Ugolini Stefania

Research Fellow
SSD
MAT/06 - PROBABILITY AND STATISTICS
Competition sector
01/A3 - MATHEMATICAL ANALYSIS, PROBABILITY AND STATISTICS

Contacts

Workplace

Via Saldini, 50
20133 MILANO (MI)

Office phone number
02503 16133
University email address
Office hours
Please write an email
Office
Room of the teacher or online room
Research

Publications

Publications
  • Random transformations and invariance of semimartingales on Lie groups / S. Albeverio, F.C. De Vecchi, P. Morando, S. Ugolini. - In: RANDOM OPERATORS AND STOCHASTIC EQUATIONS. - ISSN 0926-6364. - (2021). [Epub ahead of print]
  • A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion / F.C. De Vecchi, L.M. Giordano, D. Morale, S. Ugolini. - In: STOCHASTIC ANALYSIS AND APPLICATIONS. - ISSN 0736-2994. - (2020 Oct 15). [Epub ahead of print]
  • Symmetries of stochastic differential equations using Girsanov transformations / F.C. De Vecchi, P. Morando, S. Ugolini. - In: JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL. - ISSN 1751-8113. - 53:13(2020 Apr 03).
  • Weak symmetries of stochastic differential equations driven by semimartingales with jumps / S. Albeverio, F.C. De Vecchi, P. Morando, S. Ugolini. - In: ELECTRONIC JOURNAL OF PROBABILITY. - ISSN 1083-6489. - 25(2020), pp. 44.1-44.34.
  • A symmetry-adapted numerical scheme for SDEs / F.C. De Vecchi, A. Romano, S. Ugolini. - In: JOURNAL OF GEOMETRIC MECHANICS. - ISSN 1941-4889. - 11:3(2019 Sep), pp. 325-359.