Keywords:
Stochastic analysis
Stochastic (ordinary and partial) differential equations
Hypoelliptic equations
Kolmogorov-Fokker-Planck equations
Optimal stopping and free boundary problems
Stochastic differential equations and hypoelliptic equations.
Diffusions and stochastic processes with jumps. Applications to
mathematical finance.
My research activity focuses on several aspects of the theory of
Stochastic differential equations, hypoelliptic equations,
diffusions and stochastic processes with jumps. I'm also interested
in the applications to mathematical finance.
