News!
Organizer of the Meeting: Kolmogorov equations in Physics and Finance
Modena, September 8-10, 2010 (with A. Pascucci).
Scientific interests
Second order linear Partial Differential Equations with non-negative characteristic form and application to the Mathematical Finance.
- Kolmogorov-Fokker-Planck equations: regularity theory for classical and weak solutions. Non-linear Kolmogorov equations.
- Hypoelliptic ultraparabolic equations on Lie groups: optimal control methods for pointwise bounds of the fundamental solution.
- Partial Differential Equations arising in Mathematical Finance.
- Partial Differential Equations with memory terms.
Research group Mathematics for Finance and Economics
List of Publications and
MathSciNet
Master
Organizer of:
Corso di Alta Formazione in Finanza Matematica
(with
A. Pascucci).
Short curriculum vitae
- february 1988: Laurea (Degree) in Mathematics, University of Bologna.
- june 1994: Dottorato di ricerca (Ph.D.) in Mathematics, University of Bologna.
- june 1991: Assistant Professor, Department of Mathematics, University of Bologna.
- november 1998: Associated Professor in Mathematical Analysis, Department of Mathematics, University of Bologna.
- november 2007: Full Professor in Mathematical Analysis, Department of Mathematics, University of Modena and Reggio Emilia.
