Foto del docente

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
  • Malliavin Calculus and applications
  • Stochastic partial differential equations with Gaussian noise
  • Stochastic models for finance and applied sciences

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