검색결과 : 6건
| No. | Article |
|---|---|
| 1 |
Experimental observations of bubbling regimes at in-line multi-orifice bubblers Capponi A, Llewellin EW International Journal of Multiphase Flow, 114, 66, 2019 |
| 2 |
Dynamic Investment and Counterparty Risk Bo LJ, Capponi A Applied Mathematics and Optimization, 77(1), 1, 2018 |
| 3 |
PORTFOLIO CHOICE WITH MARKET-CREDIT-RISK DEPENDENCIES Bo LJ, Capponi A SIAM Journal on Control and Optimization, 56(4), 3050, 2018 |
| 4 |
OPTIMAL INVESTMENT UNDER INFORMATION DRIVEN CONTAGIOUS DISTRESS Bo LJ, Capponi A SIAM Journal on Control and Optimization, 55(2), 1020, 2017 |
| 5 |
Stochastic Filtering for Diffusion Processes With Level Crossings Capponi A, Fatkullin I, Shi L IEEE Transactions on Automatic Control, 56(9), 2201, 2011 |
| 6 |
A convex optimization approach to filtering in jump linear systems with state dependent transitions Capponi A Automatica, 46(2), 383, 2010 |