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Probability and Stochastic Processes

Linda Altieri

Junior Assistant Professor

  • Environmental statistics
  • Bayesian inference
  • Point processes
  • Entropy measures

 

Alessandro Baldi Antognini

Professor

  • Sequential designs for comparative experiments
  • Statistical applications to clinical trials
  • Optimal design theory
  • Markov chains

 

Enrico Bernardi

Professor

  • Nonlinear ordinary differential equation-Cauchy problem for hyperbolic PDEs-stability for stochastic Hamiltonian systems- combinatoric copula-based algorithms

 

Maurizio Brizzi

Associate Professor

  • Archaeological Statistics
  • Indices of variability and shape derived from quantiles
  • Risk indices defined by applying fuzzy procedures
  • Probabilistic methods applied to hazard games
  • Statistical analysis of alternative medicine experiments

 

Maria Letizia Guerra

Associate Professor

  • Interval analysis in decision science
  • Fuzzy sets - non-additive uncertainty theory like possibility theory

 

Alberto Lanconelli

Assistant Professor

  • Foundational and modelling issues of the theory of stochastic differential equations-numerical approximations and infinite dimensional Gaussian analysis

 

Alessandra Luati

Professor

  • Locally stationary stochastic processes
  • Frequency domain analysis
  • Score driven models

 

Sabrina Mulinacci

Associate Professor

  • Reneralizations of the Marshall-Olkin distribution for credit risk modeling and joint life modeling in insurance- copula based AR(1) processes for non-rational expectations
  • Generalization of the Marshall-Olkin distribution- copula based stochastic processes in discrete times

 

Daniele Ritelli

Associate Professor

  • Ordinary differential equations- elliptic functions and integrals
  • Special functions
  • Bessel and hypergeometric

 

Silvia Romagnoli

Associate Professor

  • Credit risk models- optimal hedge ratio- spectral risk measure-pricing and ambiguity
  • Combinatoric copula-based algorithms-skew distributions- copulas and stochastic processes- measure invariance of copulas

 

Maroussa Zagoraiou

Associate Professor

  • Sequential designs for comparative experiments
  • Statistical applications to clinical trials
  • Optimal design theory
  • Markov chains