Foto del docente

Andrea Pascucci

Full Professor

Department of Mathematics

Academic discipline: MAT/06 Probability and Statistics


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.