14 citations · 14 across the 3 of their papers we have counts for
3 papers
math.ST2015
Functional Cramer-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
Eni Musta, Maurizio Pratelli, Dario Trevisan
We investigate the problems of drift estimation for a shifted Brownian motion and intensity estimation for a Cox process on a finite interval , when the risk is given by the…
math.PR2011
Functions of Bounded Variation on the Classical Wiener Space and an Extended Ocone-Karatzas Formula
Maurizio Pratelli, Dario Trevisan
We prove an extension of the Ocone-Karatzas integral representation, valid for all functions on the classical Wiener space. We establish also an elementary chain rule formula…
math.PR2006★ 14 cited
A theory of stochastic integration for bond markets
M. De Donno, M. Pratelli
We introduce a theory of stochastic integration with respect to a family of semimartingales depending on a continuous parameter, as a mathematical background to the theory of bond…