Capasso V., Morale D., “Asymptotic Behavior of a System of Stochastic Particles Subject to Nonlocal Interactions”, Stoch. Anal. Appl., 27:3 (2009), 574–603
Jasso-Fuentes H., Hernández-Lerma O., “Ergodic control, bias, and sensitive discount optimality for Markov diffusion processes”, Stoch. Anal. Appl., 27:2 (2009), 363–385
Annamaria Bianchi, “The normal approximation rate for the drift estimator of multidimensional diffusions”, Stat Inference Stoch Process, 12:3 (2009), 251
Héctor Jasso-Fuentes, Onésimo Hernández-Lerma, “Blackwell Optimality for Controlled Diffusion Processes”, J. Appl. Probab., 46:02 (2009), 372
Capasso V., Morale D., “Rescaling stochastic processes: asymptotics”, Multiscale problems in the life sciences, Lecture Notes in Math., 1940, Springer, Berlin, 2008, 91–146
Jasso-Fuentes H., Hernández-Lerma O., “Characterizations of overtaking optimality for controlled diffusion processes”, Appl. Math. Optim., 57:3 (2008), 349–369
Delphine Blanke, Denis Bosq, “Regression Estimation and Prediction in Continuous Time”, JJSS, 38:1 (2008), 15
Bianchi A., “Nonparametric trend coefficient estimation for multidimensional diffusions”, C. R. Math. Acad. Sci. Paris, 345:2 (2007), 101–105
Capasso V., Morale D., Ortisi M., “Long time behavior of a system of stochastic differential equations modelling aggregation”, Math everywhere: Deterministic and Stochastic Modelling in Biomedicine, Economics and Industry, Springer, Berlin, 2007, 25–38
Bianchi A., “Invariant density estimation for multidimensional diffusions”, Math everywhere: Deterministic and Stochastic Modelling in Biomedicine, Economics and Industry, Springer, Berlin, 2007, 39–50