Download Curriculum Vitae of Sandra Cerrai

Curriculum Vitae of Sandra Cerrai
Born: October 3, 1969
Citizenship: Italian
Civil status: married and two sons, David (07/19/2002) and Jacopo (09/14/2005)
Languages: English, some knowledge of French, Italian maternal language.
Education
Dicember 1998 PhD in Mathematics
Scuola Normale Superiore of Pisa (70/70 cum laude)
November 1992 MSc in Mathematics
University of Pisa (110/110 cum laude)
Employment history
2012-present
2008-2012
2001-2008
1995-2001
Professor
University of Maryland
Associate Professor
University of Maryland
Professore Associato
(Associate Professor) University of Florence
Ricercatore
(Assistant Professor) University of Florence.
1
Awards
1. In July 2010, I won the competition organized by the Politecnico of Turin,
Italy, to become full professor. This was the first competition as full professor
for Probability Theory in Italy after seven years and there were two winners.
2. NSF Research Grant DMS-0907295 (2009-2012) Asymptotic Problems for
Stochastic Partial Differential Equations (Principal Investigator).
3. Grant from the European TMR network Viscosity solutions and applications,
local coordinator in Paris Prof. P.L. Lions, Spring 1999.
4. Perfezionamento fellowship at the Scuola Normale Superiore of Pisa, 01/199307/1995.
Professional service
1. Department, Salary Committee 2009, Policy Committee 2009-2011, Hiring
Committee 2009-2010, Post-Doc Hiring Committee 2012.
2. Campus, Graduate School, Flagship Fellowship Committee and Summer
Research Fellowship Committee, Spring 2012.
3. Panelist for the National Science Foundation.
4. Mathematical community, Associate Editor of Journal of Theoretical
Probability, August 2009-present, Associate Editor of Potential Analysis, December 2011-present.
Organization of workshops and seminars
1. Co-organizer of the Conference on Asymptotic Problems in Stochastic Processes and PDEs, College Park, MD, May 20-24, 2013.
2. Co-organizer of the Workshop on Theory and Applications of Stochastic
PDEs, in the Infinite Dimensional and Stochastic Dynamical Systems and
their Applications program at IMA(September 1, 2012 June 30, 2013.)
2
3. Organizer of the Invited Session on Large deviations for SPDE at the XXXV
International Conference on Stochastic Processes and their Applications (Mexico, June 2011), sponsored by the Bernoulli Society for Mathematical Statistics and Probability and the Institute of Mathematical Statistics.
4. Workshop on Stochastic Partial Differential Equations, Centro de Giorgi,
Pisa 3-7 aprile 2006, co-organizer.
5. Co-organizer of the department seminars at the Department of Mathematics
for Decisions, University of Florence.
Publications
Book
1. Sandra Cerrai, Second order PDE’s in finite and infinite dimensions. A
probabilistic approach, x+330 pp. Lecture Notes in Mathematics 1762 (2001),
Springer Verlag.
Articles in research journals
2. Sandra Cerrai, Giuseppe Da Prato: Schauder estimates for elliptic
equations in Banach spaces associated with stochastic reaction-diffusion equations, Journal of Evolution Equations 12 (2012), pp. 83-98.
3. Sandra Cerrai: Averaging principle for systems of RDEs with polynomial
nonlinearities perturbed by multiplicative noise, Siam Journal of Mathematical Analysis 43 (2011), pp. 2482-2518.
4. Sandra Cerrai, Mark Freidlin: Small mass asymptotics for a charged
particle in magnetic field and long-time influence of small perturbations,
Journal of Statistical Physics 144 (2011), pp. 101-123.
5. Sandra Cerrai, Mark Freidlin: Approximation of quasi-potentials and
exit problems for multidimensional RDE’s with noise, Transactions of the
AMS 363 (2011), pp. 3853-3892.
3
6. Sandra Cerrai, Mark Freidlin: Fast transport asymptotics for stochastic RDE’s with boundary noise, Annals of Probability 39 (2011), pp. 369-405.
