معرفی
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).
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