Výsledky vyhledávání - "Guida, Francesco"

Dissertation/ Thesis

Measure-valued affine and polynomial diffusions and applications to energy modeling

Autor: Guida, Francesco

The central theme of this thesis is the study of stochastic processes in the infinite dimensional setup of (non-negative) measures. We introduce a class of measure-valued processes, which – in analogy to their finite dimensional counterparts – wi

Externí odkaz: http://hdl.handle.net/11572/336816

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Measure-valued processes for energy markets

Autor: Cuchiero, Christa, Di Persio, Luca, Guida, Francesco, Svaluto-Ferro, Sara

We introduce a framework that allows to employ (non-negative) measure-valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath-J

Externí odkaz: http://arxiv.org/abs/2210.09331

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Akademický článek

Measure-valued affine and polynomial diffusions

Autor: Cuchiero, Christa, Di Persio, Luca, Guida, Francesco, Svaluto-Ferro, Sara

Publikováno v: In Stochastic Processes and their Applications September 2024 175

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Measure-valued affine and polynomial diffusions

Autor: Cuchiero, Christa, Guida, Francesco, di Persio, Luca, Svaluto-Ferro, Sara

We introduce a class of measure-valued processes, which -- in analogy to their finite dimensional counterparts -- will be called measure-valued polynomial diffusions. We show the so-called moment formula, i.e.~a representation of the conditional marg

Externí odkaz: http://arxiv.org/abs/2112.15129

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Akademický článek

The second eastern crisis (1875-1878): Echoes, volunteers and Italian interests

Autor: Guida Francesco

Publikováno v: Balcanica, Vol 2022, Iss 53, Pp 63-77 (2022)

The actions of Balkan insurgents during Eastern Crisis of 1875-1878 were closely followed by Giuseppe Garibaldi and his supporters as well as by the Italian politicians and writers that were a part Mazzini’s school of thought. Garibaldi actively

Externí odkaz: https://doaj.org/article/4b28aebd3f4b4d718f46a56292b12fa4

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