Curriculum Vitae of Sandra Cerrai - University Of Marylandcerrai/curriculum cerrai updated...

Curriculum Vitae of Sandra Cerrai

Born: October 3, 1969Citizenship: ItalianCivil status: married and two sons, David (07/19/2002) and Jacopo (09/14/2005)Languages: English, some knowledge of French, Italian maternal language.

Education

Dicember 1998 PhD in MathematicsScuola Normale Superiore of Pisa (70/70 cum laude)

November 1992 MSc in MathematicsUniversity of Pisa (110/110 cum laude)

Employment history

2012-present ProfessorUniversity of Maryland

2008-2012 Associate ProfessorUniversity of Maryland

2001-2008 Professore Associato(Associate Professor) University of Florence

1995-2001 Ricercatore(Assistant Professor) University of Florence.

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Awards

1. In July 2010, I won the competition organized by the Politecnico of Turin,Italy, to become full professor. This was the first competition as full professorfor Probability Theory in Italy after seven years and there were two winners.

2. NSF Research Grant DMS-0907295 (2009-2012) Asymptotic Problems forStochastic Partial Differential Equations (Principal Investigator).

3. Grant from the European TMR network Viscosity solutions and applications,local coordinator in Paris Prof. P.L. Lions, Spring 1999.

4. Perfezionamento fellowship at the Scuola Normale Superiore of Pisa, 01/1993-07/1995.

Professional service

1. Department, Salary Committee 2009, Policy Committee 2009-2011, HiringCommittee 2009-2010, Post-Doc Hiring Committee 2012.

2. Campus, Graduate School, Flagship Fellowship Committee and SummerResearch Fellowship Committee, Spring 2012.

3. Panelist for the National Science Foundation.

4. Mathematical community, Associate Editor of Journal of TheoreticalProbability, August 2009-present, Associate Editor of Potential Analysis, De-cember 2011-present.

Organization of workshops and seminars

1. Co-organizer of the Conference on Asymptotic Problems in Stochastic Pro-cesses and PDEs, College Park, MD, May 20-24, 2013.

2. Co-organizer of the Workshop on Theory and Applications of StochasticPDEs, in the Infinite Dimensional and Stochastic Dynamical Systems andtheir Applications program at IMA(September 1, 2012 June 30, 2013.)

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3. Organizer of the Invited Session on Large deviations for SPDE at the XXXVInternational Conference on Stochastic Processes and their Applications (Mex-ico, June 2011), sponsored by the Bernoulli Society for Mathematical Statis-tics and Probability and the Institute of Mathematical Statistics.

4. Workshop on Stochastic Partial Differential Equations, Centro de Giorgi,Pisa 3-7 aprile 2006, co-organizer.

5. Co-organizer of the department seminars at the Department of Mathematicsfor Decisions, University of Florence.

Publications

Book

1. Sandra Cerrai, Second order PDE’s in finite and infinite dimensions. Aprobabilistic approach, x+330 pp. Lecture Notes in Mathematics 1762 (2001),Springer Verlag.

Articles in research journals

2. Sandra Cerrai, Giuseppe Da Prato: Schauder estimates for ellipticequations in Banach spaces associated with stochastic reaction-diffusion equa-tions, Journal of Evolution Equations 12 (2012), pp. 83-98.

3. Sandra Cerrai: Averaging principle for systems of RDEs with polynomialnonlinearities perturbed by multiplicative noise, Siam Journal of Mathemati-cal Analysis 43 (2011), pp. 2482-2518.

4. Sandra Cerrai, Mark Freidlin: Small mass asymptotics for a chargedparticle in magnetic field and long-time influence of small perturbations,Journal of Statistical Physics 144 (2011), pp. 101-123.

5. Sandra Cerrai, Mark Freidlin: Approximation of quasi-potentials andexit problems for multidimensional RDE’s with noise, Transactions of theAMS 363 (2011), pp. 3853-3892.

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6. Sandra Cerrai, Mark Freidlin: Fast transport asymptotics for stochas-tic RDE’s with boundary noise, Annals of Probability 39 (2011), pp. 369-405.

7. Sandra Cerrai: Normal deviations from the averaged motion for somereaction-diffusion equation with fast oscillating perturbation, Journal de Mate-matiques Pures et Appliques 91 (2009), pp. 614-647.

