1.       C. Costantini: Obliquely reflecting Brownian motion in nonpolyhedral, piecewise smooth cones, with an example of application to diffusion approximation of bandwidth sharing queues. Queueing Systems, 109:1 (2025)

2.        C. Costantini, T.G. Kurtz: A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions. 

Annals of Applied Probability,34(4), 3665-3700 (2024)

3.       C. Costantini, T.G. Kurtz: Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 

2-dimensional piecewise smooth domains. Stochastic Processes and their Applications, 170, 104295 (2024)

4.       F. Antonacci, C. Costantini, F. D’Ippoliti, M. Papi: Inflation, ECB and short-term interest rates: a new model with calibration to market data. International  

Journal of Theoretical and Applied Finance, 24(8), 31, (2021)

5.        F. Antonacci, C. Costantini, M. Papi: Short-term interest rate estimation by filtering in a model linking inflation, the central bank and short-term interest rates. 

Mathematics 2021, 9, 1152 (2021)

6.       C. Costantini, T.G. Kurtz: Markov selection for constrained martingale problems. Electronic Journal of Probability 24, no. 135, 31 (2019)

7.       C. Costantini, T.G. Kurtz: Existence and uniqueness of reflecting diffusions in cusps. Electronic Journal of Probability 23, no. 84, 21 (2018)

8.       C. Costantini, P. De Blasi, S. N. Ethier, M. Ruggiero, D. Spanò: Wright-Fisher construction of the two-parameter Poisson-Dirichlet diffusion. Annals of 

Applied Probability,27(3), 1923-1950 (2017)

9.       C. Costantini, T.G. Kurtz: Viscosity methods giving uniqueness for martingale problems. Electronic Journal of Probability 20, no. 67, 27 (2015)

10.     C. Costantini, M. Papi, F. D’Ippoliti: Singular risk neutral valuation equations. Finance & Stochastics, 16(2), 249-274 (2012)

11.     C. Costantini, E. Gobet, N. El Karoui: Boundary sensitivities for diffusion processes in time dependent domains. Applied Mathematics and Optimization, 54, 

159-187 (2006)

12.     C. Costantini, T.G. Kurtz: Diffusion approximation for transport processes with general reflection boundary conditions. Mathematical Models and Methods in 

Applied Sciences, 16, 717-762 (2006)

13.     C. Costantini, N. El Karoui, E. Gobet: Représentation de Feynman-Kac dans des domaines temps-espace et sensibilité par rapport au domaine. 

CRAS Ser. I , 337-342 (2003)

14.     C. Costantini: A simple variance reduction method with applications to finance and queueing theory. Monte Carlo Methods and Applications, 7, 131-139 

(2001)

15.     C. Costantini: Variance reduction by antithetic random numbers of Monte Carlo methods for unrestricted and reflecting diffusions. Mathematics and Computers in 

Simulation, 51, 1-17 (1999)

16.     C. Costantini, D. Pasqualucci: Monotonicity of Bayes sequential tests for multidimensional and censored observations. Journal of Statistical Planning and 

Inference, 75, 117-131 (1998)

17.    C. Costantini, B. Pacchiarotti, F. Sartoretto: Numerical approximation for functionals of  reflecting diffusion processes. SIAM Journal on Applied Mathematics, 

58, 73-102 (1998)

18.    C. Costantini, F. Spizzichino: Explicit solution of an optimal stopping problem: the burn-in of conditionally exponential components. Journal of Applied 

Probability, 34, 267-282 (1997)

19.    C. Costantini, R. Marra: Hydrodynamic limits for the Boltzmann process. Journal of Statistical Physics, 67, 229-249(1992)

20.    C. Costantini: The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations. Probability Theory and 

Related Fields, 91, 43-70 (1992)

21.     C. Costantini, F. Spizzichino: Optimal stopping of life testing: use of stochastic orderings in the case of conditionally exponential life-times. 95-103 in: K. Mosler, 

M. Scarsini (eds.): Stochastic orders and decision under risk, Lecture Notes - Monograph Series, vol. 19, I.M.S., Hayward, California (1991)

22.     C. Costantini: Diffusion approximation for a class of transport processes with physical reflection boundary conditions. Annals of Probability, 19, 1071-1101 

(1991)

23.     A. Calzolari, C. Costantini, A. Gerardi: Law of large numbers for DNA distribution in an interacting cell population. SIAM Journal on Applied Mathematics, 

51, 150-159 (1991)

24.     A. Calzolari, C. Costantini, F. Marchetti: A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion. 

Stochastic Processes and their Applications, 29, 209-222 (1988)

25.     C. Costantini, A. Gerardi, G. Nappo: On the convergence of sequences of stationary jump Markov processes. Statistics & Probability Letters, 1, 155-160 (1983)

26.     C. Costantini, G. Nappo: Some results on weak convergence of jump Markov processes and their stability properties. System & Control Letters, 2, 175-183 

(1982)