Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H> ½ M Ferrante, C Rovira Bernoulli 12 (1), 85-100, 2006 | 68 | 2006 |

Convergence of delay differential equations driven by fractional Brownian motion M Ferrante, C Rovira Journal of Evolution Equations 10 (4), 761-783, 2010 | 44 | 2010 |

The coupon collector's problem M Ferrante, M Saltalamacchia Materials matematics, 0001-35, 2014 | 36 | 2014 |

Markov field property of stochastic differential equations A Alabert, M Ferrante, D Nualart The Annals of Probability, 1262-1288, 1995 | 25 | 1995 |

Injecting user models and time into precision via Markov chains M Ferrante, N Ferro, M Maistro Proceedings of the 37th international ACM SIGIR conference on Research …, 2014 | 24 | 2014 |

Towards a formal framework for utility-oriented measurements of retrieval effectiveness M Ferrante, N Ferro, M Maistro Proceedings of the 2015 International Conference on The Theory of …, 2015 | 23 | 2015 |

On necessary conditions for the existence of finite-dimensional filters in discrete time M Ferrante, WJ Runggaldier Systems & control letters 14 (1), 63-69, 1990 | 22 | 1990 |

SPDEs with coloured noise: analytic and stochastic approaches M Ferrante, M Sanz-Solé ESAIM: Probability and Statistics 10, 380-405, 2006 | 21 | 2006 |

Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises M Ferrante, P Vidoni Stochastic processes and their applications 77 (1), 69-81, 1998 | 21 | 1998 |

Linear stochastic differential-algebraic equations with constant coefficients A Alabert, M Ferrante Electronic Communications in Probability 11, 316-335, 2006 | 20 | 2006 |

Stochastic differential equations with non-negativity constraints driven by fractional Brownian motion M Ferrante, C Rovira Journal of Evolution Equations 13 (3), 617-632, 2013 | 19 | 2013 |

On the winning probabilities and mean durations of volleyball M Ferrante, G Fonseca Journal of Quantitative Analysis in Sports 10 (2), 91-98, 2014 | 18 | 2014 |

No-free-lunch theorems in the continuum A Alabert, A Berti, R Caballero, M Ferrante Theoretical Computer Science 600, 98-106, 2015 | 16 | 2015 |

Are IR evaluation measures on an interval scale? M Ferrante, N Ferro, S Pontarollo Proceedings of the ACM SIGIR International Conference on Theory of …, 2017 | 13 | 2017 |

A general theory of IR evaluation measures M Ferrante, N Ferro, S Pontarollo IEEE Transactions on Knowledge and Data Engineering 31 (3), 409-422, 2018 | 11 | 2018 |

Markov field property for stochastic differential equations with boundary conditions M Ferrante, D Nualart Stochastics: An International Journal of Probability and Stochastic …, 1995 | 11 | 1995 |

Triangular stochastic differential equations with boundary conditions M Ferrante Rendiconti del Seminario Matematico della Università di Padova 90, 159-188, 1993 | 10 | 1993 |

Strong approximations for stochastic differential equations with boundary conditions M Ferrante, A Kohatsu-Higa, M Sanz-Solé Stochastic processes and their applications 61 (2), 323-337, 1996 | 9 | 1996 |

On the Markov property of a stochastic difference equation M Ferrante, D Nualart Stochastic Processes and their Applications 52 (2), 239-250, 1994 | 9 | 1994 |

Geometric ergodicity, regularity of the invariant distribution and inference for a threshold bilinear Markov process M Ferrante, G Fonseca, P Vidoni Statistica Sinica, 367-384, 2003 | 8 | 2003 |