Research Interests - Laura Sacerdote

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Research topics

Probabilistic and Statistical topics of my past and recent researches are:

· Study of Stochastic Differential Equations eventually constrained by boundaries;

· Diffusion approximations of Multivariate Markov processes and of their first Passage times;

· Space time transformations between diffusion processes ;

· Development of statistical method to detect dependencies between point processes;

· Use of the copulas in networks modeling;

· Numerical methods for the solution of stochastic differential equations and of the study of their functional (survival times, first passage times,…);

· Direct and inverse first passage time (one-dimensional or two dimensional; single boundary or exit from a strip);

· Estimation problem for the parameters of diffusion processes constrained by boundaries;

· Branching processes, their continuous limits and their fractional extensions;

· Neuronal models and neural network models;

· Models for the atomic clock error

· Information measures and their estimators.