7. Sandra Cerrai: Normal deviations from the averaged motion for some
reaction-diffusion equation with fast oscillating perturbation, Journal de Matématiques Pures et Appliqués 91 (2009), pp. 614-647.
8. Sandra Cerrai: A Khasminskii type averaging principle for stochastic
reaction-diffusion equations, Annals of Applied Probability 19 (2009), pp.
899-948.
9. Sandra Cerrai, Mark Freidlin: Averaging principle for a class of
SPDE’s, Probability Theory and Related Fields 144 (2009), pp. 137-177.
10. Sandra Cerrai, Philippe Clément: Schauder estimates for a degenerate
second order elliptic operator on a cube, Journal of Differential Equations 242
(2007), pp. 287-321.
11. Sandra Cerrai, Mark Freidlin: Smoluchowski-Kramers approximation
for a general class of SPDE’s, Journal of Evolution Equations 6 (2006), pp.
657-689.
12. Sandra Cerrai, Mark Freidlin: On the Smoluchowski-Kramers approximation for a system with an infinite number of degrees of freedom, Probability Theory and Related Fields 135 (2006), pp. 363-394.
13. Sandra Cerrai: Stabilization by noise for a class of stochastic reactiondiffusion equations, Probability Theory and Related Fields 133 (2005), pp.
190-214.
14. Sandra Cerrai, Philippe Clément: Erratum to ”Schauder estimates for
a class of second order elliptic operators on a cube”, Bulletin des Sciences
Mathématiques 129 (2005), p. 368.
15. Sandra Cerrai, Michael Röckner: Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and
non-Lipschitz reaction term, Annales de l’Institut Henri Poincaré (Probabilités et Statistiques) 41 (2005), pp. 69-105.
16. Sandra Cerrai, Philippe Clément: Well-posedness of the martingale
problem for some degenerate diffusion processes occurring in dynamics of
populations, Bulletin des Sciences Mathématiques 128 (2004), pp. 355-389.
4
17. Sandra Cerrai, Michael Röckner: Large deviations for stochastic
reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term, Annals of Probability 32 (2004), pp. 1-40.
18. Sandra Cerrai, Michael Röckner: Large deviations for invariant measures of general stochastic reaction-diffusion systems, Comptes Rendus Acad.
Sci. Paris S. I Math. 337 (2003), pp. 597-602.
19. Sandra Cerrai: Stochastic reaction-diffusion systems with multiplicative
noise and non-Lipschitz reaction term, Probability Theory and Related Fields
125 (2003), pp. 271-304.
20. Sandra Cerrai, Philippe Clément: Schauder estimates for a class of
second order elliptic operators on a cube, Bulletin des Sciences Mathématiques
217 (2003), pp. 669-688.
21. Sandra Cerrai, Philippe Clément: On a class of degenerate elliptic operators arising from the Fleming-Viot processes, Journal of Evolution Equations 1 (2001), pp. 243-276.
22. Sandra Cerrai: Stationary Hamilton-Jacobi equations in Hilbert spaces
and applications to a stochastic optimal control problem, SIAM Journal on
Control and Optimization 40 (2001), pp. 824-852.
23. Sandra Cerrai: Optimal control problems for stochastic reaction-diffusion
systems with non Lipschitz coefficients, SIAM Journal on Control and Optimization 39 (2001), pp. 1779-1816.
24. Sandra Cerrai: Analytic semigroups and degenerate elliptic operators with
unbounded coefficients: a probabilistic approach, Journal of Differential Equations 166 (2000), pp. 151-174.
25. Sandra Cerrai: Ergodicity for stochastic reaction-diffusion systems with
polynomial coefficients, Stochastics and Stochastics Reports 67 (1999), pp.
17-51.
26. Sandra Cerrai: Differentiability of Markov semigroup for stochastic reactiondiffusion equations and applications to control, Stochastic Processes and their
Applications 83 (1999) pp.15-37.
