PUBLICATIONS (SELECTED)
1. Existence and uniqueness of
H-system's with Dirichlet conditions.
P Amster, M. C. Mariani and D. Rial.
Nonlinear
Analysis 42 (2000) 673-77.
2. Solutions
to the mean cuvature equation by fixed point methods.
M. C. Mariani
and D. Rial.
Bulletin of The Belgian Mathematical Society 4 (1997) 1-4.
3. Resolution of Semilinear Equations by Fixed Point Methods.
P. Amster and M. C. Mariani.
Bulletin of The Belgian Mathematical Society 7 (2000) 215-220
4. The
prescribed mean curvature equation with Dirichlet
conditions.
P. Amster and M. C. Mariani.
Nonlinear
Analysis 44 (2001) 59-64.
5. Solutions to general
quasilinear elliptic second order problems.
P. Amster, M. M. Cassinelli and M.
C. Mariani.
Nonlinear
Studies 7, 2 (2000) 283-289.
6. An
improvement in the determination of thermal properties of elastomeric
compounds.
M. C.
Mariani, M. P. Beccar Varela and A. J. Marzocca.
KGK Kautschuk Gummi Kunststoffe, 50
(1997) 39-42.
7. Influence
of the carbon black dispersion in the thermal diffusivity of SBR vulcanizates.
S. Goyanes, M. P. Beccar Varela, M. C. Mariani, A. J. Marzocca.
Journal of
Applied Polymer Sciences, 72 (1999) 1379-1385.
8. Existence
and regularity of weak solutions to the prescribed mean curvature equation for
a nonparametric surface.
P. Amster, M. Cassinelli, M. C.
Mariani and D.F. Rial.
Abstract and
Applied Analysis, 4, 1 (1999) 61-69.
9. Solutions to the prescribed
mean curvature equation with Dirichlet conditions by variational methods.
P. Amster, P. De Napoli and M. C. Mariani.
Proyecciones 18, 2 (1999) 155-164.
10. Magnetic
susceptibility minimization respect to the gauge.
M. P. Beccar Varela, C. Caputo, M. Ferraro, P. Lazzeretti, M. C. Mariani and D. Rial.
International
Journal of Quantum Chemistry , 77 (2000) 599-606.
11. Solutions
to quasilinear equations by an iterative method.
P. Amster, M. M. Cassinelli and M.
C. Mariani.
Bulletin of
the Belgian Mathematical Society 7 (2000) 435-441.
12. Existence
of solutions for elliptic systems with critical Sobolev
exponent.
P. Amster, P. De Napoli, M. C. Mariani.
Electronic
Journal of Differential Equations 49 (2002) 1-13.
13. Solutions
of H-systems using the Green function.
P. Amster, M.C. Mariani and D. Rial.
Bulletin of
the Belgian Mathematical Society 7 (2000), 487-492.
14. A boundary
value problem in the hyperbolic space.
P. Amster, G. Keilhauer and M.C.Mariani
Abstract and
Applied Analysis, 4 (4) (1999) 249-253.
P.Amster, M.P. Beccar Varela, A. Jüngel
y M.C.Mariani.
Journal of
Mathematical Analysis and Applications 258 (2001) 52-62.
16. Nonlinear
periodic-type conditions for a second order ODE
P. Amster, M. C. Mariani, D. Pinasco.
Nonlinear
Studies, 8, 2 (2001) 185-192.
17. Dirichlet and periodic-type conditions for a Painlevé II Equation
P.Amster, M.C.Mariani
and C. Rogers.
Journal of
Mathematical Analysis and Applications 265 (2002) 1-11.
18. Existence
results for the mean curvature equation.
P.Amster and M.C.Mariani
Journal of
Nonlinear Analysis: Series A Theory and Methods 47 (2001) 4845-4848.
19. Three solutions for quasilinear equations near resonance.
P. De Nápoli and M.C.Mariani.
Electronic
Journal of Differencial Equations, (2001) 131-140.
20. Solutions
to equations of p-Laplacian type in Lorentz spaces.
P. De Nápoli and M.C.Mariani.
Bulletin of The Belgian Mathematical Society 8 (2001) 469-477.
