Francesco Caravenna
Professor of Mathematics (Probability and Statistics)
Associate Editor of Annals of Applied Probability (since 2019)
Associate Editor of Annales de
l'Institut Henri Poincaré (since 2018)
Contacts
Department of Mathematics and Applications
University of MilanoBicocca
Via Cozzi 55, 20125 Milano, Italy
Office: 3016, U5 building (3^{rd} floor)
Phone: +39 02 6448 5752^{ }
Email: francesco.caravenna at unimib.it
Research Interests
Probability Theory and its applications, in particular:
 Statistical Mechanics (disordered systems, random polymers)
 Random Walks (asymptotic properties, renewal theory, fluctuation theory)
 Mathematical Finance (stochastic volatility models, implied volatility)
See my publications page (with papers, preprints and slides)
Teaching
See my teaching page (mainly in Italian )
Some teachingrelated stuff that I wrote:
 A probability textbook (in Italian, together with Paolo Dai Pra)

Dispense su
Moto Browniano
e Analisi Stocastica (lecture notes in Italian)
[version 3.3; last modified: 9 Jun 2011]  ABRACADABRA and Enterprise (solutions of exercises E10.6 and E10.10 from the book "Probability with Martingales" by D. Williams)
Organization
 Workshop on Selfinteracting random walks, Polymers and Folding, CIRM, Marseille (F), 913 September 2019
 Third Workshop on Large Scale Random Structures, MilanoBicocca University, 1011 July 2019
 XVIII Workshop on Quantitative Finance, MilanoBicocca University, 2527 January 2017
 Winter School on Recent Breakthroughs in Singular Stochastic PDEs, MilanoBicocca University, 26 February 2015
Links
 Large Scale Random Structures, National Research Group (PRIN 2015)
 National Probability and Statistical Physics seminar (in Florence)
 Joint PhD program in Mathematics (Pavia  Milano Bicocca  INdAM)
 Some computer programs linked to my research