Probabilità e Statistica
Research topics of the group:
- Convergence of probability measures (stable convergence, empirical processes, exchangeability, Skorohod representation theorem)
- Stochastic differential equations (SPDE's with Brownian noise, SPDE's with jumps and Levy noise, stochastic fluid dynamics, infinite dimensional stochastic analysis, Kolmogorov type equations studied by means of analytical or probabilistic tools)
- Finite additive probabilities (equivalent martingale measures, conditional probability -classical and based on the coherence principle, integral representation of functionals)
- Quantum probability (quantum Markov semigroups, asymptotic and spectral properties, decoherence)
- Bayesian statistics (new initial distributions: theoretical analysis and computational issues, bayesian analysis of time series)
Active Grants
- PRIN2015: "Modern Bayesian nonparametric methods" (2015SNS29B002), unita' locale Pavia;
- PRIN2015: "Deterministic and stochastic evolution equations" (2015233N54003), unita' locale Parma e Pisa;
- INDAM: Progetto GNAMPA 2017 "Semigruppi markoviani e passeggiate aleatorie su spazi non commutativi'';
- INDAM: Progetto GNAMPA 2017 "Metodi Bayesiani per l'analisi statistica di successioni scambiabili e parzialmente scambiabili, con applicazioni al campionamento di specie".
Docenti e Ricercatori
Name |
Phone number |
Office |
E-mail |
Raffaella Carbone |
+39.0382.985627 |
C18 |
raffaella.carbone (at) unipv.it |
Emanuele Dolera |
+39.0382.985632 |
C16 |
emanuele.dolera (at) unipv.it |
Carlo Orrieri |
+39.0382.985629 |
C19 |
carlo.orrieri01 (at) ateneopv.it |
Enrico Priola |
+39.0382.985639 |
E29 |
enrico.priola (at) unipv.it |
PostDoc ed Assegnisti
No Record Found
Dottorandi
Ospiti e Collaboratori
Name |
Phone number |
Office |
E-mail |
Federico Bassetti |
+39.0382.985652 |
E23 |
federico.bassetti (at) unipv.it |
Benedetta Ferrario |
+39.0382.985655 |
E16 |
benedetta.ferrario (at) unipv.it |
Pietro Rigo |
+39.0382.985625 |
C36 |
pietro.rigo (at) unipv.it |
Visitatori
Events
No events scheduled.
The
First Italian Meeting on Probability and Mathematical Statistics
will be held in Torino from
June 19-th to 22-nd, 2017
Contributed session organized from the group:
- Asymptotic Behavior of Conditional Probabilities (P.Rigo);
- Some Recent Developments about Finitely Additive Probability Measures (P. Rigo, B. Vantaggi - Università La Sapienza Roma);
- Stochastic PDE's (B.Ferrario).
For more information see
here.