  • middle author1

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • math.DS1
same name
  • A. Calzolari — 41 papers, h 40
  • A. Calzolari — 13 papers, h 15

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122024
most citedEnlargement of filtration and predictable representation property for semi-martingales

8 citations · 17 across the 5 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

math.PR2013★ 8 cited

Enlargement of filtration and predictable representation property for semi-martingales

Antonella Calzolari, Barbara Torti

We present two examples of loss of the predictable representation property for semi-martingales by enlargement of the reference filtration. First of all we show that the predictabl…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.