Luca Maria Giordano

at UAB
Research area: Probability / Statistics

PhD Advisors: Lluís Quer-Sardanyons, Daniela Morale


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.



Selected publications