My research activity focuses on problems in the theory of stochastic partial and ordinary differential equations, and optimal control problems related to the optimization of irreversible strategies.
In particular, I studied existence and regularity of classic solutions to evolution SPDEs with positive, semidefinite characteristic form. Such equations are strongly related to filtering problems for partially observable diffusions.
I also studied regularity properties and pointwise estimates for the heat kernel of possibly degenerate SDEs with unbounded, measurable drift.
Recently, I have been working on optimization problems for irreversible strategies (such as strategies for installing production capacity) involving multiple players, both in cooperative and competitive scenarios.
