Cosso Andrea
Full professor
Scientific-Disciplinary Sector
MATH-03/B - Probability and Mathematical Statistics
Scientific-Disciplinary Group/Competition Sector
01/MATH-03 - ANALISI MATEMATICA, PROBABILITA' E STATISTICA MATEMATICA
Research fields and competencies
Contacts
Workplace
University email address
Office hours
Upon appointment by email
Reception office
Department of Mathematics, via Saldini 50, office 1027 or on Microsoft Teams
Teaching - Programme courses
Bachelors and masters
A.Y. 2025/2026
A.Y. 2024/2025
A.Y. 2022/2023
A.Y. 2021/2022
Postgraduate programmes
A.Y. 2022/2023
Doctoral programme (PhD)
Postgraduate Schools - Medicine, Healthcare, Dental Medicine
- Calcolo delle probabilita' (Postgraduate School of Medical Statistics and Biometry Reserved for Non-Doctors)
- Calcolo delle probabilita' (Postgraduate School of Medical Statistics and Biometry)
Research
Publications
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MASTER BELLMAN EQUATION IN THE WASSERSTEIN SPACE: UNIQUENESS OF VISCOSITY SOLUTIONS / A. Cosso, F. Gozzi, I. Kharroubi, H. Pham, M. Rosestolato. - In: TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY. - ISSN 0002-9947. - 377:1(2024 Jan), pp. 31-83. [10.1090/tran/8986]
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A Tikhonov Theorem for McKean–Vlasov Two-Scale Systems and a New Application to Mean Field Optimal Control Problems / M. Burzoni, A. Cecchin, A. Cosso. - In: SIAM JOURNAL ON CONTROL AND OPTIMIZATION. - ISSN 0363-0129. - 62:5(2024), pp. 2475-2505. [10.1137/22M1543070]
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OPTIMAL CONTROL OF PATH-DEPENDENT MCKEAN–VLASOV SDES IN INFINITE-DIMENSION / A. Cosso, F. Gozzi, I. Kharroubi, H. Pham, M. Rosestolato. - In: THE ANNALS OF APPLIED PROBABILITY. - ISSN 1050-5164. - 33:4(2023), pp. 2863-2918. [10.1214/22-AAP1880]
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On smooth approximations in the Wasserstein space / A. Cosso, M. Martini. - In: ELECTRONIC COMMUNICATIONS IN PROBABILITY. - ISSN 1083-589X. - 28:(2023), pp. 30.1-30.12. [10.1214/23-ecp538]
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Equilibrium price in intraday electricity markets / R. Aïd, A. Cosso, H. Pham. - In: MATHEMATICAL FINANCE. - ISSN 0960-1627. - 32:2(2022 Apr), pp. 517-554. [10.1111/mafi.12340]