| Giulia
Di Nunno Professor in Stochastic Analysis at the Department of Mathematics, University of Oslo Senior researcher at CMA: Centre of Mathematics for Applications Adjunct professor at NHH Department of Finance and Management Science
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Contact information CMA c/o Department of Mathematics |
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E-mail: giulian
at math.uio.no |
Interests
- Stochastic calculus:
anticipating and non-anticipating
integration and differentiation for processes and random fields
- White noise theory for Lévy processes
- Applications of functional analysis to stochastics
- Stochastic control under
differentiated information
- Mathematical finance:
modeling; pricing; hedging and
other optimal portfolio problems under full, partial, and insider
information; sensitivity and robustness
CV
List of publications
Students
Teaching portfolio
Collaborators
Activities, Fall 2012
CMA - Stochastic Analysis Seminar Series
Aims and program can be found: here
Teaching at UiO