CURRICULUM of Giovanna Nappo

- born in Viterbo, (Italy) April 8, 1957 - office address: piazzale A. Moro 2, 00185 ROME (ITALY) - office telephone number: 06 49913262 - fax: 06 44701007 - email: nappo@mat.uniroma1.it - homepage http://www.mat.uniroma1.it/people/nappo/nappo.html |

Position: Associate Professor in Probability and Mathematical Statistics

at Department of Mathematics - University of Rome "La Sapienza" [since 1-11-1992]

RESEARCH FIELDS

The
main research interest concerns Approximation Problems in different fields: Nonlinear Filtering,
Stochastic control, non parametric
Bayesian Statistics, Point processes, Interacting particle systems, Markov Processes. Other
interests concern Point processes,
Stochastic delay differential equations, Risk modelling. Lately the research has focused
on some mathematical aspects
of financial applications.

VISITED SCIENTIFIC INSTITUTIONS

INRIA, École Normale Supérieure, Paris, France

University of Wisconsin, Madison, USA

University of Heidelberg, Germany

Science Academy, Moscow, URSS

BiBoS, Bielefeld, Germany

Ruhr University, Bochum, Germany

TEACHING (last years)

Probabilistic Methods for Partial Differential Equations (PhD in Mathematics A.A. 2007/08)

Functional Methods in Asymptotical Statistics (PhD in MathematicsA.A. 2003/04)(with M. Piccioni and Y. Rinott)

Probability and martingales (PhD in Mathematics A.A. 2001/02)

Mathematical Finance (Master in Scientific Calculus A.A. 2004/05, and 2005/06)

Probabilistic Methods in Finance (Bachelor degree in Mathematics A.A. 2001/02 — 2007/08)

Probability (Bachelor degree in Mathematics A.A. 2001/02 — 2004/05)

Stochastic processes (Bachelor degree in MathematicsA.A. 2004/05, and 2006/07)

List of published papers

some of the papers are available in the web page

http://www.mat.uniroma1.it/people/nappo/attivita-scientifica.html