Ergodicity of a system of interacting random walks with asymmetric interaction
L. Andreis (Università di Padova)

Regress Later Monte Carlo for Controlled Markov Processes
A. Balata
(University of Leeds), Jan Palczewski (University of Leeds)

Existence and uniqueness for BSDEs driven by a general random measure, possibly non quasi-left-continuous
E. Bandini
(LUISS, Roma)

Filtering and control of time-homogeneous pure jump Markov processes with noise-free observation
A. Calvia (Universita degli Studi di Milano-Bicocca)

Martingale representations in progressive enlargement by the reference filtration of a semi-martingale
A. Calzolari 
(University of Rome Tor Vergata), B. Torti (University of Rome Tor Vergata)

Probabilistic approach to finite state space mean field games
A. Cecchin (Università di Padova), M. Fisher  (Università di Padova)

A second order ODE in Wasserstein space for the Schrodinger bridge
G. Conforti (Université de Lille 1)

Skew diffusions across Koch interfaces
R. Capitanelli (Università La Sapienza  Roma), M. D’Ovidio (Università La Sapienza  Roma)

Optimal stopping and Skorokhod embedding

T. De Angelis (University of Leeds)

Systems of reinforced stochastic processes with a network-based interaction
G. Aletti (Università degli Studi di Milano), I. Crimaldi (IMT School for Advanced Studies, Lucca), A. Ghiglietti (Università degli Studi di Milano)

Test statistics for stochastic differential equations sampled at discrete times

A. De Gregorio (Università La Sapienza  Roma)

Reconstruction trees
E. Cecini (Universita di Genova), E. De Vito (Universita di Genova), E. Rosasco (Universita di Genova)

On the reference frame invariance of stimulus-specific information measures
G. D'Onofrio (Academy of Sciences of the Czech Republic), L. Kostal  Academy of Sciences of the Czech Republic)

Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula
S. Federico (Università di Siena), F. Gozzi (LUISS, Roma)

Reflected BSDE driven by marked point process and optimal stopping
N. Foresta (Politecnico di Milano)

FBSDEs with distributional coefficients
E. Issoglio (University of Leeds), S. Jing (Central University of Finance and Economics Beijing)

Prohorov-type local limit theorems on Gaussian spaces
A. Lanconelli (Università di Bari)

A study of inactivity times of coherent systems with dependent components
M. Longobardi (Universita di Napoli Federico II)

Central limit theorem on M2 with the Jordan-Wigner embedding
Y.G. Lu (Universita degli studi di Bari)

A compound Poisson approximation to estimate the Lévy density
E. Mariucci
(Humboldt Universitat zu Berlin), C. Duval (Université Rene Descartes - Paris 5)

A continuous-time random walk on a star graph and its diffusion approximation

A. Di Crescenzo (Universita degli Studi di Salerno), B. Martinucci (Universita degli Studi di Salerno), A. Rhandi (Universita degli Studi di Salerno)

High order heat-type equations and random walks on the complex plane
S. Mazzucchi (Università di Trento)

A new approach to CIR Short-Term Interest Rates Modeling
G. Orlando (Università degli Studi di Bari), R.M. Mininni (Università degli Studi di Bari), M. Bufalo (Università La Sapienza  Roma)

Additive energy forward curves under the Heath-Jarrow-Morton framework
F. Espen Benth (University of Oslo), M. Piccirilli (Università di Padova), T. Vargiolu (Università di Padova)

On a Class of Gauss-Markov processes for neuronal models with jumps

E. Pirozzi (Università di Napoli FEDERICO II)

Non-homogeneous subordinators and their connection with semi-Markov processes
C. Ricciuti (Università La Sapienza  Roma)

Compounds of conditionals and iterated conditioning under coherence
G. Sanfilippo (Università di Palermo)

Optimal Investment in Markets with Over and Under-Reaction to Information
G. Callegaro (Università di Padova), M. Gaigi (Universite de Tunis El Manar), S. Scotti (Universite Paris Diderot), C. Sgarra (Politecnico di Milano)

Multivariate marked Poisson processes and market related multidimensional information flows
P. Jevtic (McMaster University), M. Marena (Università di Torino), P. Semeraro (Politecnico di Torino)

Semi-Markov processes and their Kolmogorov’s equations
B. Toaldo (Università degli Studi di Napoli Federico II)

Martingale representations in markets driven by processes sharing accessible jump times
A. Calzolari  (University of Rome Tor Vergata), B. Torti (University of Rome Tor Vergata)

Collective periodic behavior in spin-flip models with dissipation
D. Tovazzi  (Università di Padova)

A PDE approach to a 2-dimensional matching problem
D. Trevisan (Università di Pisa)

