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)


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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