Francesco RussoView profile
Professor
Francesco Russo is a Professor of Exceptional Class at ENSTA Paris under the Applied Mathematics Unit (UMA) . He has held academic positions at INRIA-Ecole des Ponts (2008-2010) and Paris 13 University (1994-2008) , where he led the Probability and Statistics Team and the Financial Engineering Option in the MACS course. His research spans Stochastic Analysis , Financial Mathematics , and Probabilistic Models in Mathematical Physics , with applications to energy systems, control theory, and nonlinear PDEs. He co-organizes international seminars and conferences, including the Seminar in Probability-Statistics-Control and the Day Around Stochastic PDEs . Research Themes : Stochastic calculus via regularization, path-dependent PDEs, BSDEs, non-semimartingale models, fractional Brownian motion, and McKean-Vlasov equations with irregular coefficients. Projects : Leads the SDAIM (2023-27) project funded by ANR (France) and FAPESP (Brazil). Coordinated the ANR MASTERIE (2011-2013) program. Teaching : Courses include Elementary Stochastic Calculus (ENSTA), Discrete Models in Finance (ENSTA), and Stochastic Calculus (Master Paris-Saclay). Collaborations : Organizes seminars with institutions such as Luiss University (Rome) and EPFL (Lausanne). Collaborates with Brazilian teams (UNICAMP) and French institutions (CMAP, CentraleSupélec).