5
27. Sandra Cerrai: Smoothing properties of transition semigroups relative to
SDEs with value in Banach spaces, Probability Theory and Related Fields
113 (1999) pp. 85-114.
28. Sandra Cerrai: Kolmogorov equations in Hilbert spaces with non smooth
coefficients, Communications in Applied Analysis 2 (1998) pp. 271-298.
29. Sandra Cerrai: Differentiability with respect to initial datum for solutions of SPDE’s with no Fréchet differentiable drift term, Communications
in Applied Analysis 2 (1998) pp. 249-270.
30. Sandra Cerrai: Some results for second order elliptic operators having
unbounded coefficients, Differential and Integral Equations 11 (1998) pp. 561588.
31. Sandra Cerrai: Invariant measures for a class of SDE’s with drift term
having polynomial growth, Dynamic Systems and Applications 5 (1996), 353370.
32. Sandra Cerrai: Elliptic and parabolic equations in Rn with coefficients
having polynomial growth, Communications in Partial Differential Equations
21 (1996) 281-317.
33. Sandra Cerrai, Fausto Gozzi: Strong solutions of Cauchy problems associated to weakly continuous semigroups, Differential and Integral Equations
8 (1995) 465-486.
34. Sandra Cerrai: Weakly continuous semigroups in the space of functions
with polynomial growth, Dynamic Systems and Applications 4 (1995) 351372.
35. Sandra Cerrai: A Hille Yosida theorem for weakly continuous semigroups,
Semigroup Forum 49 (1994) 349-367.
Articles in volumes (refereed)
36. Sandra Cerrai: Ergodic properties of reaction-diffusion equations perturbed by a degenerate multiplicative noise, Operator Theory: Advances and
Applications vol. 168 (2006), Birkhäuser Verlag Basel, pp. 45-59.
6
37. Sandra Cerrai: Asymptotic behavior of systems of SPDE’s with multiplicative noise, Stochastic Partial Differential Equations and Applications
VII, Lecture Notes in Pure and Applied Mathematics vol. 245 (2006), Chapman and Hall/CRC Press, pp. 61-75.
38. Sandra Cerrai, Classical solutions for Kolmogorov equations in Hilbert
spaces, Third Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, Progress in Probability 52, Birkhäuser Verlag, (2002), pp.
55-72.
39. Sandra Cerrai, A generalization of the Bismut-Elworthy formula, Evolution Equations and their Applications in Physical and Life Sciences, edited
by G. Lumer and L. Wiess, Lecture Notes in Pure and Applied Mathematics
Vol. 215, Marcel Dekker (2000).
Preprints
40. Sandra Cerrai, Giuseppe Da Prato: A basic identity for Kolmogorov
operators in the space of continuous functions related to RDEs with multiplicative noise, submitted.
41. Sandra Cerrai, Giuseppe Da Prato, Franco Flandoli: Pathwise
uniqueness for some perturbed stochastic reaction-diffusion equations
Theses
Sandra Cerrai, Transition semigroups corresponding to stochastic dynamical systems with unbounded coefficients, PhD Thesis, advisor Prof. Giuseppe
Da Prato, Scuola Normale Superiore, Pisa, 1998.
Sandra Cerrai, Equazioni paraboliche in dimensione infinita (Parabolic
equations in infinite dimensions), MSc Thesis, advisor Prof. Giuseppe Da
Prato, University of Pisa, 1992.
Conference and workshop presentations
7
Parabolic equations with unbounded coefficients,
Workshop on PDE’s methods in Control, Shape Optimization and Stochastic Modelling, Pisa Scuola Normale Superiore December 8-10, 1994.
Regolarità per le soluzioni dell’equazione di Kolmogorov
(Regularity of the solutions of Kolmogorov equations),
Convegno su equazioni di evoluzione e applicazioni alla teoria del trasporto
e alla biologia, Roma February 23-25, 1995.
Elliptic and parabolic equations with polynomial coefficients in R n ,
Conference on nonlinear parabolic problems, Levico Terme June 11-16,
1995.
