Sistemi dinamici e probabilità. Finanza quantitativa

Temi di ricerca in Probabilità

  • Equazioni alle derivate parziali stocastiche
  • Sistemi di particelle interagenti
  • Limiti di scala
  • Applicazioni nelle scienze del clima

Progetti

Attività

  • Partecipazione tenendo una conferenza ad un convegno al CIRM di Luminy, uno all'Hausdorff Center di Bonn, uno all'accademia dei LIncei di Roma. Seminari all'ETH di Zurigo e Università di Delft.
  • Tenuto minicorsi per una Winter School all'Università di Bologna e per un semestre sulle scienze del clima all'Institute Henri Poincaré di Parigi.
  • Organizzatore di una Winter School ad Augsburg, un convegno a Cortona ed un convegno a Vietri.
  • Seminario di sistemi dinamici “LEANING TORI” An Hamiltonian Event under the Tower workshop al Centro De Giorgi 
  • DinAmici IV workshop al Centro De Giorgi
  • Summer School for Economic and Social Sciences: San Miniato, settembre 2019

Pubblicazioni

  • Franco Flandoli, Dejun Luo, Point vortex approximation for 2D Navier--Stokes equations driven by space-time white noise , arXiv:1902.09338.
  • Franco Flandoli, Renormalized Onsager functions and merging of vortex clusters , arXiv:1902.06565
  • Franco Flandoli, Marta Leocata, Cristiano Ricci, The Navier-Stokes-Vlasov-Fokker-Planck system as a scaling limit of particles in a fluid, arXiv:1811.07924.
  • Giuseppe Da Prato, Franco Flandoli, Michael Reockner, Continuity equation in LlogL for the 2D Euler equations under the enstrophy measure, to appear on SPDE.
  • Franco Flandoli, Dejun Luo, Convergence of transport noise to Ornstein-Uhlenbeck for 2D Euler equations under the enstrophy measure, arXiv:1806.09332, to appear on Ann. Probab.
  • Franco Flandoli, Dejun Luo, Energy conditional measures and 2D turbulence, JOURNAL MATH. PHYS. 61 (2020), no. 1, 013101, 22 pp.
  • Lisa Beck, Franco Flandoli, Massimiliano Gubinelli, M ario Maurelli , Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness. ELECTRONIC J. PROBAB. 24 (2019), Paper No. 136, 72 pp.
  • Franco Flandoli, Marta Leocata, A particle system approach to aggregation phenomena, JOURNAL APPL. PROBAB. 56 (2019), no. 1, 282–306.
  • Franco Flandoli, Martin Saal, mSQG equations in distributional spaces and point vortex approximation, JOURNAL EVOL. EQU. 19 (2019), no. 4, 1071–1090.
  • Franco Flandoli, Marta Leocata, Cristiano Ricci, The Vlasov-Navier-Stokes equations as a mean field limit, DISCRETE CONTIN. DYN. SYST. 24 (2019), no. 8, 3741–3753. Paolo Buttà,
  • Franco Flandoli, Michela Ottobre, Bogusław Zegarliński, A non-linear kinetic model of self-propelled particles with multiple equilibria, KINETIC RELATED MODELS 12 (2019), no. 4, 791–827.
  • Franco Flandoli, Dejun Luo, Kolmogorov equations associated to the stochastic 2D Euler equations, SIAM J. MATH. ANAL. 51 (2019), no. 3, 1761–1791.
  • Franco Flandoli, Dejun Luo, Euler-Lagrangian approach to 3D stochastic Euler equations, JOURNAL GEOM. MECH. 11 (2019), no. 2, 153–165. Hakima Bessaih , Michele Coghi ,
  • Franco Flandoli, Mean field limit of interacting filaments for 3D Euler equations, JOURNAL STAT. PHYS. 174 (2019), no. 3, 562–578.
  • Franco Flandoli, Dejun Luo, ρ-white noise solution to 2D stochastic Euler equations, PROBAB. THEORY RELATED FIELDS, 175 (2019), no. 3-4, 783–832.
  • Franco Flandoli, Enrico Priola, Giovanni Zanco, A mean-field model with discontinuous coefficients for neurons with spatial interaction, DISCRETE CONTIN. DYN. SYST. 39 (2019), no. 6, 3037–3067.
  • Vincenzo Capasso, Franco Flandoli, On the mean field approximation of a stochastic model of tumor-induced angiogenesis, EUROPEAN J. APPL. MATH. 30 (2019), no. 4, 619–658.