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We introduce the notion of covariance measure structure for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variationsâ€¦ (More)

Given an integer m, a probability measure Î½ on [0, 1], a process X and a real function g, we define the m-order Î½-integral having as integrator X and as integrand g(X). In the case of the fractionalâ€¦ (More)

This paper is devoted to analyze several properties of the bifractional Brownian motion introduced by HoudrÃ© and Villa. This process is a self-similar Gaussian process depending on two parameters Hâ€¦ (More)

- Rosanna COVIELLO, Francesco Russo
- 2006

This paper does not suppose a priori that the evolution of the price of a financial asset is a semimartingale. Since possible strategies of investors are self-financing, previous prices are forced toâ€¦ (More)

The aim of the present work is the introduction of a viscosity type solution, called strongviscosity solution to distinguish it from the classical one, with the following peculiarities: it is aâ€¦ (More)

- Giulia Motola, Francesco Russo, M. Mangrella, Carmine Vacca, Filomena Mazzeo, FlÃ¡via Raquel Rossi
- Journal of chemotherapy
- 1998

The aims of this study were: 1) to evaluate the surgical prophylaxis regimens adopted by surgeons of the University Hospital of the Faculty of Medicine and Surgery of the 2nd University of Naplesâ€¦ (More)

- F. J. Imms, Francesco Russo, Vincent Iyawe, Malcolm B. Segal
- Clinical science
- 1998

1. Twenty-seven young subjects used their right hand to perform sustained, isometric contractions at 40% of maximum for 2 min while lying supine. 2. During the last 30 s of exercise, mean arterialâ€¦ (More)

Let M be a normal martingale i.e. M ; M t = t, we decompose the product of two m ultiple stochastic integrals with respect to M I n fI m g as a sum of n^m terms H k. H k is equal to the integral overâ€¦ (More)

Functional ItÃ´ calculus was introduced in order to expand a functional F (t,X Â·+t, Xt) depending on time t, past and present values of the processX . Another possibility to expand F (t,X Â·+t, Xt)â€¦ (More)

- Annalisa Capuano, Giulia Motola, +4 authors Filomena Mazzeo
- Pharmacological research
- 2004

The aims of this study, conducted in the emergency departments of two hospitals of Naples (Italy), which differ in type of catchment area and in the number of daily visits, were to determine: (1) theâ€¦ (More)