Research Groups

MODELLI STOCASTICI CLASSICI E QUANTISTICI
ACTIVITY DESCRIPTION

The "Classical and Quantum Stochastic Models" group works on the development and mathematical study of models based on classical and quantum probability, integrating various probabilistic, statistical and analytical skills. The models studied are useful for describing and understanding various random phenomena in physics, biology, finance, economics and social sciences. In detail, the main skills and interests of the group are:

Classical stochastic models

  • Optimal control in finite and infinite dimensions of Markov and non-Markov, diffusion and pure jump processes; linear and quadratic control, retrograde stochastic equations. Applications to financial modeling.  Satellite site https://www.mate.polimi.it/control/ contact person: Fulvia Confortola
  • Construction, theoretical analysis and asymptotic study of stochastic processes for complex systems: Markov processes, spatial models and point processes, random graphs, systems of interacting particles, branching processes.
  • Bayesian inference for complex systems (described above).
  • Study of stochastic models of information/epidemic diffusion, contagion processes.
  • Stochastic nonlinear partial differential equations, regularization for noise and applications to physical models.

Quantum stochastic models

  • Development of the theory and applications of dynamics for quantum open systems, general theory of quantum Markov semigroups and their GKLS generators.
  • Stochastic Schrödinger equations and quantum stochastic differential equations.
  • Development of entropic techniques for the analysis of information and uncertainty in quantum systems, with applications to the emerging field of quantum technologies.

Sito satellite: https://www.mate.polimi.it/qp/
referente: Ameur Dhahri

COMPONENTS OF THE GROUP
Today's events
  • jun 30 mon 2025

    jul 04 fri 2025

    WorkShop
    Differential geometry @ l'aquila 2025
    06/30/2025 - 07/04/2025
    logo matematica
    • WORKSHOP
    • organizers
      Lucio Bedulli, Luciano Mari, Giuseppe Pipoli, Mario Santilli, Alberto Roncoroni, Luigi Vezzoni
    • The aim of the workshop is to focus on different recent advances in differential geometry and its applications, with particular emphasis on riemannian, metric and global differential geometry, theory of submanifolds and geometric flows.
    • Monday, 30 June 2025 - Friday, 4 July 2025
      Università degli Studi dell'Aquila
    Politecnico di Milano, Dipartimento di Matematica ed. 14 "Nave", Piazza Leonardo da Vinci, 32, 20133 Milano, Telefono: +39 0223994505 - Fax: +39 0223994568