Elliptic and parabolic equations with coefficients having
polynomial growth,
Dynamical systems and applications of stochastic differential equations,
Pisa Scuola Normale Superiore June 29-30, 1995.
Equazioni ellittiche e paraboliche in R n con coefficienti
aventi crescita polinomiale (Elliptic and parabolic equations in
R n with coefficients having polynomial growth),
XV Congresso dell’Unione Matematica Italiana, Padova September 1116, 1995.
Schauder estimates for Kolmogorov equations with unbounded coefficients,
11th Winter school on stochastic processes, Jena March 17-23, 1996.
Invariant measures for systems with coefficients having
polynomial growth,
Workshop on deterministic and stochastic evolutionary systems, Pisa
Scuola Normale Superiore July 16-17, 1996.
8
Smoothing properties for transition semigroups relative
to stochastic PDEs with unbounded coefficients,
Workshop on deterministic and stochastic evolutionary systems, Pisa
Scuola Normale Superiore, July 16-18, 1997.
Smoothing properties for transition semigroups relative
to stochastic PDEs with non Lipschitz drift Term,
Workshop on infinite dimensional stochastic systems, Praga, September 8-12, 1997.
Regularizing properties for some stochastic reaction-diffusion
equations,
Workshop on stochastic partial differential equations, Berkeley, September 15-19, 1997.
Proprietà di regolarizzazione per il semigruppo di transizione relativo ad alcune equazioni di reazione-diffusione
stocastiche (Regularizing properties for the transition semigroup
corresponding to some stochastic reaction-diffusion equations) ,
Convegno su equazioni di evoluzione e applicazioni alla teoria del trasporto
e alla biologia, Montecatini Terme February 19-21, 1998.
Invariant measures for stochastic reaction-diffusion systems,
III Ciclo CIME 1998. Stochastic PDE’s and Kolmogorov equations in
infinite dimensions, Cetraro, August 24-September 1, 1998.
Ergodicity for stochastic reaction-diffusion systems with
unbounded coefficients,
Sixth international conference on evolution equations and their applications in physical and life sciences, Bad Herrenalb, September 14-19,
1998.
Probabilistic methods in the study of analytic semigroups
generated by second order degenerate elliptic operators,
Optimal regularity in elliptic, hypoelliptic and parabolic problems, Levico Terme October 6-10, 1998.
9
Sistemi di reazione diffusione stocastici: proprietà di regolarizzazione (Stochastic reaction-diffusion systems: regularizing
properties),
XVI Congresso Unione Matematica Italiana, Napoli September 13-18,
1999.
Stationary Hamilton-Jacobi equations in Hilbert spaces and
applications to a stochastic optimal control problem,
Third seminar on stochastic analysis, random fields and applications,
Ascona, September 20-24, 1999.
Classical solutions for Kolmogorov equations in infinite
dimensions,
Conference on Stochastic partial differential equations and applications,
Levico Terme, January 10-15, 2000.
On a class of degenerate elliptic operators arising from
the Fleming-Viot processes
International Conference on Viscosity Solutions and Applications, Analysis and Control of Deterministic and Stochastic Evolution Equations,
Bressanone, July 3-7, 2000.
Degenerate elliptic operators arising from dynamic of
populations
Workshop on Infinite Dimensional Stochastic Systems, Praga, September 11-15, 2000.
Optimal control for stochastic Ginzburg-Landau systems
Mini-Symposium on Stochastic reaction diffusion equations, Loughborough June 15-16 , 2001.
Kolmogorov equations in Hilbert spaces
Workshop on Stochastic Partial Differential equations, Warwick July
16-27 , 2001.
Large deviations for a class of stochastic reaction-diffusion
systems with multiplicative noise
10
Stochastic evolution equations and applications, Oberwolfach October
1-6 , 2001.
Stochastic reaction-diffusion systems with multiplicative
noise
Conference on stochastic partial differential equations and applicationsVI, Levico Terme (Trento), January 7-12, 2002.
