Full Professor in Probability and Mathematical Statistics since September 2023
Education
- Master degree in Mathematics (University of Pisa).
- PhD in Applied Mathemtatics (Scuola Normale Superiore di Pisa).
Academic career
2009: post-doc at LUISS University (Rome)
2010-11: Post-doc at LPMA, Université Paris 7
2012-2016: Assistant Professor at the University of Milano (till March 2015) and Florence (since April 2015)
2016-2023: Associate Professor at the University of Siena (till August 2020) and Genoa (since September 2020)
Scientific profile
The main research interests are in the field of stochastic control in finite and infinite dimension and its connection with the theory of PDEs.
I am author of 35 papers in journals in the field of probability and mathematical finance (Annals of Probability, Annals of Applied Probability, Finance and Stochastics, Mathematical Finance), of applied mathematics and optimal control (SIAM Jourtnal on control and optimization, Applied Mathematics and Optimization, Journal of Optimzation: Theory and Applications), of mathematical economics (Economic Theory, Journal of Mathamtical Economic, Games and Economic behaviour).
Scientific collaborations
Visiting scholar at the University of New South Wales (Sydney), Humboldt (Berlino), TU Vienna, Paris Dauphine, Paris 7, Ecole Polytechnique (Parigi), Oslo, Bielefeld, Marsiglia, Turku, York, ENSAE (Parigi), UCL (Londra).
Current scientific collaborations with scholars of Paris Dauphine, Ecole Polytechnique, LUISS, University of Bielefeld, Rennes School of Buisness, Georgia Tech, UCL, and several Italian universities.
List of coauthors:
- René Aid, Université Paris Dauphine.
- Mauro Bambi, University of York, UK.
- Raouf Boucekkine, Rennes Buisness School.
- Alessandro Calvia, Università di Parma.
- Andrea Cosso, Università di Milano.
- Tiziano De Angelis, Università di Torino.
- Filippo De Feo, Politecnico di Milano.
- Marina Di Giacinto, Università di Cassino.
- Cristina Di Girolami, Università di Bologna.
- Giorgio Ferrari, University of Bielefeld.
- Davide Fiaschi, Università di Pisa.
- Giorgio Fabbri, CNRS.
- Paul Gassiat, Université Paris Dauphine.
- Daria Ghilli, Università di Pavia.
- Ben Goldys, University of Sydney.
- Fausto Gozzi, Luiss (Roma).
- Huyen Pham, Université Paris 7.
- Frank Riedel, University of Bielefeld.
- Michael Rockner, University of Bielefeld.
- Neofythos Rodosthenous, University College of London.
- Mauro Rosestolato, Università del Salento.
- Patrick Schummann, University of Bielefeld.
- Jun Sekine, Osaka University.
- Andrzej Swiech, Georgia Institute of Technology (Atlanta, US).
- Elisa Tacconi, Università Bocconi.
- Peter Tankov, ENSAE - Paris Tech.
- Nizar Touzi, Ecole Polytechnique (Paris).
- Elena Vigna, Università di Torino.
- Bertrand Villeneuve, Paris Dauphine.
- Bernt Øksendal, CMA - University of Oslo.
