Research Interests - Laura Sacerdote

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.
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