Large deviations for a class of SPDE’s with multiplicative
noise
First joint international meeting, American Mathematical Society-Unione
Matematica Italiana, Pisa, June 12-16, 2002.
Large deviations for a general class of SPDE’s
Workshop on stochastic partial differential equations and related topics,
Warwick, August 4-15 , 2003.
Some elliptic degenerate equations arising in population
dynamics
Two days on Kolmogorov equations, Centro De Giorgi, Pisa, October
17-18, 2003.
Large deviations for the invariant measures of a class of
stochastic reaction-diffusion systems
International Conference on Stochastic Partial Differential Equations
and Applications-VII, Levico Terme (Trento), January 4-10, 2004.
Ergodicity for some stochastic reaction-diffusion equations
IFIP 7.2 Boundary Control and Optimization, Scuola Normale SuperioreCentro De Giorgi, Pisa, February 26-28 , 2004.
Sull’approssimazione di Kramers-Smolukowski per un sistema con un numero infinito di gradi di libertà (On the
Kramers-Smolukowski approximations for a system with an infinite
number of degrees of freedom),
Incontro su Equazioni di Kolmogorov, Parma November 26-27, 2004.
11
On the martingale problem for a class of degenerate diffusion processes arising from the dynamics of populations,
Workshop on Partial Differential Equations and Functional Analysis,
Delft, November 29-December 1, 2004.
On the Kramers-Smolukowski approximation for a class of
SPDE’s,
Conference on Stochastic Partial Differential Equations and Random
Media: from Theory to Applications I, Zif (Zentrum für Interdisziplinäre Forschung) Bielefeld April 4-8, 2005.
On the ergodic properties of some classes of spde’s,
Workshop on Stochastic Partial Differential Equations, Centro de Giorgi,
Pisa April 3-7, 2006.
The Smoluchowski-Kramers approximation for a general
class of SPDE’s,
Workshop on Hydrodynamic limits and Particle Systems, Centro de
Giorgi, Pisa June 5-9, 2006.
Averaging principle for a class of SPDE’s,
Workshop on Kolmogorov equations, Parma November 1-3, 2006.
Averaging principle for some stochastic partial differential equations
One day on Kolmogorov equations, Centro De Giorgi, Pisa March 12
2007.
On the averaging principle for a general class of SPDE’s,
Conference on stochastic dynamics, Paris June 11-12 2007.
Fluctuations in SPDE’s with averaging,
Joint international meeting UMI-DMV, Perugia June 18-22 2007.
Fluctuations in SPDE’s with averaging,
Workshop on stochastic partial differential equations, Mittag-Leffler Institut, Djursholm, September 10-14 2007.
12
On an averaging result for a class of SPDE’s,
Conference on Stochastic Partial Differential Equations and ApplicationsVIII, Levico Terme, January 7-11 2008.
Fast diffusion asymptotics for stochastic reaction-diffusion
equations with boundary noise,
Workshop on New scaling limits and other recent developments in probability, Warwick, March 31- April 4, 2008.
Normal deviations from the averaged motion for some reactiondiffusion equation with fast oscillating perturbation,
Sixth Seminar on Stochastic Analysis, Random Fields and Applications,
Ascona May 19-23, 2008.
Fast transport asymptotics for SPDE’s with noise acting
on the boundary,
Opening Workshop, SAMSI program on Stochastic Dynamics, Research
Triangle Park, NC, August 30-September 2, 2009.
On some averaging results for SPDE’s,
SIAM Conference on analysis of PDEs, Miami, December 7-10, 2009.
Approximation of quasi-potentials and exit problems for
multidimensional RDEs,
Workshop on SPDEs, Isaac Newton Institute for Mathematical Sciences, January 4-8 2010.
Asymptotic results for a class of stochastic RDEs with
fast transport term and noise acting on the boundary,
Workshop on Stochastic Partial Differential Equations: Approximation, Asymptotics and Computation, Isaac Newton Institute for Mathematical Sciences, June 28 - July 2 2010.
