Francesco Russo
                    Francesco RUSSO
Professeur classe exceptionnelle
ENSTA Paris
    
                                            
                                    113 
                                    
                            Documents
                                
         Affiliations actuelles 
        
                                                                
- École Nationale Supérieure de Techniques Avancées (ENSTA Paris)
 - Optimisation et commande (OC)
 
     Identifiants chercheurs 
    
                                                                
    
                                                                Présentation
RESEARCH FIELDS
Stochastic analysis Stochastic methods in fluidodynamics Mathematical finance
**SEMINAR ORGANIZATION **
(with D. Hilhorst and A. Richard) of "Probabilités-Statistiques-Contrôle"
sites.google.com/view/sdaim/seminars
TEACHING RESPONSIBILITIES
Responsible of the teaching courses in Probability, Statistics and Finance at ENSTA Paris Coordinator of the "Parcours" Quantitative Finance at ENSTA Paris (with Laure Giovangigli) Corresponding member of the Master 'Statistics, Finance and Actuarial Sciences" at ENSTA Paris.
ANR SDAIM (Stochastic and Deterministic Analysis Irregular Models)
Principal Investigator
For older information see:
Domaines de recherche
                                     Probabilités [math.PR] 
                            
                Compétences
                                     Stochastic analysis 
                                     Probabilistic methods in fluidodynamics 
                                     Mathematical finance 
                            
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                    Publications
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            McKean Feynman-Kac probabilistic representations of non-linear partial differential equationsGeometry and Invariance in Stochastic Dynamics, S. Ugolini et alia, 2019, Verona, Italy. ⟨10.1007/978-3-030-87432-2⟩ 
                 Communication dans un congrès
                    
        
        
            
                
                    hal-02397045
                                            v1
                                    
            
        
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            Stochastic calculus via regularizationsSpringer International Publishing, 11, 2022, Bocconi & Springer Series, ⟨10.1007/978-3-031-09446-0⟩ 
                 Ouvrages
                    
        
        
            
                
                    hal-03995178
                                            v1
                                    
            
        
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            Stochastic analysis : A series of lecturesBirkhäuser Verlag, 68, pp.xiii + 393, 2015, Progress in Probability 
                 Ouvrages
                    
        
        
            
                
                    hal-01273031
                                            v1
                                    
            
        
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            Stochastic analysis, random fields and applications VIIBirkhäuser Verlag, 67, pp.xi + 469, 2013, Progress in Probability 
                 Ouvrages
                    
        
        
            
                
                    hal-01273017
                                            v1
                                    
            
        
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            Stochastic analysis, random fields and applications VIBirkhäuser Verlag, 63, pp.xi + 492, 2011, Progress in Probability 
                 Ouvrages
                    
        
        
            
                
                    hal-01272999
                                            v1
                                    
            
        
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            Seminar on stochastic analysis, random fields and applications VBirkhäuser Verlag, pp.xi + 523, 2007 
                 Ouvrages
                    
        
        
            
                
                    hal-00170032
                                            v1
                                    
            
        
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            Seminar on stochastic analysis, random fields and applications IVBirkhäuser Verlag, pp.xii + 328, 2004 
                 Ouvrages
                    
        
        
            
                
                    hal-00144001
                                            v1
                                    
            
        
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