Publications

Articles (revues avec comité de lecture)

2020

• About classical solutions of the path-dependent heat equation.
  Cristina Di Girolami and Francesco Russo
  Random Operators Stochastic Equations (ROSE), vol. 1, pp. 35-62, jan, 2020    [ ]   

2016

• Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
  Andrea Cosso, Cristina Di Girolami and Francesco Russo
  vol. 668, pp. 43-65, Probability on Algebraic and Geometric Structures, June 5-7 2014, Contemporary Mathematics 668, 2016    [ ]   

2014

• Generalized covariation for Banach space valued processes and Itô formula
  Cristina Di Girolami and Francesco Russo
  Osaka Journal of Mathematics, vol. 51(3), jun, 2014    [ ]   
• The covariation for Banach space valued processes and applications.
  Cristina Di Girolami, Giorgio Fabbri and Francesco Russo
  Metrika, vol. 77, pp. 51-104, jan, 2014    [ ]   

2012

• Generalized covariation and extended Fukushima decompositions for Banach space valued processes. Application to windows of Dirichlet processes.
  Cristina Di Girolami and Francesco Russo
  Infinite Dimensional Analysis, Quantum Probability and Related Topics (IDA-QP)., vol. 15(2), jun, 2012    [ ]   

2011

• Clark-Ocone type formula for non-semimartingales with finite quadratic variation
  Cristina Di Girolami and Francesco Russo
  Comptes Rendus de l'Académie des Sciences., vol. 349(3-4), pp. 209 – 214, jan, 2011    [ ]   
• On stochastic calculus related to financial assets without semimartingales
  Rosanna Coviello, Cristina Di Girolami and Francesco Russo
  Bulletin Sciences Mathématiques, vol. 135, pp. 733–774, jul, 2011    [ ]   

Thèse

2010

• Infinite dimensional stochastic calculus via regularization with financial perspectives
  Cristina Di Girolami
  Université Paris-Nord - Paris XIII, jul, 2010    [ ]   

Cours

2010

• Infinite dimensional stochastic calculus via regularization.
  Cristina Di Girolami and Francesco Russo
  Arxiv, apr, 2010    [ ]