14 citations · 33 across the 24 of their papers we have counts for
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math.PR2014
Bridges of Markov counting processes. Reciprocal classes and duality formulas
Giovanni Conforti, Christian Léonard, Rüdiger Murr +1
Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their r…
math.PR2014★ 1 cited
Reciprocal class of jump processes
Giovanni Conforti, Paolo Dai Pra, Sylvie Roelly
Processes having the same bridges as a given reference Markov process constitute its {\it reciprocal class}. In this paper we study the reciprocal class of compound Poisson process…
math.PR2014
On small-noise equations with degenerate limiting system arising from volatility models
Giovanni Conforti, Stefano De Marco, Jean-Dominique Deuschel
The one-dimensional SDE with non Lipschitz diffusion coefficient is widely studied in mathematical finance. Several works…