Paolo BALDI:  list of publications
 

Papers on journals or proceedings with a referee.

1.     Baldi P. Sur l'équation de Poisson. Ann. Inst. H. Poincaré, sect. B 10, 423-434 (1974).

2.     Baldi P. Recurrent Random Walks on certain classes of groups. Z. Wahrscheinlichkeitstheorie verw. Gebiete 37, 7-25 (1976).

3.     Baldi P., Bougerol Ph., Crepel P. Théorème Central Limite Local sur les Déplacements de Rd. C. R. Acad. Sc. Paris 283, 53-57 (1976).

4.     Baldi P. Sur la transience du groupe des Déplacements de l'espace. Ann. Inst. H. Poincaré, sect. B 12, 285-290 (1976).

5.     Baldi P., Lohoué N., Peyrière J. Sur la classification des groupes recurrents. C. R. Acad. Sc. Paris 285, 1103-1104 (1977).

6.     Baldi P., Bougerol Ph., Crepel P. Théorème Central Limite Local sur les extensions compactes de Rd. Ann. Inst. H. Poincaré, sect. B 14, 99-101 (1978).

7.     Baldi P. Lois Stables sur les Déplacements de Rd. Lect. Notes Math. 706, Springer-Verlag 1978, 1-9.

8.     Baldi P. Caractérisation des groupes de Lie connexes récurrents. Ann. Inst. H. Poincaré, sect. B 17, 281-308 (1981).

9.     Baldi P. Premières majorations de la densité d'une Diffusion sur Rd.  Méthode de la Parametrix. In "Géodesiques et Diffusions en temps petit", Astérisque 84-85, 43-54 (1981).

10.  Baldi P., Bafico R. Small Random Perturbations of Peano Phenomena. Stochastics 6, 279-292 (1982).

11.  Baldi P. Grandes Déviations et Loi Fonctionnelle du Logarithme Itéré. C. R. Acad. Sc. Paris 299, 463-466 (1984).

12. Baldi P. Unicité du Plongement d'une Loi Gaussienne dans un Semi-groupe de convolution. Cas non-abélien. Math. Zeitschrift 188, 411-417 (1986).

13. Baldi P. Large Deviations and Functional Iterated Logarithm Law for Diffusion Processes. Probab. Theory Relat. Fields71, 435-453 (1986).

14. Baldi P. Limit Set of inhomogeneous Ornstein-Uhlenbeck Processes. Destabilization and Annealing. Stoch. Processes Appl. 23, 153-167 (1986).

15. Baldi P., Chaleyat-Maurel M. Sur l'équivalent du module de continuité des processus de diffusion. Séminaire de Probabilités, XXI, Lect. Notes Math. 1247, Springer-Verlag 1987, 404-427.

16. Baldi P. Large Deviations and Stochastic Homogenization. Ann. Mat. Pura Appl. 151, 161-177(1988).

17. Baldi P., Chaleyat-Maurel M. An Extension of Ventsel-Freidlin Estimates. In Stochastic Analysis and Related Topics, Lect. Notes Math. 1316, Springer-Verlag 1988, 305-327.

18.  Baldi P. Large Deviations and the Functional Levy's Modulus for Invariant Diffusions. In Stochastic Analysis rel. Topics II, Lect. Notes Math. 1444, Springer-Verlag 1990, 193-203.

19.  Baldi P., Sanz M. Une remarque sur la théorie des grandes déviations. Séminaire de Probabilité XXV, Springer Lect. Notes Math. 1485, 345-348 (1990).

20.  Baldi P. Large Deviations for Diffusion Processes with Homogenization and Applications. Ann. Probab. 19, 509-524 (1991).

21.  Baldi P., Ben Arous G., Kerkyacharian G. Large Deviations and Strassen Law in Holder norm. Stoch. Processes Appl. 42, 171-180 (1992).

22.  Baldi P., Roynette B. Some exact equivalents for the Brownian motion in Holder norm. Probab. Th. Rel. Fields 93, 457-484 (1992).

23.  Baldi P., Roynette B. Entre la normalisation de Strassen et celle de Chung. C.R.Acad. Sc. Paris 314,935-940 (1992).

24.  Baldi P., Sanz M. Modulus of continuity for stochastic flows. Proceedings Barcelona Seminar on Stochastic Analysis, Birkhauser 1993.

25.  Baldi P., Frigessi A., Piccioni M. Importance Sampling for Gibbs Random Fields. Ann. Appl. Probab. 3, 914-933 (1993).

26.  Baldi P. Exact Asymptotics for the Probability of Exit from a Domain and Applications to Simulation. Ann. Probab. 23, 1644-1670 (1995).

