The Probability and Statistic group mainly deal with:
- Convergence of probability measures (stable convergence, empirical processes, exchangeability, Skorohod representation theorem);
- Stochastic differential equations (Stochastic equations with Brownian noise, Stochastic equations with jumps and Levy noise, stochastic fluid dynamics, infinite dimensional stochastic analysis, probabilistic and analytical methods for the study of Kolmogorov type equations);
- Quantum probability (quantum Markov semigroups, asymptotic and spectral properties, decoherence);
- Bayesian statistics (proposal of new initial distributions: theoretical and computational analysis, Bayesian analysis of time series in economics).