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Probabilità e Statistica Matematica



  • Aim
  • Research Areas
  • Prob&Stat Seminars
  • Collaborations
  • Report 2014
  • Report 2013

  • Gianni Pagnini (BCAM - Basque Center for Applied Mathematics), "Convergence of linear superposition of Langevin-driven Brownian particles to the fractional Brownian motion", February 7, 2019.
  • Vassili Kolokoltsov (University of Warwick), "Recent developments in probabilistic and analytic methods for fractional differential equations", April 17, 2018.
  • Enrico Scalas (University of Sussex), "A stylized model of wealth distribution", March 26, 2018.
  • Yosi Rinott (The Hebrew University), "Differential Privacy applied to common methods of dissemination of frequency tables", May 29, 2017.
  • Carlo Sgarra (Dipartimento di Matematica-Politecnico di Milano), "A Branching Process-based Approach to Power Markets", March 15, 2017.
  • Sébastien Thomassey (ENSAIT - Lille 1 University Roubaix), "Sales forecasting in fashion industry: main issues and opportunities", February 9, 2017.
  • Samuel Herrmann (Université de Bourgogne), "Initial-Boundary Value Problem for the heat equation - A stochastic algorithm", December 6, 2016.
  • Isaac Meilijson (Tel Aviv University),  "Placing a bet on more than one hole at the Roulette table", November 22, 2016.
  • Paolo Dai Pra (Università degli Studi di Padova), "Route to consensus and oscillating behavior in a network of conformist individuals", May 4, 2016.
  • Marta Pittavino (University of Zurich), "Modelling multivariate data with additive Bayesian networks", March 4, 2016.
  • Franco Flandoli (Università di Pisa), "Commenti teorici ed applicativi su sistemi di particelle e loro limiti al continuo in oncologia matematica e clinica", March 3, 2016.
  • Giuseppe D'Onofrio (Università di Napoli), "Two-boundary first exit time of Gauss-Markov processes for biological modeling", February 16, 2016.
  • Tatyana Aksenova (Cea-Clinatec, Grenoble), "Tensor based decoding of brain neuronal activity for Brain Computer Interface project in CLINATEC", February 16, 2016.
  • Enrica Pirozzi (Universita' di Napoli), "Stochastic neuronal modeling by Gauss-Markov processes", February 16, 2016.
  • Bruno Toaldo ("Sapienza" Università di Roma), "Integro-differential equations and semi-Markov processes", February 11, 2016.
  • Isaac Meilijson (Tel Aviv University),  "How variable can a martingale with a given final variance be?", December 14, 2015.
  • Enrico Scalas (University of Sussex), "Exactly-solvable non-Markovian dynamic network", November 10, 2015.
  • Pablo Rodriguez (Universidade de São Paulo), "Phase transitions in some sochastics toy-models", October 29, 2015.
  • Andreas Kyprianou (University of Bath), "Deep factorisation of the stable process",  May 14, 2015.
  • Francesco Vaccarino (Politecnico di Torino), "Homological scaffold of the psychedelic brain", March 27, 2015.
  • Valentina Cammarota (Università degli Studi di Roma "Tor Vergata"), "On the distribution of the critical values of random spherical harmonics", December 15, 2014.
  • Michael Hinz (University of Bielefeld), "Calculus, Stochastic Processes and Geometry Without Smoothness", November 28, 2014.
  • Tetiana Aksenova (CEA, Grenoble), "Mathematical and Statistical Problems in Brain Computer Interfaces", October 21-22, 2014.
  • Jean-Michel Poggi (University Paris-Sud Orsay & University Paris Descartes), "Variable selection in high-dimensional exponential dispersion models", September 11, 2014.
  • Goran Peskir (University of Manchester), "Optimal Mean-Variance Portfolio Selection", June 16, 2014.
  • Petr Lansky (Academy of Sciences of Czech Republic), "Recent results and open problems in stochastic neuronal models", June 11, 2014.
  • Goran Peskir (University of Manchester), "Introduction to Optimal Stopping and Optimal Stochastic Control", May 28, 2014.
  • Robert Knobloch (Saarland University), "An Ito type formula and related properties for convoluted Lévy processes", February 10, 2014.
  • Angelica Pachon (Università di Torino), "Evolution of a Modified Binomial Random Graph", February 12, 2014.
  • Mirko D'Ovidio ("Sapienza" Università di Roma), "Fractional Cauchy Problems on S^2_1 and Coordinates Changed Random Fields", January 17, 2014.
  • Massimiliano Tamborrino (University of Copenhagen), "Would you recognise a visual stimulus, if you briefly see it (e.g. 0.05s)? Probability can tell you!", November 29, 2013.
  • Antonio Di Crescenzo (Università di Salerno), "Determinazione di leggi probabilistiche di alcuni moti aleatori di tipo alternante", November 20, 2013.
  • Elisabetta Candellero (Birmingham University), "Clustering in Random Geometric Graphs on Hyperbolic Spaces", June 17, 2013.
  • Isaac Meilijson (Tel Aviv University), "An introduction to the Hopfield model of associative memory in neural networks", March 13, 2013.
  • Goran Peskir (University of Manchester), "Three-dimensional Brownian motion and the golden ratio rule", January 15, 2013.
  • Gianna Panfilo (International Bureau of Weights and Measures, Sèvres), "Algorithms for the International Atomic Time", October 12, 2012.
  • Federico Polito (Università degli Studi di Torino), "Fractional Calculus and its Applications to Diffusion", May 8, 2012.
  • Shigeru Shinomoto (Kyoto University), "Reading messages from neuronal spike trains", July 4, 2011.
  • Ryota Kobayashi (Ritsumeikan University), "Estimation of time-dependent input from neuronal membrane potential", July 4, 2011.
  • Stefano Iacus (Università di Milano), "On LASSO estimation for diffusion processes", May 27, 2011.
  • Petr Lansky (Academy of Sciences of Czech Republic), "Neural coding and statistical methods", September 16, 2010.
  • Michèle Thieullen (Univ. Pierre et Marie Curie), "About Large Deviations Theory", June 17, 2010.
  • Enea Bongiorno (Università di Milano), "Integration in a dynamical stochastic geometric framework. Application to birth-and-growth process. Statistical aspects", June 10, 2010.
  • Marina Santacroce (Politecnico di Torino), "Unified BSDE characterization for power and exponential utility maximization problems under partial information", June 3, 2010.
  • Cristina Zucca (Università degli Studi di Torino), "On the crossing times of a one-dimensional diffusion process through two boundaries", May 27, 2010.
  • Gianni Pistone (Collegio Carlo Alberto), "Proprietà algebriche e geometriche delle catene di Markov reversibili e MCMC", May 20, 2010.
  • Enrico Bibbona (Università di Torino), "Stima di parametri per processi stocastici arrestati ad una soglia", May 6, 2010.
  • Goran Peskir (University of Manchester), "A duality principle for the Legendre-Fenchel transform in the presence of obstacles", March 10, 2010.
  • Elena Issoglio (Friedrich-Schiller Universität, Jena), "On a stochastic transport equation with fractal noise", February 23, 2010.

Ultimo aggiornamento: 12/03/2019 06:18
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