Concepedia

Anna Gerardi

AG

13

Publications

307

Citations

11

H-Index

1971

Active since

Affiliations

University of L'Aquila(Current)

Sapienza University of Rome

University of Chieti-Pescara

Istituto Nazionale di Alta Matematica Francesco Severi

Anna Gerardi is an author at University of L'Aquila specializing in engineering, statistics, and probability theory.

Top concepts

EngineeringStatisticsProbabilityMultiscale ModelingFinancePhysicsBusinessAsset PricingBiostatisticsProcess Control

Publications per year

1971–2009

13

Publications

13

Exact Solution of a Time-Dependent Quantal Harmonic Oscillator with a Singular Perturbation

P. Camiz, Anna Gerardi, Carlo Marchioro et al. · Journal of Mathematical Physics · 1971 · 82 citations

Quantum Dynamic, Engineering, Quantal Problem +16

A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH

Claudia Ceci, Anna Gerardi · International Journal of Theoretical and Applied Finance · 2006 · 43 citations

Engineering, Spectrum Estimation, Stochastic Analysis +27

Filtering of a Markov Jump Process with Counting Observations

Claudia Ceci, Anna Gerardi · Applied Mathematics & Optimization · 2000 · 25 citations

Stochastic Hybrid System, Engineering, Hidden Markov Model +4

Existence of Optimal Controls for Partially Observed Jump Processes

Claudia Ceci, Anna Gerardi, Paola Tardelli · Acta Applicandae Mathematicae · 2002 · 23 citations

Nonlinear Filtering Equation of a Jump Process with Counting Observations

Claudia Ceci, Anna Gerardi · Acta Applicandae Mathematicae · 2001 · 21 citations

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