21. A Fixed
Point Operator for a Nonlinear Boundary Value Problem.
P.Amster,
M.C.Mariani.
Journal of
Mathematical Analysis and Applications 266 (2002), 160-168.
22. Local
Existence of Solutions to the Transient Quantum Hydrodynamic Equations.
A. Jüngel, M. C. Mariani,
D. F. Rial.
Mathematical
Models and Methods in Applied Science, M3AS (2002) 485-495.
23. The
prescribed mean curvature equation for nonparametric surfaces.
P. Amster, M. C. Mariani.
Nonlinear
Analysis 52 (2003) 1069-77.
24. A second
order ODE with a nonlinear final condition.
P. Amster, M. C. Mariani.
Electronic
Journal of Differencial Equations 2001, 75, 1-9.
25.
Quasilinear elliptic systems of resonant type and nonlinear eigenvalue
problems.
P. De Napoli, M. C. Mariani.
Abstract and
Applied Analysis 7,3 (2002) 155-167.
26. Mountain Pass Solutions to Equations of p-Laplacian
type.
P. De Nápoli, M.C. Mariani
Nonlinear
Analysis, 54 (2003) 1205-1219.
This paper
was ranked #12 in Nonlinear Analysis - Most downloaded articles January -
August 2003.
27. Equations
of p-Laplacian Type in Unbounded Domains.
P. De Nápoli, M.C. Mariani
Advanced
Nonlinear Studies 2, 3 (2002) 237-250.
28. Solutions
to a stationary nonlinear Black-Scholes type equation.
P. Amster, C. G. Averbuj and M. C.
Mariani
Journal of
Mathematical Analysis and Applications 276 (2002) 231-238.
29. Solutions
to H-systems by topological and iterative methods.
P. Amster, M.C. Mariani.
Abstract and
Applied Analysis 9 (2003) 539-545.
30. Solving
Differential Equations with Unsupervised Neural Networks.
D.R. Parisi, M.C. Mariani and M.A. Laborde.
Chemical
Engineering & Processing, Applications of Neural Network to Multiphase
Flows. 42, 8 (2003) 719-725.
31. The
Effects of the Asian Crisis of 1997 on Emergent Markets through a Critical Phenomena Model.
M.G. Figueroa, M.C. Mariani, M.B. Ferraro.
International
Journal of Theoretical and Applied Finance, 6, 6 (2003) 605-612.
32.
Stationary solutions for two nonlinear Black-Scholes type equations.
P. Amster, C. Averbuj, M.C. Mariani.
Applied
Numerical Mathematics 47 (2003) 275-280.
33. Periodic
solutions of the forced pendulum equation with friction.
P. Amster, M.C. Mariani.
Bulletin de la Classe des Sciences
(2003) 7-12.
34. Existence
and multiplicity results for the nonlinear Klein - Gordon equation.
P. Amster, J.P. Borgna, M.C.
Mariani, D.F. Rial.
Applicable
Analysis 82, 9 (2003), 895-903.
35. Periodic
Solutions of a Resonant Third-Order Equation.
P. Amster, P. De Napoli and M.C. Mariani.
Nonlinear
Analysis, Theory, Methods and Applications 60,3 (2005)
399-410.
36. On two-point boundary value problems in multi-ion electrodiffusion.
P. Amster, M.C. Mariani, C. Rogers and C. Tiddell.
Journal of
Mathematical Analysis and Applications 289, 2 (2004) 712-721.
37. Periodic
solutions of a resonant higher order equation.
P. Amster, P. De Napoli and M.C. Mariani.
Portugaliae Mathematica 62, I (2005)
13-24..
38. Long
correlations and Truncated Levy walks applied to the study of Latin American
Market Indices.
S. Jaroszewicz, M.C. Mariani,
M. Ferraro.
Physica A, 355, (2005) 461.
39.
An-dimensional pendulum-like equation via topological methods.
P. Amster, P. De Napoli and M.C. Mariani.
Nonlinear
Analysis, Theory, Methods and Applications 60,2 (2005)
389-398.
40. Periodic
Solutions for p-Laplacian Like Systems with Delay.
P. Amster, P. De Napoli and M. C. Mariani.
Dynamics
of Continuous, Discrete and Impulsive Systems Ser.A
Math Anal. 13 (2006) 3-4, 311-319.
