Matematica per l'Economia, la Finanza e l'Assicurazione

Prodotti della ricerca selezionati

Issoglio E, Chamorro D (2022)
Blow‐up regions for a class of fractional evolution equations with smoothed nonlinearities.
https://iris.unito.it/handle/2318/1870930

Issoglio E, Smith P, Voss J (2021)
On the estimation of entropy in the FastICA algorithm.
https://iris.unito.it/handle/2318/1769336

Issoglio E, Jing S (2020)
Forward–backward SDEs with distributional coefficients.
https://iris.unito.it/handle/2318/1769330

Issoglio E, Russo F (2020)
A Feynman-Kac result via Markov BSDEs with generalised drivers.
https://iris.unito.it/handle/2318/1769340

Garra R, Issoglio E, Taverna G (2020)
Fractional Brownian motions ruled by nonlinear equations.
https://iris.unito.it/handle/2318/1769325

Issoglio E (2019)
A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis.
https://iris.unito.it/handle/2318/1769315

Flandoli F, Issoglio E, Russo F (2017)
Multidimensional stochastic differential equations with distributional drift.
https://iris.unito.it/handle/2318/1769318

Issoglio E, Zähle M (2015)
Regularity of the solutions to spdes in metric measure spaces.
https://iris.unito.it/handle/2318/1769334

Hinz M, Issoglio E, Zaehle M (2014)
Elementary pathwise methods for nonlinear parabolic and transport type SPDE with fractal noise.
https://iris.unito.it/handle/2318/1769311

Issoglio E, Riedle M (2014)
Cylindrical fractional Brownian motion in Banach spaces.
https://iris.unito.it/handle/2318/1769333

Issoglio E (2013)
Transport Equations with fractal Noise - Existence, Uniqueness and Regularity of the Solution.
https://iris.unito.it/handle/2318/1769327

E Venturino, M Isaia, F Bona, E Issoglio, V Triolo, G Badino (2006)
Modelling the spiders ballooning effect on the vineyard ecology.
https://iris.unito.it/handle/2318/40745

Insegnamenti

• Calcolo delle Probabilità e Statistica (INT0400)
  Matematica per l'Economia, la Finanza e l'Assicurazione
• Calcolo delle probabilità (MAT0281)
  Corso di laurea in matematica
• EDS-Equazioni Differenziali Stocastiche (MAT0188 )
  Laurea magistrale in Matematica
• Probability Theory (MAT0034)
  Laurea Magistrale (M.Sc.) in Stochastics and Data Science

Temi di ricerca

My main research interests lie in the field of stochastic analysis with strong links to the theory of PDEs.

In particular I study:
- SPDEs with pathwise methods;
- SDEs and forward-backward SDEs with distributional coefficients;
- Numerical methods for singular SDEs and PDEs;
- Linear and nonlinear PDEs with singular (distributional) coefficients;
- SDEs in Banach spaces.

I recently got interested in applications of stochastic analysis and stochastic control to power systems in the realm of Energy. I am also interested in dimension reduction techniques applied to climate data and machine learning and artificial intelligence.

Gruppi di ricerca

• Probabilità e Statistica Matematica

Organi

• Consiglio di Dipartimento
• Delegati all'internazionalizzazione di Dipartimento e responsabili didattici della mobilità dei corsi di laurea
• Giunta di Dipartimento

Ricevimento studenti

send me an email to set up a meeting