8. Sandra Cerrai: A Khasminskii type averaging principle for stochasticreaction-diffusion equations, Annals of Applied Probability 19 (2009), pp.899-948.

9. Sandra Cerrai, Mark Freidlin: Averaging principle for a class ofSPDE’s, Probability Theory and Related Fields 144 (2009), pp. 137-177.

10. Sandra Cerrai, Philippe Clement: Schauder estimates for a degeneratesecond order elliptic operator on a cube, Journal of Differential Equations 242(2007), pp. 287-321.

11. Sandra Cerrai, Mark Freidlin: Smoluchowski-Kramers approximationfor a general class of SPDE’s, Journal of Evolution Equations 6 (2006), pp.657-689.

12. Sandra Cerrai, Mark Freidlin: On the Smoluchowski-Kramers approx-imation for a system with an infinite number of degrees of freedom, Proba-bility Theory and Related Fields 135 (2006), pp. 363-394.

13. Sandra Cerrai: Stabilization by noise for a class of stochastic reaction-diffusion equations, Probability Theory and Related Fields 133 (2005), pp.190-214.

14. Sandra Cerrai, Philippe Clement: Erratum to ”Schauder estimates fora class of second order elliptic operators on a cube”, Bulletin des SciencesMathematiques 129 (2005), p. 368.

15. Sandra Cerrai, Michael Rockner: Large deviations for invariant mea-sures of stochastic reaction-diffusion systems with multiplicative noise andnon-Lipschitz reaction term, Annales de l’Institut Henri Poincare (Proba-bilites et Statistiques) 41 (2005), pp. 69-105.

16. Sandra Cerrai, Philippe Clement: Well-posedness of the martingaleproblem for some degenerate diffusion processes occurring in dynamics ofpopulations, Bulletin des Sciences Mathematiques 128 (2004), pp. 355-389.

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17. Sandra Cerrai, Michael Rockner: Large deviations for stochasticreaction-diffusion systems with multiplicative noise and non-Lipschitz reac-tion term, Annals of Probability 32 (2004), pp. 1-40.

18. Sandra Cerrai, Michael Rockner: Large deviations for invariant mea-sures of general stochastic reaction-diffusion systems, Comptes Rendus Acad.Sci. Paris S. I Math. 337 (2003), pp. 597-602.

19. Sandra Cerrai: Stochastic reaction-diffusion systems with multiplicativenoise and non-Lipschitz reaction term, Probability Theory and Related Fields125 (2003), pp. 271-304.

20. Sandra Cerrai, Philippe Clement: Schauder estimates for a class ofsecond order elliptic operators on a cube, Bulletin des Sciences Mathematiques217 (2003), pp. 669-688.

21. Sandra Cerrai, Philippe Clement: On a class of degenerate elliptic op-erators arising from the Fleming-Viot processes, Journal of Evolution Equa-tions 1 (2001), pp. 243-276.

22. Sandra Cerrai: Stationary Hamilton-Jacobi equations in Hilbert spacesand applications to a stochastic optimal control problem, SIAM Journal onControl and Optimization 40 (2001), pp. 824-852.

23. Sandra Cerrai: Optimal control problems for stochastic reaction-diffusionsystems with non Lipschitz coefficients, SIAM Journal on Control and Opti-mization 39 (2001), pp. 1779-1816.

24. Sandra Cerrai: Analytic semigroups and degenerate elliptic operators withunbounded coefficients: a probabilistic approach, Journal of Differential Equa-tions 166 (2000), pp. 151-174.

25. Sandra Cerrai: Ergodicity for stochastic reaction-diffusion systems withpolynomial coefficients, Stochastics and Stochastics Reports 67 (1999), pp.17-51.

26. Sandra Cerrai: Differentiability of Markov semigroup for stochastic reaction-diffusion equations and applications to control, Stochastic Processes and theirApplications 83 (1999) pp.15-37.

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27. Sandra Cerrai: Smoothing properties of transition semigroups relative toSDEs with value in Banach spaces, Probability Theory and Related Fields113 (1999) pp. 85-114.

28. Sandra Cerrai: Kolmogorov equations in Hilbert spaces with non smoothcoefficients, Communications in Applied Analysis 2 (1998) pp. 271-298.

29. Sandra Cerrai: Differentiability with respect to initial datum for solu-tions of SPDE’s with no Frechet differentiable drift term, Communicationsin Applied Analysis 2 (1998) pp. 249-270.

