# Francesco Caravenna

Professor of Mathematics (Probability and Statistics)

Department of Mathematics and Applications

University of Milano-Bicocca

Via Cozzi 55

20125 Milano - Italy

*Office*: 3062, U5 building (3^{rd} floor)

*Phone*: +39 02 6448 5752^{ }

*E-mail*: francesco.caravenna at unimib.it

### Research Interests

Probability Theory and its applications, in particular:

*Statistical Mechanics*(disordered systems, random polymers)*Random Walks*(asymptotic properties, renewal theory, fluctuation theory)*Mathematical Finance*(stochastic volatility models, implied volatility)

See my **publications page** (with papers, preprints
and slides)

### Teaching

See my **teaching page** (mainly in Italian)

Some files I wrote:

- ABRACADABRA and Enterprise (detailed solutions of exercises E10.6 and E10.10 from the book "Probability with Martingales" by D. Williams)
- Moto Browniano
e Analisi Stocastica
(lecture notes / dispense)

[version 3.3; last modified: 9 Jun 2011.]

### Other Links

- A
**probability textbook**(in Italian) that I wrote with Paolo Dai Pra - Some
**computer programs**linked to my research -
**Recent Breakthroughs in Singular Stochastic PDEs**, a Winter School that I co-organized at Milano-Bicocca University (2-6 February 2015)