41. Existence
of solutions to n-dimensional pendulum-like equations.
P. Amster, P. De Napoli and M. C. Mariani.
Electronic Jounal of Differential Equations 125 (2004) 1-8.
42. A Black-Scholes Option Pricing
Model with Transaction Costs.
P. Amster, C. G. Averbuj, M. C.
Mariani and D. Rial.
Journal of
Mathematical Analysis and Applications 303, 2 (2005) 688-695.
43. Two
iterative schemes for an H-system.
P.Amster, M. C. Mariani.
Journal of
Inequalities in Pure and Applied Mathematics 6, 1 Art. 5 (2005).
44. An
H-system for a revolution surface without boundary.
P. Amster, P. De Napoli and M.C. Mariani.
Abstract and
Applied Analysis 3 (2006) 4-15.
45.A general RLC system with complex values.
P. Amster, M.C. Mariani and J. Zilber.
Applicable
Analysis 5, 84 (2006) 1-12.
46. Analysis
of Intermittence, Scale Invariance and Characteristic Scales in the Behavior of
Major Indices near a Crash.
M. Ferraro,
N. Furman, Y. Liu, M.C. and D. Rial.
Physica A, 359, (2006) 576.
47. Solutions
of nonlinear elliptic equations in unbounded Lipschitz domains.
P. Amster, M.C. Mariani and O. Mendez.
Forum Mathematicum 19, No 1 (2007) 115-125.
48. A system
of coupled pendulii.
P. Amster, M.C. Mariani.
Nonlinear
Analysis 64, 8 (2006) 1647-1653.
49. Nonlinear
boundary conditions for elliptic equations.
P. Amster, M.C. Mariani, O. Mendez.
Electronic
Journal of Differential Equations, Vol. 2005(2005), No. 144, pp. 1-8.
50.
Oscillating solutions of a nonlinear fourth order ordinary differential
equation.
P. Amster, M.C. Mariani.
Journal
of Mathematical Analysis and Applications, 325 (2007) 1133-1141.
52. Some remarks
on the forced pendulum equation.
P. Amster, M.C. Mariani.
Nonlinear
Analysis 68 (2008) 1847-1880.
53.
Normalized truncated Levy walks applied to the study of financial indices.
M.C.
Mariani and Y. Liu.
Physica A 377 (2007) 590-598.
54.
A new analysis of the Asian Crisis of 1997 on emergent markets.
M.C.
Mariani and Y. Liu.
Physica A 380 (2007) 307-316.
55.
Normalized truncated Levy models applied to the study of financial markets.
M.C.
Mariani, K. Martin, D. Dombrowski and D.
A.
Journal of Math. An. and Appl. 4 (2007) 2-13.
56.
Long correlations and Normalized Truncated Levy models applied to the study of
Indian Market Indices in comparison with other emerging markets.
M.C. Mariani et al.
Physica A, Vol. 387, 5-6, (2008)
1273-1282.
57.
Distributional solutions to an integro-differential
parabolic problem arising in Finance. M. Eydenberg
and M.C. Mariani.
To
appear in the book ``Research trends in Option pricing’’.
58.
Long correlations and Levy models applied to the study of memory effects in
high frequency (tick) data.
M.C. Mariani et al.
Physica A 388, 8 (2009)
1659-1664.
59.
Long correlations applied to the study of Agriculture Indices in comparison
with the S&P 500.
M.C. Mariani et al.
A.
Journal of Math. An. and Appl. Vol. 5, Issue 2, 12 (2009) 1-11.
60.
A parabolic problem arising on Financial Mathematics.
P.
Amster, C. Averbuj, P. De
Napoli and M.C. Mariani.
To
appear in Nonlinear Analysis Series B: Real World Applications.
61.
Levy models and long correlations applied to the study of exchange trade funds.
M.C. Mariani et al.
International
Journal of Computer Mathematics, 1029-0265, Vol. 86, 6 (2009) 1040 – 1053.
62. Distribution-valued weak solutions to a parabolic
problem arising in financial mathematics.
M. Eydenberg, M.C. Mariani.
Electron. J.
