Preprints
 The asymptotic smile of a multiscaling stochastic volatility model Preprint (2015) [ PDF  arXiv ]
 General smile asymptotics with bounded maturity Preprint (2014) [ PDF  arXiv ]
Articles and Proceedings
Note: Copyright for the published version is with the publishers of the respective journal.
 [25] The continuum disordered pinning model Probab. Theory Related Fields, to appear. [ PDF  published version (PDF)  arXiv ]
 [24] Polynomial chaos and scaling limits of disordered systems J. Eur. Math. Soc. (JEMS), to appear. [ PDF  arXiv ]
 [23] A general smoothing inequality for disordered polymers Electron. Commun. Probab. 18 (2013), no. 76, 115. [ PDF  published version (PDF)  arXiv ]

[22]
An invariance principle for random walk bridges conditioned
to stay positive
Electron. J. Probab. 18 (2013), no. 60, 132.
[ PDF 
published version
(PDF) 
arXiv
 PDF extended version (one additional appendix) ]  [21] The critical curve of the random pinning and copolymer models at weak coupling Commun. Math. Phys. 326 (2014), 507530. [ PDF  published version  arXiv ]

[20]
Lectures on Random Polymers
In: Probability and Statistical Physics in Two and more Dimensions.
Proceedings of the Clay Mathematics Institute Summer School and
XIV Brazilian School of Probability (Buzios, Brazil).
Edited by David Ellwood, Charles Newman, Vladas Sidoravicius and Wendelin Werner.
Clay Mathematics Proceedings 15 (2012), 319393. [ PDF  arXiv ]  [19] The discretetime parabolic Anderson model with heavytailed potential Ann. Inst. H. Poincaré 48 (2012), 10491080. [ PDF  published version (PDF)  arXiv ]

[18]
Copolymers at selective interfaces: settled issues and open problems
In: Probability in complex physical systems.
In honour of Erwin Bolthausen
and Jürgen Gärtner.
Edited by J.D. Deuschel, B. Gentz, W. König, M. von Renesse,
M. Scheutzow, U. Schmock.
Springer Proceedings in Mathematics 11 (2012), 289312. [ PDF  published version  arXiv ]  [17] Scaling and multiscaling in financial series: a simple model Adv. in Appl. Probab. 44 (2012), 10181051. [ PDF (published version)  arXiv ]
 [16] Localization for (1+1)dimensional pinning models with (∇ + Δ) interaction Electron. Commun. Probab. 15 (2010), 534548. [ PDF  published version  arXiv ]
 [15] The weak coupling limit of disordered copolymer models Ann. Probab. 38 (2010), 23222378. [ PDF  published version (PDF)  arXiv ]
 [14] Depinning of a polymer in a multiinterface medium Electron. J. Probab. 14 (2009), 20382067. [ PDF  published version  arXiv ]
 [13] A polymer in a multiinterface medium Ann. Appl. Probab. 19 (2009), 18031839. [ PDF  published version (PDF)  arXiv ]
 [12] Large scale behavior of semiflexible heteropolymers Ann. Inst. H. Poincaré Probab. Statist. 46 (2010), 97118. [ PDF  published version (PDF)  arXiv ]
 [11] Scaling limits of (1+1)dimensional pinning models with Laplacian interaction Ann. Probab. 37 (2009), 903945. [ PDF  published version (PDF)  arXiv ]
 [10] The quenched critical point of a diluted disordered polymer model Stochastic Process. Appl. 119 (2009), 14791504. [ PDF  published version  arXiv ]
 [9] Pinning and wetting transition for (1+1)dimensional fields with Laplacian interaction Ann. Probab. 36 (2008), 23882433. [ PDF  published version (PDF)  arXiv ]
 [8] Modelli di polimeri e passeggiate aleatorie Boll. Unione Mat. Ital. Serie IX, vol. I (2008), 559571 [ PDF ]
 [7] Invariance principles for random walks conditioned to stay positive Ann. Inst. H. Poincaré Probab. Statist. 44 (2008), 170190. [ PDF  published version (PDF)  arXiv ]
 [6] Infinite volume limits of polymer chains with periodic charges Markov Process. Related Fields 13 (2007), 697730. [ PDF  published version  arXiv ]
 [5] Sharp asymptotic behavior for wetting models in (1+1)dimension Electron. J. Probab. 11 (2006), 345362. [ PDF  published version  arXiv ]
 [4] A renewal theory approach to periodic copolymers with adsorption Ann. Appl. Probab. 17 (2007), 13621398. [ PDF  published version (PDF)  arXiv ]
 [3] A numerical approach to copolymers at selective interfaces J. Stat. Phys. 122 (2006), 799832. [ PDF  published version  arXiv ] The computer program used in this paper is available here.

[2]
On constrained annealed bounds for pinning and wetting models
Electron. Commun. Probab. 10 (2005), 179189.
[ PDF 
published
version 
arXiv
 PDF old version (different techniques, less general setting) ]  [1] A local limit theorem for random walks conditioned to stay positive Probab. Theory Related Fields 133 (2005), 508530. [ PDF  published version  arXiv ]
Book
 Probabilità. Un'introduzione attraverso modelli e applicazioni. UNITEXT  La matematica per il 3+2. SpringerVerlag Italia, Milano (2013). [ Book page  Springer website ]
Other Stuff
 A note on directly Riemann integrable functions Unpublished Manuscript (2012). [ PDF  arXiv ]
 Tightness conditions for polymer measures Unpublished Manuscript (2007). [ PDF  arXiv ]
 Random walk models and probabilistic techniques for inhomogeneous polymer chains Ph.D. Thesis (2005), Università di MilanoBicocca (I) and Université Paris 7 (F). [ PDF  arXiv  PDF extended version (introduction and first chapter also in French) ]
Slides
 The continuum disordered pinning model Talk given on July 28, 2014 at the SPA 2014 Conference, Buenos Aires (AR). [ PDF ]
 Polynomial chaos and scaling limits of disordered systems Talk given on June 6, 2014 at the Statistical Mechanics Conference, University of Nantes (F). [ PDF ]
 Scaling and universality in probability Talk given on March 13, 2014 at the Mathematical Colloquium, University of Leiden (NL). [ PDF ]
 Scaling limits and universality for random pinning models Talk given on September 12, 2013 at the 15th Italian Meeting on Hyperbolic Equations, University of MilanoBicocca. [ PDF ]
 Scaling limits and universality for random pinning models Talk given on August 9, 2013 at the Workshop Universality and Scaling Limits in Probability and Statistical Mechanics, Hokkaido University, Sapporo (JP). [ PDF ]
 Scaling and multiscaling in financial series: a simple model Talk given on March 12, 2012 at the Department of Mathematics, University of Modena and Reggio Emilia (I). [ PDF ]
 The weak coupling limit of disordered copolymer models Talk given on February 15, 2011 at the Workshop on Interacting Processes in Random Environments, Fields Instutute, Toronto (CDN). [ PDF ]
 A polymer in a multiinterface medium Talk given on December 16, 2010 at the Institute for Applied Mathematics, University of Bonn (D) [ PDF ]
 Pinning and wetting transition for (1+1)dimensional fields with Laplacian interaction Talk given on June 11, 2008 at the University of Warwick (GB) [ PDF ]
 Modelli di polimeri e passeggiate aleatorie Talk given on September 26, 2007 at the XVIII Congress of the Italian Mathematical Union in Bari (I) [ PDF ]
 On the phase diagram of random copolymers at selective interfaces Talk given on June 22, 2007 at Eurandom in Eindhoven (NL) [ PDF ]