Stochastic Partial Differential Equations and Stochastic Optimal Control with Applications to Mathematical Finance

Starting date
March 21, 2016
Duration (months)
12
Departments
Computer Science
Managers or local contacts
Di Persio Luca

Project participants

Chiara Benazzoli
PhD student
Mauro Bonafini
Giulia Cavagnari
Francesco Giuseppe Cordoni
Temporary Professor
Luca Di Persio
Temporary Assistant Professor
Antonio Marigonda
Assistant Professor
Research areas involved in the project
Matematica - applicazioni e modelli
Calculus of variations and optimal control; optimization - -

Activities

Research facilities