SELECT PUBLICATIONS

 

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.
 
 

15. Subsonic solutions to a one-dimensional non-isentropic hydrodynamic model for semiconductors.

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.

 

 

51. A new Analysis of Intermittence, Scale Invariance and Characteristic Scales applied to the Behavior of Financial Indices near a Crash.

M.C. Mariani and Y. Liu.

Physica A 367 (2006) 345-352.

 

 

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. Martinez.

 

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.

 

 

 90. Stochastic Differential Equation of Earthquakes Series.

 

M.C. Mariani, O. Tweneboah, H. Gonzalez-Huizar, L. Serpa.

 

Pure and Applied Geophysics, 173, 7 (2016) 2357-2364.

 

 

 

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).

 

 

 

98.  Levy Flights and Wavelets Analysis of Volcano-Seismic Data.

 

M.P. Beccar-Varela, H. Gonzalez-Huizar, M.C. Mariani and O.K. Tweneboah.

 

Pure and Applied Geophysics, Springer Nature, Vol 170, 10, (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. MarianiMd Al Masum Bhuiyan, O.K. Tweneboah, M.P. Beccar-Varela and I. Florescu.

 

Physica A, Volume 537, 2020.

 

 

 

101. Supervised Machine Learning models applied to Disease Diagnosis and Prognosis.

 

M.C. Mariani, O.K. Tweneboah  and Md Al Masum Bhuiyan.

 

AIMS Public Health, 6(4): 405-423.

 

 

 

102. 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).

 

 

 

103. 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, Vol 8, Issue 3, 441, (2020).

 

 

 

104. Self-similar models: Relationship between the diffusion entropy analysis, detrended fluctuation 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, Vol 8, Issue 7, 1046, (2020).

 

 

 

BOOKS

 

1. Handbook of Modeling High-Frequency Data in Finance,  Frederi G. Viens, Maria C. Mariani, Ionut Florescu,  Wiley 2012.

 

 

2. Handbook of High Frequency Trading and Modeling  in Finance, Ionut Florescu, Maria C. Mariani, Ionut Florescu,  Gene Stanley, Frederi G. Viens, Wiley, 2016.

 

 

3. Quantitative Finance, Maria C. Mariani and Ionut Florescu, Wiley, 2019.

 

 

4. Data Science in Theory and Practice, Wiley, 2021.

 

 

 

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