Alberto Lanconelli

Full Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: MATH-03/B Probability and Mathematical Statistics

Director of Second Cycle Degree in Quantitative Finance

Research

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