G
Giovanna Nappo
Researcher at Sapienza University of Rome
Publications - 37
Citations - 353
Giovanna Nappo is an academic researcher from Sapienza University of Rome. The author has contributed to research in topics: Markov process & Counting process. The author has an hindex of 9, co-authored 36 publications receiving 327 citations.
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On the Moments of the Modulus of Continuity of Itô Processes
Markus Fischer,Giovanna Nappo +1 more
TL;DR: In this paper, the modulus of continuity of a stochastic process is defined as a random element for any fixed mesh size, and the convergence rate of Euler-Maruyama schemes with uniformly bounded coefficients is analyzed.
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Rate of convergence to equilibrium of marked Hawkes processes
TL;DR: In this article, the authors obtained rates of convergence to equilibrium of marked Hawkes processes in two situations: the stationary process is the empty process, in which case we speak of the rate of extinction.
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Kendall distributions and level sets in bivariate exchangeable survival models
Giovanna Nappo,Fabio Spizzichino +1 more
TL;DR: The relations between the set of the level curves of F@?
The filtered martingale problem
TL;DR: In this paper, it was shown that any probability-measure-valued process with the appropriate martingale properties can be interpreted as the conditional distribution of X for some observation process.
Journal Article
Limit laws for a coagulation model of interacting random particles
Giovanna Nappo,Enza Orlandi +1 more
TL;DR: In this article, the authors consider brownian particles which interact with each other and eventually die and prove propagation of chaos and a fluctuation theorem for the empirical distribution using a martingale method.