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
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Stochastic analysis, random fields and applications VIBirkhäuser Verlag, 63, pp.xi + 492, 2011, Progress in Probability
Ouvrages
hal-01272999
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Seminar on stochastic analysis, random fields and applications VBirkhäuser Verlag, pp.xi + 523, 2007
Ouvrages
hal-00170032
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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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