Cristina Costantini - Concepedia

Author

Cristina Costantini

Also Known As

C COSTANTINI, C Costantini, C. Costantini, CRISTINA COSTANTINI, Claire M. Costantini, Costantini, C., Costantini, Cristina, Cristina Costantini, Scaffardi, Lucia

Publications

304

Citations

H-Index

Concepts

All Affiliations

University of Chieti-Pescara University of Wisconsin–Madison

About

Cristina Costantini is an author at University of Chieti-Pescara specializing in engineering, numerical analysis, and approximation theory.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	4	4	130
2	Physics	2	2	27
3	Natural Sciences	1	1	14
4	Asset Pricing	1	1	10
5	Probability Theory	1	1	14

Cristina Costantini

Publications

225

Citations

H-Index

Page 1

	Year	Citations
Numerical Approximation for Functionals of Reflecting Diffusion Processes Barbara Pacchiarotti, Cristina Costantini, Flavio Sartoretto SIAM Journal on Applied Mathematics Numerical AnalysisEngineeringDiffusion ProcessStochastic Dynamical SystemReflecting Diffusion Processes	1998	56
The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations Cristina Costantini Probability Theory and Related Fields Numerical AnalysisEngineeringGeometric Partial Differential EquationFree Boundary ProblemInverse Problems	1992	47
Boundary Sensitivities for Diffusion Processes in Time Dependent Domains Cristina Costantini, Emmanuel Gobet, Nicole El Karoui Applied Mathematics & Optimization Diffusion ProcessesDiffusion-based ModelingAnomalous DiffusionDiffusion Process	2006	28
Viscosity methods giving uniqueness for martingale problems Cristina Costantini, Thomas G. Kurtz Electronic Journal of Probability	2015	24
Wright–Fisher construction of the two-parameter Poisson–Dirichlet diffusion Cristina Costantini, Pierpaolo De Blasi, S. N. Ethier, The Annals of Applied Probability	2017	22
Diffusion Approximation for a Class of Transport Processes with Physical Reflection Boundary Conditions Cristina Costantini The Annals of Probability Numerical AnalysisEngineeringDiffusion ApproximationStochastic AnalysisOptimal Transport	1991	14
DIFFUSION APPROXIMATION FOR TRANSPORT PROCESSES WITH GENERAL REFLECTION BOUNDARY CONDITIONS Cristina Costantini, Thomas G. Kurtz Mathematical Models and Methods in Applied Sciences Numerical AnalysisBoundary ConditionsEngineeringDiffusion ResistancePhysics	2006	13
Existence and uniqueness of reflecting diffusions in cusps Cristina Costantini, Thomas G. Kurtz Electronic Journal of Probability	2018	11
Singular risk-neutral valuation equations Cristina Costantini, Marco Papi, Fernanda D’Ippoliti Finance and Stochastics Derivative PricingAsset PricingSingularly Perturbed ProblemFinancial Mathematics	2011	10

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