Foto del docente

Alberto Lanconelli

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: MAT/06 Probability and Statistics


Keywords: Stochastic differential equations, probabilistic models in biology and finance

  • Foundational aspects of the theory of stochastic differential equations: Wong-Zakai type theorems for stochastic differential equations in the Ito sense and relative rate of convergence
  • Wick product, renormalization and stochastic integration: Wick product as Gaussian convolution and corresponding probabilistic interpretation, non linear theory of stochastic distributions, and connection with the Ito-Skorokhod integral
  • Functional inequalities and Malliavin calculus: Poincarè-type inequalities on asbtract Wiener spaces
  • Stochastic models in biology and finance

Latest news

At the moment no news are available.