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researcher

D. Brigo

73 papers hereh-index 396.5k citations279 works total

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

author position
  • sole author7
  • first author44
  • middle author10
  • last author11

Across the 72 of 73 papers where every author was matched, so the position is known.

fields
  • q-fin.PR31
  • math.PR14
  • q-fin.RM11
  • q-fin.MF5
  • q-fin.TR5
  • q-fin.CP4

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedStochastic filtering via L2 projection on mixture manifolds with computer algorithms and numerical examples

26 citations · 157 across the 57 of their papers we have counts for

collaborators
Showing 2018 · math.PRShow all

1 paper · 2 filters

math.PR2018★ 1 cited

Projections of SDEs onto Submanifolds

John Armstrong, Damiano Brigo, Emilio Ferrucci

In [ABF19] the authors define three projections of Rd-valued stochastic differential equations (SDEs) onto submanifolds: the Stratonovich, Ito-vector and Ito-jet projections. In th…

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