Entropy chaos and Bose-Einstein Condensation
S. Ugolini (Università di Milano)

 Verification theorem for stochastic impulse non-zero sum games and applications
R. Aid (University of Paris Dauphine), M. Basei (university of Paris Diderot), G. Callegaro (Università di Padova),
L. Campi (London School of Economics), T. Vargiolu (Università di Padova)

Stochastic modeling and control of energy networks under uncertainty
 A. Zocca (CWI, Amsterdam)


Some remarks on the Joint Distribution of First-passage Time and First-passage Area of Drifted Brownian Motion
M. Abundo (Università Tor Vergata Roma), D. Del Vescovo (Università Tor Vergata Roma)

Strong approximations for reaction models and density dependent families of Markov Chains in bounded domains
E. Bibbona (Politecnico di Torino), R. Sirovich (Università di Torino)

Asymptotics of the Empirical Identity Process and its integral
E. Bibbona (Politecnico di Torino), M. Gasparini (Politecnico di Torino), G. Pistone (Collegio Carlo Alberto)

Some Properties of Cumulative Tsallis Entropy
J. Ahmadi (Ferdowsi University of Mashhad), C. Calì (Università di Napoli Federico II), M. Longobardi (Università di Napoli Federico II)

Invariance properties of SDEs with application to stochastic calculus

F. C. De Vecchi (Università degli Studi di Milano)

A symbolic approach to multivariate polynomial Lévy processes
E. Di Nardo (Università di Torino)

Two-boundary first exit time of Gauss-Markov processes: a biological model and asymptotics
G. D'Onofrio (Academy of Sciences of the Czech Republic), E. Pirozzi (Università di Napoli Federico II)

Quantization meets Fourier: a New Approach for Pricing with Stochastic Volatility
G. Callegaro (Università di Padova), L. Fiorin (Università di Padova) , M. Grasselli (Università di Padova)

Weighting approach for multiple mediators in survival analysis
M.T. Giraudo (Università di Torino), F. Fasanelli (Università di Torino), F. Ricceri (Università di Torino),
C. Sacerdote (Università di Torino), D. Zugna (Università di Torino)

Parametrix technique for SDE solutions and Markov Chains

A. Kozhina (HSE Moscow and Heidelberg University), A. Markova (HSE Moscow)

Properties for generalized cumulative measures of information
C. Calì (Università di Napoli Federico II), M. Longobardi (Università di Napoli Federico II), J. Navarro (Universidad de Murcia)

Asymptotic results for a multivariate version of the alternative fractional Poisson process
L. Beghin (Università La Sapienza  Roma), C. Macci (Università Tor Vergata Roma)

Fractional equilibrium distributions, fractional probabilistic Taylor’s and mean value theorems
A. Di Crescenzo (Università di Salerno), A. Meoli (Università di Salerno)

Epidemic on networks with stochastic infection rates
S. Ottaviano (Università di Trento)

Phase Transition for the Maki-Thompson Rumor Model on a Small-World Network
E. Agliari (Università La Sapienza  Roma), A. Pachon (Università di Torino), P. Rodriguez (University of Sao Paulo),
F.Tavani (Università La Sapienza  Roma)

Extensions of the Yule Model
P. Lansky (Masaryk University), F. Polito (Università di Torino), L. Sacerdote (Università di Torino)

SPADE: Spike Pattern Detection and Evaluation in Massively Parallel Spike Trains
P. Quaglio (Jülich Research Centre), Alper Yegenoglu, (Jülich Research Centre), E. Torre (ETH Zürich),
D. Endres (Philipps-University Marburg), S. Grün (Jülich Research Centre)

Exponential models by Orlicz spaces and Applications.
M. Santacroce (Politecnico di Torino), P. Siri (Politecnico di Torino),  B. Trivellato (Politecnico di Torino)

Pricing American options in Heston-type models.
G. Terenzi (Università La Sapienza  Roma)

A new firing paradigm for Integrate and Fire stochastic neuronal models: an excursion approach
L. Testa (Università di Torino), R. Sirovich (Università di Torino)

On some fractional stochastic differential equations and applications
E. Pirozzi (Università di Napoli Federico II),  B. Toaldo (Università di Napoli Federico II), G. Ascione (Università di Napoli Federico II)

Vine copula modeling of high-dimensional inputs in uncertainty quantification problems
E. Torre (ETH Zürich), S. Marelli (ETH Zürich), P. Embrechts (ETH Zürich), B. Sudret (ETH Zürich)

Polynomial representations of Bayesian network classifiers
G. Varando (Universidad Politécnica de Madrid)

Inverse first passage time problem for a diffusion process constrained by two boundaries
C. Zucca (Università di Torino)