Fast transport asymptotics for stochastic RDEs with boundary noise,
Workshop on Dynamics of Stochastic Systems and their Approximation, Oberwolfach, August 21-26 2011.
13
Approximation of quasi-potentials and exit problems for
multidimensional RDEs with noise
AWM Anniversary Conference at Brown University, September 17-18,
2011.
Approximation of exit times for multidimensional reactiondiffusion equations
Evolution Equations: Randomness and Asymptotics, October 10-14,
2011, Bad Herrenalb.
Small mass asymptotics for a charged particle in a magnetic eld and long-time inuence of small perturbations
Workshop on Stochastic Analysis and Stochastic Partial Differential
Equations, April 2-6, 2012, Banff International Research Station.
On the averaging principle for systems of stochastic partial differential equations
South Eastern Probability Seminar, May 14-15, 2012, Duke University,
Duhram.
Kolmogorov equations in the Banach space of continuous
functions
Conference on Stochastic Analysis and Applications, June 4-8, 2012,
EPFL, Lausanne.
Invited talks
Semigruppi debolmente continui e loro applicazioni alle
equazioni differenziali stocastiche (Weakly continuous semigroups and their applications to stochastic differential equations),
Politecnico of Torino, May 1994.
14
Asymptotic behavior for a class of SDE’s with drift term
having polynomial growth,
University of Trento, October 1995.
Schauder Estimates and asymptotic behaviour for elliptic
operator with unbounded coefficients,
University of Parma, June 1996.
Elliptic equations with unbounded coefficients,
University of Southern California (Los Angeles), Center for Applied
Mathematical Sciences, September 1997.
Generation of analytic semigroups by degenerate elliptic
operators,
University of Paris 13, March 1999.
Infinite dimensional Hamilton-Jacobi equations with non
Lipschitz coefficients,
University of Paris 9, May 1999.
Hamilton-Jacobi equations with polynomial nonlinearities
and applications to stochastic control,
University of Delft, May 1999.
Equazioni di Hamilton-Jacobi in spazi di Hilbert,
University of Roma Tor Vergata, December 1999.
Degenerate elliptic operators arising from the FlemingViot processes,
University of Bonn, March 2000.
On a class of degenerate elliptic operators arising from
the Fleming-Viot processes,
University of Delft, April 2000.
Equazioni paraboliche con coefficienti non limitati (Parabolic
equations with unbounded coefficients),
University of Trento, June 2000.
15
Problemi di controllo ottimo a frontiera infinita per sistemi di reazione-diffusione stocastici (Infinite horizon optimal
control problems for stochastic reaction-diffusion systems),
University of Trento, March 2001.
Finite horizon control problems for a class of stochastic
Ginzburg-Landau systems,
University of Geneva, April 2001.
Infinite horizon control problems for stochastic GinzburgLandau systems,
University of Delft, May 2001.
Large deviations estimates for stochastic Ginzburg-Landau
systems with multiplicative noise,
University of Delft, November 2001.
On the Smolukowski-Kramers approximation for a class of
SPDE’s,
École Polytechnique Fédérale de Lausanne, March 2005.
On the averaging principle for some SPDE’s
Mathematics Institute, University of Warwick, February 2007.
On some asymptotic problems for SPDE’s
Center for Dynamics and Geometry, Department of Mathematics, Penn
State University, February 2008.
On some asymptotic problems for SPDE’s
Department of Mathematics, University of Maryland at College Park,
February 2008.
A Khasminskii type averging result for SPDE’s
Department of Mathematics, University of Maryland at College Park,
September 2008.
16
On the averaging principle for stochastic partial differential equations
Department of Applied Mathematics, Brown University, March 2009.
Approximation of exit times for multidimensional reactiondiffusion equations
Department of Mathematics, University of Chicago, January 2012.
Asymptotic results for stochastic RDEs with boundary
noise and fast transport term,
Department of Mathematics, University of Rochester, January 2012.
On the averaging principle for stochastic PDEs,
Department of Mathematics, University of Pisa, July 2012.
