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Michele Ricciardi
Post-doc researcher
University of Pavia, Italy
Michele Ricciardi
Post-doc researcher
University of Pavia, Italy
CONTACTS:
e-mail:
michele.ricciardi@unipv.it
Hi! I am a post-doc researcher at University of Pavia in Mathematical Methods for Economics, Finance and Actuarial Science, since March 2026.
Previous positions:
Post-doc researcher in Mathematical Methods for Economics, Finance and Actuarial Science, LUISS University of Rome, Italy (from October 2023 to December 2025)
Post-doc researcher in Mathematical Analysis, KAUST University, Saudi Arabia (from March 2022 to September 2023)
Post-doc researcher in Mathematical Analysis, University of Verona, Italy (from September 2020 to August 2021)
Research interest:
Mean Field Games
Elliptic and parabolic PDEs: classical, weak and viscosity solutions.
Calculus of variations
Optimal control
The Master Equation in Mean Field Games theory
Stochastic differential equations (SDE)
Hamilton-Jacobi equation, Fokker-Planck equation
PDE in infinite dimensional Hilbert spaces
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