Diff. Eqns., Vol. 2009(2009), No. 91, pp. 1-17.
63. Study of Memory Effects in International
Market Indices.
M.C.
Mariani et al.
Physica A 389 (2010) 1653-1664.
64. Solutions to Integro-Differential
Systems arising in Hydrodynamic models for charged transport in semiconductors.
M.C. Mariani
et al.
Nonlinear
Analysis Series B: Real World Applications, Vol. 11, 5, (2010) 3912-3922.
65. Solutions to an integro-differential
parabolic problem arising in the pricing of financial options in a Levy market.
I. Florescu and M.C. Mariani.
Electronic
Journal of Differential Equations, Vol. 2010(2010), No. 62, pp. 1-10.
66. Nonlinear problems modeling stochastic
volatility and transaction costs.
M.C. Mariani
and I. SenGupta.
Quantitative
Finance, Vol 12, 4, 2012.
67. Solutions to an integro-differential
parabolic problem arising in the pricing of financial options in a Levy Market.
M.C. Mariani
and I. SenGupta.
Nonlinear
Analysis Series B: Real World Applications, Vol 11, (2011) 3103-3113.
68. Solutions to a Gradient-Dependent Integro-Differential Parabolic Problem Arising in the
Pricing of Financial Options in a Levy Market.
M.C. Mariani,
M. Salas and I. SenGupta.
Journal of
Mathematical Analysis and applications Vol 385 (2012) 36-48.
69. Ising type models applied to
Geophysics and high frequency market data.
M. C. Mariani, P. Bezdek, L. Serpa, I. Florescu.
Physica A 390, 23 (2011) 4396-4402.
70. Numerical
Solutions to an integro-differential parabolic
problem arising in the pricing of financial options in a Levy market.
I. Florescu, M.C. Mariani, G. Sewell.
Quantitative
Finance 3 (2011) 1-8.
71. Solution to
a nonlinear Black-Scholes equation.
Maria Cristina Mariani, Emmanuel K. Ncheuguim, Indranil SenGupta.
Electron. J.
Diff. Equ., Vol. 2011 (2011), No. 158, pp. 1-10.
72. Concentration Problems in for band pass filters in
communication theory over disjoint frequency intervals and numerical
Solutions.
G. Chen, I. SenGupta, W. Jiang and
M.C. Mariani.
Journal of Fourier Analysis and
Applications, Vol. 18 (2012), pp. 182-210.
73. Numerical Solutions for Option Pricing Models Including
Transaction Costs and Stochastic Volatility.
M.C. Mariani, I. SenGupta and P. Bezdek.
Acta Applicandae Mathematicae, Vol. 118 (2012), pp. 203-220.
74. Spectral Analysis and Generation of Certain Highly
Oscillatory Curves Related to Chaos.
G. Chen, M.C. Mariani I.
SenGupta and N. Mai.
Physica A, Vol. 391 (2012), pp. 1453-1468.
75. Normalized truncated
Levy walk applied to flexible pavement performance (TRC-D-10-00210R3).
M.C. Mariani, A. Biachini and P. Bandini.
Transportation Research
Part C 24 (2012) 1-8.
76. Spherical Harmonics applied to differential and integro-differential equations arising in Mathematical Finance.
Maria
Cristina Mariani and Indranil SenGupta.
Differential Equations
and Dynamical Systems Vol. 20, No. 2,
(2012) 93-109.
77. Levy models and scale
invariance properties applied to Geophysics.
Maria
Cristina Mariani, Ionut Florescu,
Indranil SenGupta, Maria P.
Beccar Varela, P. Bezdek
and Laura Serpa.
Physica A, Vol. 392, (2013) 824-839.
78. Solutions to a
Partial Integro-Differential Parabolic System Arising
in the Pricing of Financial Options in Regime-Switching Jump Diffusion Models.
Ionut Florescu, Ruihua
Liu and Maria Cristina Mariani.
EJDE, Vol. 2012, 231,
(2012) 1-12.
79. Spherical harmonics
approach to parabolic partial differential equations.
M.C. Mariani and I. SenGupta.
Analysis and Mathematical
Physics, Vol. 2, No.
4, (2012) 461-471.