30. Sandra Cerrai: Some results for second order elliptic operators havingunbounded coefficients, Differential and Integral Equations 11 (1998) pp. 561-588.

31. Sandra Cerrai: Invariant measures for a class of SDE’s with drift termhaving polynomial growth, Dynamic Systems and Applications 5 (1996), 353-370.

32. Sandra Cerrai: Elliptic and parabolic equations in Rn with coefficientshaving polynomial growth, Communications in Partial Differential Equations21 (1996) 281-317.

33. Sandra Cerrai, Fausto Gozzi: Strong solutions of Cauchy problems as-sociated to weakly continuous semigroups, Differential and Integral Equations8 (1995) 465-486.

34. Sandra Cerrai: Weakly continuous semigroups in the space of functionswith polynomial growth, Dynamic Systems and Applications 4 (1995) 351-372.

35. Sandra Cerrai: A Hille Yosida theorem for weakly continuous semigroups,Semigroup Forum 49 (1994) 349-367.

Articles in volumes (refereed)

36. Sandra Cerrai: Ergodic properties of reaction-diffusion equations per-turbed by a degenerate multiplicative noise, Operator Theory: Advances andApplications vol. 168 (2006), Birkhauser Verlag Basel, pp. 45-59.

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37. Sandra Cerrai: Asymptotic behavior of systems of SPDE’s with multi-plicative noise, Stochastic Partial Differential Equations and ApplicationsVII, Lecture Notes in Pure and Applied Mathematics vol. 245 (2006), Chap-man and Hall/CRC Press, pp. 61-75.

38. Sandra Cerrai, Classical solutions for Kolmogorov equations in Hilbertspaces, Third Seminar on Stochastic Analysis, Random Fields and Appli-cations, Ascona, Progress in Probability 52, Birkhauser Verlag, (2002), pp.55-72.

39. Sandra Cerrai, A generalization of the Bismut-Elworthy formula, Evolu-tion Equations and their Applications in Physical and Life Sciences, editedby G. Lumer and L. Wiess, Lecture Notes in Pure and Applied MathematicsVol. 215, Marcel Dekker (2000).

Preprints

40. Sandra Cerrai, Giuseppe Da Prato: A basic identity for Kolmogorovoperators in the space of continuous functions related to RDEs with multi-plicative noise, submitted.

41. Sandra Cerrai, Giuseppe Da Prato, Franco Flandoli: Pathwiseuniqueness for some perturbed stochastic reaction-diffusion equations

Theses

Sandra Cerrai, Transition semigroups corresponding to stochastic dynam-ical systems with unbounded coefficients, PhD Thesis, advisor Prof. GiuseppeDa Prato, Scuola Normale Superiore, Pisa, 1998.

Sandra Cerrai, Equazioni paraboliche in dimensione infinita (Parabolicequations in infinite dimensions), MSc Thesis, advisor Prof. Giuseppe DaPrato, University of Pisa, 1992.

Conference and workshop presentations

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Parabolic equations with unbounded coefficients,

Workshop on PDE’s methods in Control, Shape Optimization and Stochas-tic Modelling, Pisa Scuola Normale Superiore December 8-10, 1994.

Regolarita per le soluzioni dell’equazione di Kolmogorov(Regularity of the solutions of Kolmogorov equations),

Convegno su equazioni di evoluzione e applicazioni alla teoria del trasportoe alla biologia, Roma February 23-25, 1995.

Elliptic and parabolic equations with polynomial coeffi-cients in R n,

Conference on nonlinear parabolic problems, Levico Terme June 11-16,1995.

Elliptic and parabolic equations with coefficients havingpolynomial growth,

Dynamical systems and applications of stochastic differential equations,Pisa Scuola Normale Superiore June 29-30, 1995.

Equazioni ellittiche e paraboliche in R n con coefficientiaventi crescita polinomiale (Elliptic and parabolic equations inR n with coefficients having polynomial growth),

XV Congresso dell’Unione Matematica Italiana, Padova September 11-16, 1995.

Schauder estimates for Kolmogorov equations with un-bounded coefficients,

11th Winter school on stochastic processes, Jena March 17-23, 1996.

Invariant measures for systems with coefficients havingpolynomial growth,

Workshop on deterministic and stochastic evolutionary systems, PisaScuola Normale Superiore July 16-17, 1996.

