UMA Home page for Francesco Russo

Russo
Francesco
OC team
Room  2.4.24
Photo de Francesco Russo
Teaching/Research

Professor
Research Habilitation 1993
Ph.D. 1988

Research activities

  • Stochastic analysis.
  • Financial mathematics.
  • Probabilistic models in mathematical physics.

For publications see: Site personnel

Research gate: https://www.researchgate.net/profile/Francesco_Russo11

SDAIM (Stochastic and Deterministic Analysis of Irregular Models)

Project (2023-27) founded by the ANR (french national research agency) and FAPESP (Sao Paulo state research agency).

  • SDAIM web site
  • Coordinator (France): Francesco RUSSO (ENSTA Paris)
    • French teams: ENSTA Paris, CMAP (Polytechnique), CentraleSupélec, EDF, Université de Lille
  • Coordinator (Brazil): Christian OLIVERA (UNICAMP)
    • Brazilian team: UNICAMP (Campinas, Sao Paulo, Brazil)

Publications

Papers in peer-reviewed journals

Submitted

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

Books

2022

2015

2013

2011

Lecture notes

2014

2010