Foto del docente

Alberto Lanconelli

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: MAT/06 Probability and Statistics

Research

Keywords: Stochastic differential equations, Wick product, probabilistic models in biology and finance, functional inequalities

  • 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

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