Luca Maria Giordano
I was born in Varese, Italy in 1991.
In 2013 I completed my Bachelor's degree at the Università degli Studi di Milano in Mathematics.
In 2016 I graduated with a Master's degree in Mathematics from the same institution, with a thesis on "Stochastic calculus with respect to the fractional Brownian motion. An application to an Electricity spot market", completed during a research stay in Lappeenranta, Finland, under the supervision of Daniela Morale and Matylda Jablonska.
In September 2016 I started my PhD program in co-supervision between the Università degli Studi di Milano and the Universitat Autònoma de Barcelona, supervised by Daniela Morale and Llúis Quer-Sardanyons.
My main research interests are:
- Stochastic partial differential equations and their properties, with a focus on fractional-type noises.
- Stochastic modelling of wholesale electricity prices, using stochastic differential equations.