The scientific activity in this area has several fruitful connections with analysis and statistics, and various applications in economics, finance, physics, biology, computer science, and other sciences. The detailed activity of the group can be found here.
The group runs a Seminar Series: more info can be found at this link.
Research Topics
Stochastic evolutions
The research activity is concentrated on problems of existence, regularity, statistical asymptotic behaviour, and the analysis of relevant properties of solutions of ordinary and partial differential equations with random components, with emphasis on equations from fluid dynamics. The interest spans also ordinary differential equations with non-regular coefficients, partial differential equations without uniqueness or with blow-up, and corresponding regularization properties due to noise. Problems of interacting particle systems arising from models of cortices are also considered, as well as dynamical and asymptotic properties of piecewise deterministic Markov processes.
Members
Collaborators
Probabilistic methods in statistical learning
In recent years deep learning, through neural networks, has had an enormous impact on the development of artificial intelligence and on its possible applications. This remarkable success though has not been fully matched by theoretical results that could provide justifications of its efficacy or hints for improvements, or identify possible limitations, as well as construct methods to interpret its results. The research activity of the group in this direction is devoted to the analysis of the interaction between artificial neural networks and the theory of Gaussian processes, to the optimality and convergence of learning dynamics for neural networks, in different asymptotic regimes, to the analysis of stochastic gradient descent algorithms, to Bayes statistics for dynamical systems and reinforcement learning.
Members
Collaborators
Variational problems in commutative and non-commutative probability
The main interests of this subject are analysis in Gaussian spaces, in particular Malliavin calculus, inequalities for random variables and their densities, entropic inequalities, and indeterminacy principles, in both commutative and non-commutative (quantum) settings. Other topics of interest are random optimal transportation problems, laws of large numbers for empirical measures of interacting particles, and combinatorial optimization problems in Euclidean random models.
Members
Collaborators
Stochastic processes for chemical reactions networks
The analysis is devoted to problems of large deviations for jump processes, and to structural stability conditions for their stability. The main themes in this analysis are averaging methods, duality for Markov processes, and variational inequalities. The focus is given to reaction-diffusion processes, propagation of chaos for systems of interacting particles, and to variational structures in discrete spaces, with emphasis on the out-of-equilibrium regime.
Members
Collaborators
People
Faculty
Name | Surname | Personal Card | |
---|---|---|---|
Andrea | Agazzi | andrea.agazzi@unipi.it | |
Mario | Maurelli | mario.maurelli@unipi.it | |
Aikaterini | Papagiannouli | aikaterini.papagiannouli@unipi.it | |
Marco | Romito | marco.romito@unipi.it | |
Dario | Trevisan | dario.trevisan@unipi.it |
Affiliate Members
Name | Surname | Personal Card | |
---|---|---|---|
Rita | Giuliano | giuliano@dm.unipi.it | |
Giorgio | Letta | giorgio.letta@unipi.it | |
Maurizio | Pratelli | maurizio.pratelli@unipi.it |
Former Members
Name | Surname |
---|---|
Giacomo Filippo | Di Gesù |
Franco | Flandoli |
Postdoctoral Fellows
Name | Surname | Personal Card | |
---|---|---|---|
Alberto | Cilli | albertocilli@hotmail.it | |
Essebei | Fares | essebeifares@gmail.com |
Ph.D. Students at the University of Pisa
Name | Surname | Personal Card | |
---|---|---|---|
Leonardo | Roveri | leonardo.roveri@phd.unipi.it |
Ph.D. Students at other institutions
there is no data
Ph.D. Theses supervised by members of the group
awarded by the University of Pisa
Year | Name | Surname | Title of the Thesis | Supervisor(s) |
---|---|---|---|---|
2017 | Valeria | De Mattei | New approaches to Mean Field Game Theory | Franco Flandoli |
2008 | Annalisa | Castellucci | $\phi$-Subgaussian random processes: properties and their applications | Rita Giuliano |
1999 | Giovanni | Becchere | Valuation and hedging of American options in incomplete markets: minimum risk strategies | Maurizio Pratelli |
awarded by another institution
there is no data
Grants
Current
-
Convergence and Stability of Reaction and Interaction Network Dynamics (ConStRAINeD) (Prin 2022)
Principal Investigator: Daniele Cappelletti
Coordinator of the Research Unit: Andrea Agazzi
Project period: Sep 28, 2023 – Sep 27, 2025
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Understanding the LEarning process of QUantum Neural networks (LeQun) (Prin 2022)
Principal Investigator: Giacomo De Palma
Coordinator of the Research Unit: Dario Trevisan
Project period: Sep 28, 2023 – Sep 27, 2025
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Noise in fluid dynamics and related models (Prin 2022)
Principal Investigator: Franco Flandoli
Coordinator of the Research Unit: Marco Romito
Project period: Sep 28, 2023 – Sep 27, 2025
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APRISE - Analysis and Probability in Science (Progetti di Ricerca di Ateneo (PRA) 2022-2023)
Principal Investigator: Marco Romito
Project period: Oct 10, 2022 – Dec 31, 2024
Past
there is no data
Visitors
Prospective
there is no data
Current
there is no data
Grouped by year
2023
First Name | Last Name | Affiliation | From | To |
---|---|---|---|---|
Giuseppe | Cannizzaro | University of Warwick | Sep 17, 2023 | Sep 22, 2023 |
Sandra | Cerrai | University of Maryland | Jun 16, 2023 | Jul 15, 2023 |
Michele | Coghi | Università di Trento | Feb 06, 2023 | Feb 10, 2023 |
Giacomo Filippo | Di Gesù | Sapienza Università di Roma | Sep 19, 2023 | Sep 19, 2023 |
Giuseppe | Genovese | Institut für Mathematik - Universität Zürich | Jun 14, 2023 | Jun 16, 2023 |
Milto | Hadjikyriakou | University of Central Lancashire Cyprus | May 15, 2023 | May 19, 2023 |
Mauro | Mariani | Higher School of Economics (HSE) University | Apr 28, 2023 | May 28, 2023 |
Jonathan | Mattingly | Duke University | Jun 11, 2023 | Jul 22, 2023 |
Riccardo | Montalto | Università degli Studi di Milano (La Statale) | Apr 03, 2023 | Apr 07, 2023 |
Sayan | Mukherjee | Max-Planck-Institut für Mathematik in den Naturwissenschaften | Jun 16, 2023 | Jun 16, 2023 |
Aikaterini | Papagiannouli | Max-Planck-Institut für Mathematik in den Naturwissenschaften | Jun 06, 2023 | Jun 16, 2023 |
Chiara | Saffirio | Universität Basel | Jun 13, 2023 | Jun 16, 2023 |
Vittoria | Silvestri | Sapienza Università di Roma | Apr 18, 2023 | Apr 19, 2023 |
Lihan | Wang | Max-Planck-Institut für Mathematik in den Naturwissenschaften | Feb 11, 2023 | Feb 15, 2023 |
Pavlos | Zoubouloglu | University of North Carolina | Jun 28, 2023 | Jul 02, 2023 |
2022
First Name | Last Name | Affiliation | From | To |
---|---|---|---|---|
Angelo | Lucia | Universidad Complutense de Madrid | Dec 01, 2022 | Dec 02, 2022 |