Research periods abroad
Center for Applied Mathematical Sciences, University of Southern California (Los Angeles), September 1997. Invited by Prof. B.Rozovsky.
Laboratoire Analyse, Géométrie et Applications, University
of Paris 13, March 1999. Invited by Prof. F. Russo.
Centre de Recherche de Mathématiques de la Décision
(Ceremade), University of Paris 9, April-May 1999.
Department of Applied Mathematics, Delft University of Technology, May 1999, April 2000, May 2001, November 2001, September
2004. Invited by Prof. Ph. Clément.
Fakultät für Mathematik, Università di Bielefeld, March 2000.
Invited by Prof. M. Roeckner.
Mathematics Research Centre, University of Warwick, July-August
2001. Invited by Prof. D.K. Elworthy during the Warwick Sumposium
on Stochastic Differential Equations and Related Topics, October 2000August 2001.
17
Institut Mittag-Leffler, Djursholm Sweden, September 2007. Invited by Professors Oksendal, Sanz-Solé and Roeckner in the semester
on Stochastic Partial Differential Equations.
Isaac Newton Institute for Mathematical Sciences, Cambridge United Kingdom, June-July 2010. Invited by Professors Brzezniak, Hairer and Roeckner in the semester on Stochastic Partial Differential Equations.
Centre Interfacultaire Bernoulli, Ecole Polytechnique Fédérale
de Lausanne, June 2012. Invited by Professors Dalang, Dozzi, Flandoli
and Russo in the semester on Stochastic Analysis and Applications.
Referee activity
I am associate editor of the Journal of Theoretical Probability and of Potential
Theory.
Moreover, I have been referee of research articles for the following journals:
Annales de l’Institut Henri Poincaré,
Annals of Probability,
Applied Mathematics and Optimization,
Bulletin of the Australian Mathematical Society,
Communications in Mathematical Physics,
Discrete and Continuous Dynamical Systems,
Electronic Communications in Probability,
Electronic Journal of Probability,
Journal of Differential and Integral Equations,
Journal of Evolution Equations,
Journal of Mathematical Physics,
Journal of Nonlinear Analysis,
Journal of Theoretical Probability,
Potential Theory,
Probability Theory and Related Fields,
SIAM Journal of Mathematical Analysis,
Stochastic and Dynamics,
Stochastic Processes and their Applications.
18
Teaching activity
Academic Year 2011-2012
1. Stat 400, Applied Probability and Statistics, UMD,
2. Stat 600, Probability Theory I, UMD.
3. Stat 601, Probability Theory II, UMD.
4. RIT on Applied PDEs, Team Director, Fall 2011 and Spring
2012.
Academic Year 2010-2011
1. Stat 400, Applied Probability and Statistics, UMD,
2. Stat 410, Introduction to Probability Theory, UMD,
3. Stat 601, Probability Theory, UMD.
4. RIT on Applied PDEs, Team Director, Fall 2010 and Spring
2011.
5. RIT on Stochastic Dynamics: Models, Analysis and
Numerics, Team Director, Spring 2011.
Academic Year 2009-2010
1. Stat 400, Applied Probability and Statistics, UMD,
2. Stat 410, Introduction to Probability Theory, UMD,
3. Math 462, PDE’s for scientists and engineers, UMD.
4. RIT on Applied PDEs, Team Director, Fall 2009 and Spring
2010.
Academic Year 2008-2009
1. Math 462, PDE’s for scientists and engineers, UMD.
2. RIT on Applied PDEs, Team Director, Fall 2008 and Spring
2009.
Academic Year 2007-2008
19
1. Probabilistic Methods for Finance, University of Florence,
Faculty of Economics (MSc course),
2. Stochastic Processes, University of Florence, Faculty of Economics (MSc course),
3. Basic Calculus , University of Florence, Faculty of Economics
(BSc course).
Academic Year 2006-2007
1. Probabilistic Methods for Finance, University of Florence,
Faculty of Economics (MSc course),
2. Stochastic Processes, University of Florence, Faculty of Economics (MSc course),
3. Basic Calculus , University of Florence, Faculty of Economics
(BSc course).