80. Spectral Analysis and
Generation of Certain Highly Oscillatory Curves Related to Chaos, Part 2: Calculation Aspects.
Goong Chen, Tingwen
Huang, Maria Christina Mariani, Roza Espandeary, Rym Kanes, Mohammed Sheri, Srikanth
Srinivasan.
Physica A, Vol. 392, 18, (2013) 4036-4047.
81.
Numerical Schemes for Option Pricing in
Regime-Switching Jump Diffusion Models.
Ionut Florescu; Ruihua
Liu, Maria Christina Mariani, Granville Sewell.
International Journal of
Theoretical & Applied Finance (IJTAF) Vol. 16, 8 (2013) 1350046 (25 pages).
82. Numerical Methods applied to Option Pricing Models with Transaction
Costs and Stochastic Volatility.
Maria Christina Mariani, Indranil
Sengupta, Granville Sewell.
Quantitative Finance, Vol. 14, 8 (2014) 1445–1452.
83. Local
regression type methods applied to the study of Geophysics and high frequency financial
Data.
Maria
Christina Mariani and Kanadpriya Basu.
Physica A, Vol. 410 (2014), 609-622.
84. Option pricing with transaction costs and
stochastic volatility.
Ionut Florescu,
Maria C. Mariani, Indranil SenGupta.
Electron. J. Diff. Equ.,
Vol. 2014 (2014), No. 165, pp. 1-19.
85. Option pricing with transaction costs and
stochastic volatility.
Ionut Florescu,
Maria C. Mariani, Indranil SenGupta.
Electron. J. Diff. Equ.,
Vol. 2014 (2014), No. 165, pp. 1-19.
86. Spline interpolation techniques applied to the
study of geophysical data.
M.C.
Mariani and K. Basu.
Physica A, 428, (2015) 68-79.
87. Evaluation of interpolants in their ability to fit seismometric time series.
Kanadpriya Basu, Maria C Mariani, Laura Serpa, Ritwik Sinha.
Mathematics, 3 (2015) 666-682.
88. Stochastic
differential equations applied to the study of geophysical and financial time
series.
M.C. Mariani and O.K. Tweneboah.
Physica A, 443, (2016) 170-178.
89. Use of wavelets techniques to
discriminate between explosions and natural earthquakes.
M.P.
Beccar-Varela, H. Gonzalez-Huizar,
M.C. Mariani and O.K. Tweneboah.
Physica A, 457, (2016) 42–51.
91. Levy Flight and Long-range Correlation Analysis of Earthquakes
Magnitudes in Chile, Pure and Applied Geophysics.
M.P. Beccar, H. Gonzalez-Huizar,
M. C. Mariani, L. Serpa and O. K. Tweneboah.
Chile2015, PAAG, 173, 7 (2016).
92. Analysis of the Lehman Brothers collapse and
the Flash Crash event by applying wavelets methodologies.
MP Beccar-Varela,
MC Mariani, OK Tweneboah, I Florescu.
Physica A, 474 (2017), 162-171.
93. Using Dynamic Fourier Analysis
to Discriminate Between Seismic Signals from Natural Earthquakes and Mining
Explosions.
M.C. Mariani, H. Gonzalez-Huizar,
Md Al Masum Bhuiyan and O. K. Tweneboah.
AIMS Geosciences, 3(3), Pages 438-449, 2017.
94. Forecasting the Volatility of Geophysical
Time Series with Stochastic Volatility Models.
M.C. Mariani, H. Gonzalez-Huizar,
Md Al Masum Bhuiyan and O.K. Tweneboah.
World Academy of Science, Engineering and
Technology, Volume 11, No:10, Pages 393-399, 2017.
95. Estimation
of stochastic volatility by using Ornstein–Uhlenbeck
type models.
M.C. Mariani, Al Masum
Bhuiyan and O.K. Tweneboah.
Physica A, Volume 491, Issue 1, Pages 167-176,
2018.
96. Volatility models applied to geophysics and high frequency financial
market data.
M.C. Mariani, Md
Al Masum Bhuiyan, O.K. Tweneboah, H. Gonzalez-Huizar
and I. Florescu.
Physica A, Volume 503, Issue 1, Pages 304-321,
2018.