27.  Andriani C., Baldi P. Sharp estimates of deviations of the sample mean. Ann. Inst. H. Poincaré 33, 371-385 (1997).

28.  Abundo M., Baldi P., Caramellino L. A diffusion approximation which models hierarchic interactions in cooperative biological systems. Open Syst. Inf. Dyn. 5, 1-23 (1998).

29.  Baldi P., Caramellino L. Large and moderate deviations for random walks on nilpotent groups.  J. Theoret. Probab. 12, 779-809 (1999).

30.  Baldi P., Caramellino L., Iovino M.G. Pricing single and double barrier options via Sharp Large Deviations techniques. Math. Finance 9, 293-321 (1999).

31. Baldi P., Piccioni M. A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain. Probab. Stat. Letters 41, 107-115 (1999).

32.  Baldi P., Caramellino L., Iovino M.G. Some problems arising in pricing barrier options with general features via Monte Carlo  simulation. Proceedings 3rd Int. Conference on Monte Carlo and Quasi Monte Carlo Methods, Claremont, California, june 1998.

33.  Baldi P., Piccioni M. Importance sampling for a continuous time Markov chain and applications to fluid models.  Methodology Comp. Appl. Probab.  1,  375-390 (1999).

34.  Baldi P., Casadio Tarabusi E., Figa` Talamanca A. Stable laws arising from hitting distributions of processes on homogeneous trees and the hyperbolic half-plane. Pacific J. Math.  197  (2001), 257-273.

35.  Baldi P., Casadio Tarabusi E., Figa` Talamanca A., Yor M. Non-symmetric hitting distributions on the hyperbolic half-plane  and subordinated perpetuities. Rev. Mat. Iberoamericana 17 (2001),  587-605.

36.  Baldi P., Caramellino L. Asymptotics of hitting probabilities for general one-dimensional pinned diffusions. Ann. Appl. Probab., vol. 12, no. 3 (2002), 1071 -1095.

37.  Baldi P., Pacchiarotti B. Explicit Computation of Second Order Moments of Importance Sampling Estimators for fractional Brownian motion. Bernoulli 12 (2006), 663-688.

38.  Baldi P., Marinucci D. Some characterizations of the spherical harmonics coefficients for isotropic random fields  Statist. Probab. Letters 77, 490–496 (2007).

39. Baldi P., Marinucci D., Varadarajan V.S. On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups. Electronic Comm. Probab. 12 (2007), 291-302.

40. Marinucci D., Pietrobon D., Balbi A., Baldi P., Cabella P., Kerkyacharian G., Natoli P., Picard D., Vittorio N., Spherical needlets for cosmic microwave background data analysis Mon. Not. R. Astron. Soc. 383, 539–545 (2008)

41.  Baldi P., Kerkyacharian G., Marinucci D., Picard D.  High Frequency Asymptotics for Wavelet-Based Tests for Gaussianity and   Isotropy on the Torus J. Multivariate Analysis 99 (2008), 606-636.

42. Baldi P., Kerkyacharian G., Marinucci D., Picard D.  Asymptotics for Spherical Needlets. Ann. Statist. 37 (2009), 1150-1171.

43. Baldi P., Kerkyacharian G., Marinucci D., Picard D.  Subsampling Needlet Coefficients on the Sphere, Bernoulli 15 (2), 438-463 (2009).

44. Baldi P., Kerkyacharian G., Marinucci D., Picard D.  Adaptive density estimation for directional data using needlets, Ann. Statist., 37 (2009), 3362-3395.

45. Russo T., Baldi P., Parisi A., Magnifico G., Mariani S., Cataudella S.  Lévy processes and stochastic von Bertalanffy models of growth, with application to fish population analysis, J. Theor. Biology 258, 521-529 (2009).

46. Russo T., Mariani S., Baldi P., Parisi A., Magnifico G., Lotte Worsøe Clausen, Cataudella S.  Progress in modelling herring populations: an individual-based model of growth. ICES Journal of Marine Science, 66 (2009), 1718-1725

47. Baldi P., Caramellino L. General Freidlin–Wentzell Large Deviations and positive diffusions, Statist. Probab.Lett. 81, 8, 1218-1229 (2011).

48. Baldi P., Pisani C. Simple simulation schemes for CIR and Wishart processes, Int. J. Theor. Appl. Finance 16, 1350045 (2013) [15 pages] DOI: 10.1142/S0219024913500453.

49. Baldi P., Rossi M. On Levy's Brownian motion indexed by the elements of compact groups, Colloq. Math. 133 (2013), 227-236, DOI: 10.4064/cm133-2-9.

50. Baldi P., Rossi M. Representation of Gaussian Isotropic Spin Random Fields, Stoch. Processes. Appl. 124, 5, 1910-1941 (2014).DOI: 10.1016/j.spa.2014.01.007.

