CARAVENNA FRANCESCO

Ruolo: 
Professore ordinario
Settore scientifico disciplinare: 
PROBABILITA' E STATISTICA MATEMATICA (MAT/06)
Telefono: 
0264485752
Stanza: 
U05, Piano: P03, Stanza: 3016
Via Roberto Cozzi, 55 - 20125 MILANO

Pubblicazioni

  • Caravenna, F., & Doney, R. (2019). Local large deviations and the strong renewal theorem. ELECTRONIC JOURNAL OF PROBABILITY, 24(0), 1-48. Dettaglio
  • Caravenna, F., Garavaglia, A., & van der Hofstad, R. (2019). Diameter in ultra-small scale-free random graphs. RANDOM STRUCTURES & ALGORITHMS, 54(3), 444-498. Dettaglio
  • Caravenna, F., Sun, R., & Zygouras, N. (2019). The dickman subordinator, renewal theorems, and disordered systems. ELECTRONIC JOURNAL OF PROBABILITY, 24, 1-40. Dettaglio
  • Caravenna, F., Sun, R., & Zygouras, N. (2019). On the Moments of the (2 + 1) -Dimensional Directed Polymer and Stochastic Heat Equation in the Critical Window. COMMUNICATIONS IN MATHEMATICAL PHYSICS, 372(2), 385-440. Dettaglio
  • Caravenna, F., & Corbetta, J. (2018). The asymptotic smile of a multiscaling stochastic volatility model. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 128(3), 1034-1071. Dettaglio