97. Complex Gleason Measures and the Nemytsky
Operator.
Maria C. Mariani, Osei K. Tweneboah, Miguel A. Valles and Pavel Bezdek.
Annales Mathematicae Silesianae,
33(1), 168-209, (2019).
99.
Analytic Methods for Solving Higher Order Ordinary Differential Equations.
M.P.
Beccar-Varela, M.C. Mariani, Md
Al Masum Bhuiyan and O.K. Tweneboah.
Mathematics,
Vol 7, Issue 9, 826, (2019).
100.
Analysis of Stock Market Data by using Dynamic Fourier and Wavelets Techniques.
M.C.
Mariani, Md Al Masum Bhuiyan, O.K. Tweneboah, M.P. Beccar-Varela and I. Florescu.
Physica A, 537, (2020).
101.
Supervised Machine Learning models applied to Disease
Diagnosis and Prognosis.
M.C.
Mariani, Md Al Masum Bhuiyan, O.K. Tweneboah
AIMS Public Health 6(4) 405-423 (2020)
102. Long Range Correlations and
Characterization of Financial and Volcanic Time Series.
M.C.
Mariani, P. K. Asante, Md Al Masum
Bhuiyan, M.P. Beccar-Varela,
S. Jaroszewicz and O.K. Tweneboah.
Mathematics,
8, 441, (2020).
103. Self-Similar Models: Relationship between
the Diffusion Entropy Analysis, Detrended Fluctoation Analysis and Levy Models.
M.C.
Mariani, W. Kubin, P. K. Asante, O.K. Tweneboah, M.P. Beccar-Varela, S.
Jaroszewicz and H. Gonzalez-Huizar.
Mathematics,
8, 1046, (2020).
104. Long memory effects and
forecasting of earthquake and volcano seismic data.
M.C.
Mariani, Md Al Masum Bhuiyan, O.K. Tweneboah, and H.Gonzalez-Huizar.
Physica A, Vol 559, Issue 1, 125049, (2020).
105. Analizing
Medical Data by using Machine Learning Models.
M.C.
Mariani, F. Biney, and O.K. Tweneboah.
Mathematics,
9(9), 968, (2021).
106. Modeling high Frequency stock
market data by using Stochastic Models.
M.C.
Mariani and O.K. Tweneboah.
Stochastic
Analysis and Applications, 40(4) 1-16, (2021).
107. Relationship between Continuum of
Hurst Exponents of Noise-like Time Series and the Cantor Set.
M.C.
Mariani, W. Kubin, P. K. Asante, J. Guthrie and O.K. Tweneboah.
Entropy,
23(11), 1505, (2021).
108. A 3-Dimemsional Superposed Ornstein-Uhlenbeck Model Applied to Financial Stock Markets.
M.C.
Mariani, P. K. Asante, W. Kubin, and O.K. Tweneboah.
RMS:
Research in Mathematics and Statistics 9:1, (2022) Taylor and Francis.
109. Data Analysis Using a Coupled
System of Ornstein-Uhlenbeck Equations Driven by Levy
Processes.
M.C.
Mariani, P. K. Asante, W. Kubin, and O.K. Tweneboah.
Axioms
11(4), 160, (2022).
110. Scaling detection in extrachromosomal
DNA.
S.
Jaroszewicz, M.C. Mariani, O.K. Tweneboah
and M.P. Beccar-Varela.
Fractals,
30(9), 2250194, (2022).
111. Determining the Background Driving
Process of the Ornstein-Uhlenbeck Model.
M.C.
Mariani, P. K. Asante, W. Kubin, O.K. Tweneboah and M.P. Beccar-Varela.
Electron.
J. Diff. Eqns. Special Issue 02, (2023) pp. 193-207.
112. Classification of Financial Events
and its Effects on Other Financial Data.
M.C.
Mariani, O.K. Tweneboah, Md
Al Masum Bhuiyan, M.P. Beccar-Varela, and I. Florescu.
Axioms,
12(4), 372, (2023).
BOOKS
1. Handbook
of Modeling High-Frequency Data in Finance,
2. Handbook of High Frequency Trading and Modeling in Finance, Ionut Florescu,
Ionut Florescu,