Associate Professor in Probability and Mathematical Statistics (MAT/06)
Department of Statistical Sciences"Sapienza" University of Rome
P.le Aldo Moro, 5 - 00185, Rome, Italy
E-mail address: alessandro.degregorio "AT" uniroma1.it
Stochastic Processes: random evolutions, transport processes, random flights. Limit theorems. Connections between probability theory and nonlinear diffusion equations. Hyperbolic Brownian motions and random walks in hyperbolic manifolds. Stochastic analysis.
Mathematical Statistics: statistical inference for stochastic differential equations: parametric estimation problems, parametric hypotheses tests, penalized estimators.