Partially exchangeable Hidden Markov Models. - Lorenzo Finesso; Cecilia Prosdocimi (ECC, 2009)

Input-output properties of the Page-Hinkley detector. - László Gerencsér; Cecilia Prosdocimi (Syst. Control. Lett., 2011)

Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate. - László Gerencsér; Cecilia Prosdocimi; Zsuzsanna Vágó (ECC, 2013)

Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case. - Enrico Biffis; Fausto Gozzi; Cecilia Prosdocimi (SIAM J. Control. Optim., 2020)