Francesco Caravenna

Professor of Mathematics (Probability and Statistics)

Associate Editor of Annals of Applied Probability (2019 - )
Associate Editor of Annales de l'Institut Henri Poincaré (2018 - )


Department of Mathematics and Applications
University of Milano-Bicocca
Via Cozzi 55, 20125 Milano, Italy

Office: 3016, U5 building (3rd floor)
Phone: +39 02 6448 5752 
E-mail: francesco.caravenna at

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)


See my teaching page (mainly in Italian Italian Flag)

Some teaching-related stuff that I wrote:



A photo of me - by Noemi Kurt
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