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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)

- Ida Kruk, Francesco Russo, C. A. Tudor, J. B. ClÃ©ment
- 2008

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)

- Francesco Russo, C. A. Tudor, J. B. ClÃ©ment
- 2006

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)

- Cristina Di Girolami, Francesco Russo
- 2010

This paper develops some aspects of stochastic calculus via regularization to Banach valued processes. An original concept of Ï‡-quadratic variation is introduced, where Ï‡ is a subspace of the dual ofâ€¦ (More)

- Cristina DI GIROLAMI, Francesco Russo
- 2012

This paper concerns the notion of quadratic variation and covariation for Banach space valued processes (not necessarily semimartingales) and related ItÃ´ formula. If X and Y take respectively valuesâ€¦ (More)

We study an evolution problem in the space of continuous loops in a threedimensional Euclidean space modelled upon the dynamics of vortex lines in 3d incompressible and inviscid fluids. We establishâ€¦ (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)

- 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)