51. Baldi P., Trapani S. Fourier coefficients of invariant random fields on homogeneous spaces of compact groups, Ann. Inst. H. Poincaré,51, 648-671 (2015).

52. Baldi P., Caramellino L., Rossi M. On Sharp Large Deviations for the bridge of a general Diffusion In memoriam Marc Yor-Seminaire de Probabilites XLVII, Lecture Notes in Mathematics 2317, 427-441 (2015) .

53. Baldi P., Caramellino L., Rossi M. Large deviations of conditioned diffusions and applications, Stoch. Processes. Appl., 130, 1289-1308, 2020 .

54. Baldi P. Tightness and exponential tightness of Gaussian probabilities, ESAIM:PS, 24,113-126, 2020, DOI 10.1051/ps/2020003 .

55. Baldi P. Intermediate spaces, Gaussian probabilities and exponential tightness, Ann. Mat. Pura Appl. (4) 200 (2021), no. 6, 2785-2796. 

56. Baldi P., Pacchiarotti B. Large Deviations of continuous Gaussian processes: from small noise to small time, Submitted (2022). https://arxiv.org/abs/2207.12037. 

57. Baldi P., Marinucci D., Trapani S. Excheangeability and irreducible rotational invariance, Submitted (2023). https://arxiv.org/abs/2310.11510. 

 

 

Books

 

  1. Baldi P. Equazioni Differenziali Stocastiche e Applicazioni. Quaderno U.M.I. 28, Pitagora Ed. Bologna, 1984.
  2. Baldi P. Calcolo delle Probabilità e Statistica. McGraw-Hill Italia, Milano, 1992.
  3. Baldi P. Appunti di Metodi Matematici e Statistici. Ed. Clueb Bologna, 1994 .
  4. Baldi P., Giuliano R., Ladelli L. Laboratorio di Statistica e Probabilità. McGraw-Hill Italia, Milano, 1995.
  5. Baldi P., Mazliak L., Priouret P. Martingales et chaînes de Markov: exercices corrigés avec rappels de cours. Hermann, Paris 1998.
  6. Baldi P. Equazioni Differenziali Stocastiche e Applicazioni, 2a  edizione. Quaderno U.M.I. 28, Pitagora Ed. Bologna, 2000.
  7. Baldi P. Mazliak L., Priouret P. Martingales and Markov Chains: Solved Exercises and Elements of Theory, Chapman&Hall/CRC 2002.
  8. Baldi P. Calcolo delle Probabilità. The McGraw-Hill Companies 2011.
  9. Baldi P. Introduzione alla Probabilita` con elementi di Statistica. The McGraw-Hill Companies 2012.
  10. Baldi P. Stochastic Calculus, an introduction through theory and exercises. Springer 2017.
  11. Baldi P. Probability, an introduction through theory and exercises. Springer 2024.


Other publications

  1. Baldi P. Sur la Classification des Groupes Recurrents. Ann. Sci. Univ. Clermont Math. 65, 12-183 (1977).
  2. Baldi P. Petites Perturbations d'un Phénomène de Peano. Ann. Sci. Univ. Clermont Math. 71, 435-453 (1986).
  3. Baldi P. An Introduction to the Theory of Large Deviations. Rend. Sem. Mat. Fis. Milano 56, 65-79 (1986).
  4. Baldi P., Millet A. On the continuity of the Ito functional in strong topologies. Prépublication Laboratoire de Probabilités, Paris 1994.
  5. Baldi P., Piccioni M. Importance sampling for continuous time Markov chains and applications to fluid models. Prépublication 398, Laboratoire de Probabilités, Université P. et M. Curie (Paris 6), 1997.
  6. Baldi P. Problèmes de simulation pour des options path-dependent: le rôle des grandes déviations, Conférence Mathématiques financières, INRIA Rocquencourt, France, june 1999.  Available in  PDF .
  7. Russo T., Magnifico G., Baldi P., Cataudella S. New insight into growth parameters estimation: searching for a better approach in data massaging. Poster presentato al 37° Congresso della Società Italiana di Biologia Marina - Grosseto, 5-10 giugno 2006
  8. Baldi P. Large Deviations between Theory and Applications, Boll U.M.I (8) I, 729-749.
  9. Baldi P. Perché S.R.S. Varadhan ha vinto il premio Abel 2007 per la matematica?  In “Perché Nobel?”, a cura di Marco Abate, Springer i blu 2008, 75-92.

 

Class notes

 

     1. Baldi P. Large Deviations. Notes (appuntacci...) for the summer school SMI, Cortona 1997.  Available in  PDF .

     2. Baldi P. Random walk models and the simulation of rare events. Notes for the summer school SMI, Cortona 2002. Available in PDF.

     3. Baldi P. Introduction to Stochastic Processes, Notes for the summer school SMI, Cortona 2007. Available in PDF.