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Smoothing properties for transition semigroups relativeto stochastic PDEs with unbounded coefficients,

Workshop on deterministic and stochastic evolutionary systems, PisaScuola Normale Superiore, July 16-18, 1997.

Smoothing properties for transition semigroups relativeto stochastic PDEs with non Lipschitz drift Term,

Workshop on infinite dimensional stochastic systems, Praga, Septem-ber 8-12, 1997.

Regularizing properties for some stochastic reaction-diffusionequations,

Workshop on stochastic partial differential equations, Berkeley, Septem-ber 15-19, 1997.

Proprieta di regolarizzazione per il semigruppo di tran-sizione relativo ad alcune equazioni di reazione-diffusionestocastiche (Regularizing properties for the transition semigroupcorresponding to some stochastic reaction-diffusion equations) ,

Convegno su equazioni di evoluzione e applicazioni alla teoria del trasportoe alla biologia, Montecatini Terme February 19-21, 1998.

Invariant measures for stochastic reaction-diffusion sys-tems,

III Ciclo CIME 1998. Stochastic PDE’s and Kolmogorov equations ininfinite dimensions, Cetraro, August 24-September 1, 1998.

Ergodicity for stochastic reaction-diffusion systems withunbounded coefficients,

Sixth international conference on evolution equations and their appli-cations in physical and life sciences, Bad Herrenalb, September 14-19,1998.

Probabilistic methods in the study of analytic semigroupsgenerated by second order degenerate elliptic operators,

Optimal regularity in elliptic, hypoelliptic and parabolic problems, Lev-ico Terme October 6-10, 1998.

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Sistemi di reazione diffusione stocastici: proprieta di re-golarizzazione (Stochastic reaction-diffusion systems: regularizingproperties),

XVI Congresso Unione Matematica Italiana, Napoli September 13-18,1999.

Stationary Hamilton-Jacobi equations in Hilbert spaces andapplications to a stochastic optimal control problem,

Third seminar on stochastic analysis, random fields and applications,Ascona, September 20-24, 1999.

Classical solutions for Kolmogorov equations in infinitedimensions,

Conference on Stochastic partial differential equations and applications,Levico Terme, January 10-15, 2000.

On a class of degenerate elliptic operators arising fromthe Fleming-Viot processes

International Conference on Viscosity Solutions and Applications, Anal-ysis and Control of Deterministic and Stochastic Evolution Equations,Bressanone, July 3-7, 2000.

Degenerate elliptic operators arising from dynamic ofpopulations

Workshop on Infinite Dimensional Stochastic Systems, Praga, Septem-ber 11-15, 2000.

Optimal control for stochastic Ginzburg-Landau systems

Mini-Symposium on Stochastic reaction diffusion equations, Loughbor-ough June 15-16 , 2001.

Kolmogorov equations in Hilbert spaces

Workshop on Stochastic Partial Differential equations, Warwick July16-27 , 2001.

Large deviations for a class of stochastic reaction-diffusionsystems with multiplicative noise

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Stochastic evolution equations and applications, Oberwolfach October1-6 , 2001.

Stochastic reaction-diffusion systems with multiplicativenoise

Conference on stochastic partial differential equations and applications-VI, Levico Terme (Trento), January 7-12, 2002.

Large deviations for a class of SPDE’s with multiplicativenoise

First joint international meeting, American Mathematical Society-UnioneMatematica Italiana, Pisa, June 12-16, 2002.

Large deviations for a general class of SPDE’s

Workshop on stochastic partial differential equations and related topics,Warwick, August 4-15 , 2003.

Some elliptic degenerate equations arising in populationdynamics

Two days on Kolmogorov equations, Centro De Giorgi, Pisa, October17-18, 2003.

Large deviations for the invariant measures of a class ofstochastic reaction-diffusion systems

International Conference on Stochastic Partial Differential Equationsand Applications-VII, Levico Terme (Trento), January 4-10, 2004.

Ergodicity for some stochastic reaction-diffusion equa-tions

IFIP 7.2 Boundary Control and Optimization, Scuola Normale Superiore-Centro De Giorgi, Pisa, February 26-28 , 2004.

