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Alberto Lanconelli

Professore ordinario

Dipartimento di Scienze Statistiche "Paolo Fortunati"

Settore scientifico disciplinare: MATH-03/B Probabilità e statistica matematica

Coordinatore del Corso di Laurea Magistrale in Quantitative Finance

Pubblicazioni

Lanconelli A; Stan A, A Holder inequality for norms of Poissonian Wick products, «INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS», 2013, 16, pp. 1 - 39 [articolo]

Lanconelli A; Stan A, A family of polynomials and their application to inequalities of norms of Poisson wick products, «MATHEMATICAL REPORTS», 2013, 15, pp. 443 - 457 [articolo]

Da Pelo Paolo; Lanconelli Alberto; Stan Aurel I., An Ito formula for a family of stochastic integrals and related Wong-Zakai type theorems, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2013, 123, pp. 3183 - 3200 [articolo]

Lanconelli A; Stan A, An inequality for norms of Poissonian Wick products, «PROBABILITY AND MATHEMATICAL STATISTICS», 2013, 33, pp. 377 - 383 [articolo]

Barhoumi, A; Lanconelli, A, Characterization Theorems for Differential Operators on White Noise Spaces, «COMMUNICATIONS ON STOCHASTIC ANALYSIS», 2013, 7, pp. 1 - 15 [articolo]

Da Pelo P; Lanconelli A, A new probabilistic representation for the solution of the heat equation, «STOCHASTICS», 2012, 84, pp. 171 - 181 [articolo]

da Pelo P.; Lanconelli A., On a new probabilistic representation for the solution of the heat equation, «STOCHASTICS», 2012, 84, pp. 171 - 181 [articolo]

Lanconelli A; Sportelli L, Wick calculus for the square of a Gaussian random variable with application to Young and hypercontractive inequalities, «INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS», 2012, 15, pp. 1 - 16 [articolo]

Da Pelo P.; Lanconelli A.; Stan Aurel I., Holder-Young-Lieb inequalities for norms of Gaussian Wick products, «INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS», 2011, 14, pp. 375 - 407 [articolo]

Lanconelli, A; Sportelli, L, On a connection between the Poissonian Wick product and the discrete convolution, «COMMUNICATIONS ON STOCHASTIC ANALYSIS», 2011, 5, pp. 689 - 699 [articolo]

LANCONELLI A; STAN A, Some norm inequalities for gaussian Wick products, «STOCHASTIC ANALYSIS AND APPLICATIONS», 2010, 28, pp. 523 - 539 [articolo]

LANCONELLI A, A remark on the renormalized square of the solution of the stochastic heat equation and on its associated evolution, «INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS», 2009, 12, pp. 497 - 502 [articolo]

LANCONELLI A, On the extension to second quantization operators of a basic property of conditional expectations, «COMMUNICATIONS ON STOCHASTIC ANALYSIS», 2009, 3, pp. 369 - 381 [articolo]

LANCONELLI A, A note on the invariance under change of measure for stochastic test function and distribution spaces, «STATISTICS & PROBABILITY LETTERS», 2008, 78, pp. 3135 - 3138 [articolo]

LANCONELLI A; STAN A, Holder type inequalities for norms of Wick products, «JOURNAL OF APPLIED MATHEMATICS AND STOCHASTIC ANALYSIS», 2008, 2008, pp. 1 - 22 [articolo]

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