Numerical Approximation for Functionals of Reflecting Diffusion Processes. - Barbara Pacchiarotti; Cristina Costantini; Flavio Sartoretto (SIAM J. Appl. Math., 1998)

Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. Weak approximation of a Brownian motion killed on time-dependent barriers. - Lucia Caramellino; Barbara Pacchiarotti (Monte Carlo Methods Appl., 2002)

Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets. - Claudio Macci; Barbara Pacchiarotti (Commun. Stat. Simul. Comput., 2017)

Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables. - Camilla Calì; Maria Longobardi; Claudio Macci; Barbara Pacchiarotti (CoRR, 2021)

Asymptotic results for sums and extremes. - Rita Giuliano; Claudio Macci; Barbara Pacchiarotti (J. Appl. Probab., 2024)