Sull’approssimazione di Kramers-Smolukowski per un sis-tema con un numero infinito di gradi di liberta (On theKramers-Smolukowski approximations for a system with an infinitenumber of degrees of freedom),

Incontro su Equazioni di Kolmogorov, Parma November 26-27, 2004.

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On the martingale problem for a class of degenerate dif-fusion processes arising from the dynamics of populations,

Workshop on Partial Differential Equations and Functional Analysis,Delft, November 29-December 1, 2004.

On the Kramers-Smolukowski approximation for a class ofSPDE’s,

Conference on Stochastic Partial Differential Equations and RandomMedia: from Theory to Applications I, Zif (Zentrum fur Interdiszi-plinare Forschung) Bielefeld April 4-8, 2005.

On the ergodic properties of some classes of spde’s,

Workshop on Stochastic Partial Differential Equations, Centro de Giorgi,Pisa April 3-7, 2006.

The Smoluchowski-Kramers approximation for a generalclass of SPDE’s,

Workshop on Hydrodynamic limits and Particle Systems, Centro deGiorgi, Pisa June 5-9, 2006.

Averaging principle for a class of SPDE’s,

Workshop on Kolmogorov equations, Parma November 1-3, 2006.

Averaging principle for some stochastic partial differen-tial equations

One day on Kolmogorov equations, Centro De Giorgi, Pisa March 122007.

On the averaging principle for a general class of SPDE’s,

Conference on stochastic dynamics, Paris June 11-12 2007.

Fluctuations in SPDE’s with averaging,

Joint international meeting UMI-DMV, Perugia June 18-22 2007.

Fluctuations in SPDE’s with averaging,

Workshop on stochastic partial differential equations, Mittag-Leffler In-stitut, Djursholm, September 10-14 2007.

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On an averaging result for a class of SPDE’s,

Conference on Stochastic Partial Differential Equations and Applications-VIII, Levico Terme, January 7-11 2008.

Fast diffusion asymptotics for stochastic reaction-diffusionequations with boundary noise,

Workshop on New scaling limits and other recent developments in prob-ability, Warwick, March 31- April 4, 2008.

Normal deviations from the averaged motion for some reaction-diffusion equation with fast oscillating perturbation,

Sixth Seminar on Stochastic Analysis, Random Fields and Applications,Ascona May 19-23, 2008.

Fast transport asymptotics for SPDE’s with noise actingon the boundary,

Opening Workshop, SAMSI program on Stochastic Dynamics, ResearchTriangle Park, NC, August 30-September 2, 2009.

On some averaging results for SPDE’s,

SIAM Conference on analysis of PDEs, Miami, December 7-10, 2009.

Approximation of quasi-potentials and exit problems formultidimensional RDEs,

Workshop on SPDEs, Isaac Newton Institute for Mathematical Sci-ences, January 4-8 2010.

Asymptotic results for a class of stochastic RDEs withfast transport term and noise acting on the boundary,

Workshop on Stochastic Partial Differential Equations: Approxima-tion, Asymptotics and Computation, Isaac Newton Institute for Math-ematical Sciences, June 28 - July 2 2010.

Fast transport asymptotics for stochastic RDEs with bound-ary noise,

Workshop on Dynamics of Stochastic Systems and their Approxima-tion, Oberwolfach, August 21-26 2011.

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Approximation of quasi-potentials and exit problems formultidimensional RDEs with noise

AWM Anniversary Conference at Brown University, September 17-18,2011.

Approximation of exit times for multidimensional reaction-diffusion equations

Evolution Equations: Randomness and Asymptotics, October 10-14,2011, Bad Herrenalb.

Small mass asymptotics for a charged particle in a mag-netic eld and long-time inuence of small perturbations

Workshop on Stochastic Analysis and Stochastic Partial DifferentialEquations, April 2-6, 2012, Banff International Research Station.

On the averaging principle for systems of stochastic par-tial differential equations

South Eastern Probability Seminar, May 14-15, 2012, Duke University,Duhram.

Kolmogorov equations in the Banach space of continuousfunctions

Conference on Stochastic Analysis and Applications, June 4-8, 2012,EPFL, Lausanne.

Invited talks

Semigruppi debolmente continui e loro applicazioni alleequazioni differenziali stocastiche (Weakly continuous semi-groups and their applications to stochastic differential equations),

Politecnico of Torino, May 1994.

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Asymptotic behavior for a class of SDE’s with drift termhaving polynomial growth,

University of Trento, October 1995.

