Concepedia

Cristina Di Girolami

CD

6

Publications

129

Citations

6

H-Index

2011

Active since

Affiliations

École Nationale Supérieure de Techniques Avancées(Current)

Institut national de recherche en sciences et technologies du numérique

CERMICS

Libera Università Internazionale degli Studi Sociali Guido Carli

Laboratoire de Mathématiques Blaise Pascal

Cristina Di Girolami is an author at École Nationale Supérieure de Techniques Avancées specializing in stochastic calculus, functional analysis, and stochastic processes.

ORCID

Top concepts

Publications per year

2011–2015

6

Publications

6

The covariation for Banach space valued processes and applications

Cristina Di Girolami, Giorgio Fabbri, Francesco Russo · Metrika · 2013 · 27 citations · Full text

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GENERALIZED COVARIATION AND EXTENDED FUKUSHIMA DECOMPOSITION FOR BANACH SPACE-VALUED PROCESSES: APPLICATIONS TO WINDOWS OF DIRICHLET PROCESSES

Cristina Di Girolami, Francesco Russo · Infinite Dimensional Analysis Quantum Probability and Related Topics · 2012 · 27 citations

, , +15

Generalized covariation for Banach space valued processes, Itô formula and applications

Cristina Di Girolami, Francesco Russo · OUKA (Osaka University Knowledge Archive) (Osaka University) · 2014 · 23 citations

Clark–Ocone type formula for non-semimartingales with finite quadratic variation

Cristina Di Girolami, Francesco Russo · Comptes Rendus Mathématique · 2011 · 21 citations · Full text

On stochastic calculus related to financial assets without semimartingales

Rosanna Coviello, Cristina Di Girolami, Francesco Russo · Bulletin des Sciences Mathématiques · 2011 · 17 citations · Full text

, , +4

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