Pigato, Paolo

1. Randomized optimal stopping algorithms and their convergence analysis
   2020/02/03 by Bayer, Christian, Belomestny, Denis, Hager, Paul +2 · 3 citations
   #60J05 #65C05 #65C30 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
2. Maximum likelihood drift estimation for a threshold diffusion
   2018/03/14 by Lejay, Antoine, Pigato, Paolo · 1 citation
   #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
3. The multivariate fractional Ornstein-Uhlenbeck process
   2024/08/06 by Ranieri Dugo, Giacomo Giorgio, Dugo, Ranieri +3 · 1 citation
   Mathematics · #60F05 #62F12 #62M09 #FOS: Computer and information sciences #FOS: Mathematics #Fractional Differential Equations Solutions #Methodology (stat.ME) #Nonlinear Differential Equations Analysis #Primary 60G15 #Probability (math.PR) #Statistical Distribution Estimation and Applications #secondary: 60G22