Schauder Estimates and asymptotic behaviour for ellipticoperator with unbounded coefficients,

University of Parma, June 1996.

Elliptic equations with unbounded coefficients,

University of Southern California (Los Angeles), Center for AppliedMathematical Sciences, September 1997.

Generation of analytic semigroups by degenerate ellipticoperators,

University of Paris 13, March 1999.

Infinite dimensional Hamilton-Jacobi equations with nonLipschitz coefficients,

University of Paris 9, May 1999.

Hamilton-Jacobi equations with polynomial nonlinearitiesand applications to stochastic control,

University of Delft, May 1999.

Equazioni di Hamilton-Jacobi in spazi di Hilbert,

University of Roma Tor Vergata, December 1999.

Degenerate elliptic operators arising from the Fleming-Viot processes,

University of Bonn, March 2000.

On a class of degenerate elliptic operators arising fromthe Fleming-Viot processes,

University of Delft, April 2000.

Equazioni paraboliche con coefficienti non limitati (Parabolicequations with unbounded coefficients),

University of Trento, June 2000.

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Problemi di controllo ottimo a frontiera infinita per sis-temi di reazione-diffusione stocastici (Infinite horizon optimalcontrol problems for stochastic reaction-diffusion systems),

University of Trento, March 2001.

Finite horizon control problems for a class of stochasticGinzburg-Landau systems,

University of Geneva, April 2001.

Infinite horizon control problems for stochastic Ginzburg-Landau systems,

University of Delft, May 2001.

Large deviations estimates for stochastic Ginzburg-Landausystems with multiplicative noise,

University of Delft, November 2001.

On the Smolukowski-Kramers approximation for a class ofSPDE’s,

Ecole Polytechnique Federale de Lausanne, March 2005.

On the averaging principle for some SPDE’s

Mathematics Institute, University of Warwick, February 2007.

On some asymptotic problems for SPDE’s

Center for Dynamics and Geometry, Department of Mathematics, PennState University, February 2008.

On some asymptotic problems for SPDE’s

Department of Mathematics, University of Maryland at College Park,February 2008.

A Khasminskii type averging result for SPDE’s

Department of Mathematics, University of Maryland at College Park,September 2008.

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On the averaging principle for stochastic partial differ-ential equations

Department of Applied Mathematics, Brown University, March 2009.

Approximation of exit times for multidimensional reaction-diffusion equations

Department of Mathematics, University of Chicago, January 2012.

Asymptotic results for stochastic RDEs with boundarynoise and fast transport term,

Department of Mathematics, University of Rochester, January 2012.

On the averaging principle for stochastic PDEs,

Department of Mathematics, University of Pisa, July 2012.

Research periods abroad

Center for Applied Mathematical Sciences, University of South-ern California (Los Angeles), September 1997. Invited by Prof. B.Rozovsky.

Laboratoire Analyse, Geometrie et Applications, Universityof Paris 13, March 1999. Invited by Prof. F. Russo.

Centre de Recherche de Mathematiques de la Decision(Ceremade), University of Paris 9, April-May 1999.

Department of Applied Mathematics, Delft University of Tech-nology, May 1999, April 2000, May 2001, November 2001, September2004. Invited by Prof. Ph. Clement.

Fakultat fur Mathematik, Universita di Bielefeld, March 2000.Invited by Prof. M. Roeckner.

Mathematics Research Centre, University of Warwick, July-August2001. Invited by Prof. D.K. Elworthy during the Warwick Sumposiumon Stochastic Differential Equations and Related Topics, October 2000-August 2001.

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Institut Mittag-Leffler, Djursholm Sweden, September 2007. In-vited by Professors Oksendal, Sanz-Sole and Roeckner in the semesteron Stochastic Partial Differential Equations.

Isaac Newton Institute for Mathematical Sciences, Cam-bridge United Kingdom, June-July 2010. Invited by Professors Brzez-niak, Hairer and Roeckner in the semester on Stochastic Partial Dif-ferential Equations.

Centre Interfacultaire Bernoulli, Ecole Polytechnique Federalede Lausanne, June 2012. Invited by Professors Dalang, Dozzi, Flandoliand Russo in the semester on Stochastic Analysis and Applications.

Referee activity

I am associate editor of the Journal of Theoretical Probability and of PotentialTheory.

