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:
- homepage      

Position: Associate Professor  in  Probability and Mathematical Statistics 
at  Department of Mathematics - University of Rome "La Sapienza" [since 1-11-1992]

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.

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