Probability and mathematical statistics

People

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Andrea Amato

PhD Student

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Elena Bandini

Associate Professor

keywords: Stochastic optimal control with financial applications, stochastic calculus for discontinuous processes and random
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Pierluigi Contucci

Full Professor

keywords: mathematical physics, statistical mechanics, disordered and complex systems, machine learning and artificial
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Cristina Di Girolami

Assistant professor

keywords: Stochastic Analisys, Optimal Control, Stochastic calculus for Banach space valued processes
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Salvatore Federico

Full Professor

Alessandro Lanza

Associate Professor

keywords: numerical methods for non-linear, non-differentiable and non-convex optimization, inverse problems in imaging,
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Giacomo Lucertini

Research fellow

keywords: Stochastic Differential Equation (SDE), Partial Differential Equation (PDE), Fundamental solution
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Emanuele Mingione

Associate Professor

keywords: mathematical physics, statistical mechanics, disordered and complex systems, spin glasses, monomer- dimer models,
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Stefano Pagliarani

Associate Professor

keywords: Stochastic differential equations, McKean/Vlasov diffusions, Hypoelliptic diffusions, Analytical approximations,
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Andrea Pascucci

Full Professor

keywords: Stochastic analysis, Stochastic (ordinary and partial) differential equations, Hypoelliptic equations,
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Antonello Pesce

Junior assistant professor (fixed-term)

Sascha Portaro

PhD Student

Teaching tutor

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Gabriele Sicuro

Associate Professor

keywords: Machine learning, Random optimization problems, Statistical inference, Random matching problems
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Daniele Tantari

Associate Professor

keywords: Statistical Mechanics, Spin Glasses, Neural Networks, Random Graphs, Quantitative Finance, Statistical Inference,