Moreover, I have been referee of research articles for the following journals:

Annales de l’Institut Henri Poincare,Annals of Probability,Applied Mathematics and Optimization,Bulletin of the Australian Mathematical Society,Communications in Mathematical Physics,Discrete and Continuous Dynamical Systems,Electronic Communications in Probability,Electronic Journal of Probability,Journal of Differential and Integral Equations,Journal of Evolution Equations,Journal of Mathematical Physics,Journal of Nonlinear Analysis,Journal of Theoretical Probability,Potential Theory,Probability Theory and Related Fields,SIAM Journal of Mathematical Analysis,Stochastic and Dynamics,Stochastic Processes and their Applications.

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Teaching activity

Academic Year 2011-2012

1. Stat 400, Applied Probability and Statistics, UMD,

2. Stat 600, Probability Theory I, UMD.

3. Stat 601, Probability Theory II, UMD.

4. RIT on Applied PDEs, Team Director, Fall 2011 and Spring2012.



2. Stat 410, Introduction to Probability Theory, UMD,

3. Stat 601, Probability Theory, UMD.


5. RIT on Stochastic Dynamics: Models, Analysis andNumerics, Team Director, Spring 2011.



2. Stat 410, Introduction to Probability Theory, UMD,

3. Math 462, PDE’s for scientists and engineers, UMD.



1. Math 462, PDE’s for scientists and engineers, UMD.



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1. Probabilistic Methods for Finance, University of Florence,Faculty of Economics (MSc course),

2. Stochastic Processes, University of Florence, Faculty of Eco-nomics (MSc course),

3. Basic Calculus , University of Florence, Faculty of Economics(BSc course).




3. Basic Calculus , University of Florence, Faculty of Economics(BSc course).


On maternity leave.



2. Advanced Probability, University of Florence, Faculty of Sci-ence (MSc course),

3. An introduction to stochastic partial differential equa-tions of reaction-diffusion type, Delft University of Tech-nology (PhD course).


1. Introduction to Probability, University of Florence, Fac-ulty of Economics (BSc course),

2. Introduction to Probability, University of Florence, Fac-ulty of Science (BSc course).


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2. Advanced Probability, University of Florence, Faculty of Sci-ence (MSc course).


1. Introduction to Probability, University of Florence, Fac-ulty of Economics (BSc course),



1. Tutorials of Analysis I, University of Florence, Faculty of Eco-nomics (BSc course),




1. Tutorials of Analysis II, University of Florence, Faculty of Eco-nomics (BSc course),

2. Tutorials of Basic Calculus, University of Florence, Faculty ofEconomics (BSc course),

3. Introduction to Stochastic Partial differential equa-tions and applications, University of Florence, Faculty of Eco-nomics (PhD course),

4. Smoothing properties of transition semigroups, Fakultatfur Mathematik of the University of Bielefeld, (PhD course).



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2. Tutorials of Basic Calculus, University of Florence, Faculty ofEconomics (BSc course).










Mentoring

Present students

1. Jongjun Lee, 3rd year PhD student of the Stat Program, Department ofMathematics, University of Maryland.

2. Michael Salins, 2nd year PhD Student of the Mathematics Program, Depart-ment of Mathematics, University of Maryland.

Past students

1. Katharine Hamilton, Clark School of Engineering and College of Computer,Mathematical and Physical Sciences Louis Stokes Alliance for Minority Par-ticipation (LSAMP) Undergraduate Research Program, 2009.

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2. Matteo Del Vigna, Perturbazioni singolari di sistemi dinamici sto-castici (On singular perturbations for stochastic dynamical systems), MScThesis 2008.

3. Marco Camagni, Proprieta ergodiche di sistemi dinamici stocastici(Ergodic properties of stochastic dynamical systems), MSc Thesis 2005.

4. Laura Donnini, Principio delle grandi deviazioni per misure gaus-siane in spazi di Hilbert e per il moto Browniano (Large deviationprinciple for Gaussian measures in Hilbert spaces and for Brownian motion),MSc Thesis 2004.

5. Giulia Carreras, Equazioni differenziali stocastiche con coeffici-enti non lipschitziani. Esistenza e unicita di soluzioni e lorocomportamento asintotico (Stochastic differential equations with non-Lipschitz coefficients. Existence, uniqueness and asymptotic behavior), MScThesis 2003.

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