| Topic | People | Description |
|---|---|---|
| MSC 60G20 - Generalized stochastic processes |
Sara Svaluto Ferro
|
The field of Generalized stochastic processes extends classical stochastic process theory to include distributional objects which cannot be described as classical functions but only in a weak sense. These processes are defined as random distributions and generalize concepts such as Brownian motion and Lévy processes allowing the treatment of phenomena with singularities or extreme irregularities. Generalized stochastic processes have applications in theoretical physics (quantum fields) mathematical finance (volatility models with singular noise) signal processing and diffusion models in functional spaces. |
| MSC 60G40 - Stopping times; optimal stopping problems; gambling theory |
Andrea Mazzon
|
Modelling of stopping times and optimal stopping problems in stochastic processes, focusing on decision-making under uncertainty in dynamic systems; analysis of timing strategies, reward optimization, and risk evaluation; application of gambling theory and martingale methods to study temporal variations and optimal stopping rules. |
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