CURRICULUM of Giovanna Nappo
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