Academic Year 2005-2006
On maternity leave.
Academic Year 2004-2005
1. Probabilistic Methods for Finance, University of Florence,
Faculty of Economics (MSc course),
2. Advanced Probability, University of Florence, Faculty of Science (MSc course),
3. An introduction to stochastic partial differential equations of reaction-diffusion type, Delft University of Technology (PhD course).
Academic Year 2003-2004
1. Introduction to Probability, University of Florence, Faculty of Economics (BSc course),
2. Introduction to Probability, University of Florence, Faculty of Science (BSc course).
Academic Year 2002-2003
20
1. Stochastic Processes, University of Florence, Faculty of Economics (MSc course),
2. Advanced Probability, University of Florence, Faculty of Science (MSc course).
Academic Year 2001-2002
1. Introduction to Probability, University of Florence, Faculty of Economics (BSc course),
2. Advanced Probability, University of Florence, Faculty of Science (MSc course).
Academic Year 2000-2001
1. Tutorials of Analysis I, University of Florence, Faculty of Economics (BSc course),
2. Stochastic Processes, University of Florence, Faculty of Economics (MSc course),
3. Advanced Probability, University of Florence, Faculty of Science (MSc course).
Academic Year 1999-2000
1. Tutorials of Analysis II, University of Florence, Faculty of Economics (BSc course),
2. Tutorials of Basic Calculus, University of Florence, Faculty of
Economics (BSc course),
3. Introduction to Stochastic Partial differential equations and applications, University of Florence, Faculty of Economics (PhD course),
4. Smoothing properties of transition semigroups, Fakultät
für Mathematik of the University of Bielefeld, (PhD course).
Academic Year 1998-1999
1. Tutorials of Analysis I, University of Florence, Faculty of Economics (BSc course),
21
2. Tutorials of Basic Calculus, University of Florence, Faculty of
Economics (BSc course).
Academic Year 1997-1998
1. Tutorials of Analysis I, University of Florence, Faculty of Economics (BSc course),
2. Tutorials of Basic Calculus, University of Florence, Faculty of
Economics (BSc course).
Academic Year 1996-1997
1. Tutorials of Analysis I, University of Florence, Faculty of Economics (BSc course),
2. Tutorials of Basic Calculus, University of Florence, Faculty of
Economics (BSc course).
Academic Year 1995-1996
1. Tutorials of Analysis I, University of Florence, Faculty of Economics (BSc course),
2. Tutorials of Basic Calculus, University of Florence, Faculty of
Economics (BSc course).
Mentoring
Present students
1. Jongjun Lee, 3rd year PhD student of the Stat Program, Department of
Mathematics, University of Maryland.
2. Michael Salins, 2nd year PhD Student of the Mathematics Program, Department of Mathematics, University of Maryland.
Past students
1. Katharine Hamilton, Clark School of Engineering and College of Computer,
Mathematical and Physical Sciences Louis Stokes Alliance for Minority Participation (LSAMP) Undergraduate Research Program, 2009.
22
2. Matteo Del Vigna, Perturbazioni singolari di sistemi dinamici stocastici (On singular perturbations for stochastic dynamical systems), MSc
Thesis 2008.
3. Marco Camagni, Proprietà ergodiche di sistemi dinamici stocastici
(Ergodic properties of stochastic dynamical systems), MSc Thesis 2005.
4. Laura Donnini, Principio delle grandi deviazioni per misure gaussiane in spazi di Hilbert e per il moto Browniano (Large deviation
principle for Gaussian measures in Hilbert spaces and for Brownian motion),
MSc Thesis 2004.
5. Giulia Carreras, Equazioni differenziali stocastiche con coefficienti non lipschitziani. Esistenza e unicità di soluzioni e loro
comportamento asintotico (Stochastic differential equations with nonLipschitz coefficients. Existence, uniqueness and asymptotic behavior), MSc
Thesis 2003.
23