Homepage of
Marco E. DOZZI
Professor of Mathematics at the
University Nancy 2
Professional adresses :
- Institut Elie Cartan, Université Henri Poincaré Nancy 1,
B.P. 239, F-54506 Vandoeuvre-lès-Nancy Cedex
phone : +33 (0)3 83 684 519 , fax : +33 (0)3 83 684 534
e-mail : dozzi@iecn.u-nancy.fr
- UFR Mathématiques et Informatique, Université Nancy 2,
13 rue Michel Ney, C.O. No.75, F-54037 Nancy Cedex
phone : +33 (0)3 54 503 523 , fax : +33 (0)3 83 396 439
e-mail : Marco.Dozzi@univ-nancy2.fr
Recent research
- Multifractional processes
M. Dozzi, G. Shevchenko. Real harmonisable multifractional stable
process and its local properties. Stochastic Processes and Applications
121 (2011), 1509-1523
B. Boufoussi, M. Dozzi, R. Marty. Local time and Tanaka formula for a
Volterra type multifractional Brownian motion. Bernoulli 16(4) 2010,
1294-1311
B. Boufoussi, M. Dozzi, R. Guerbaz. Path properties of a class of
locally asymptotically self similar processes. Electr. J. of
Probability 13(2008), 898-921
B. Boufoussi, M. Dozzi, R. Guerbaz. Sample path properties of the local
time of multifractional Brownian motion. Bernoulli 13(2007), 849-867
B. Boufoussi, M. Dozzi, R. Guerbaz. On the local time of
multifractional Brownian motion. Stochastics 78(2006), 33-49
B.Boufoussi, M.Dozzi, E.Lakhel. A Kolmogorov and tightness criterion in
modular Besov spaces, and an application to a class of Gaussian
processes. Stoch. Analysis Appl. 23(2005), 665-685
- Multiparameter stochastic processes
B.Boufoussi, M.Dozzi. On the local time of multiparameter symmetric
stable processes. Regularity and limit theorems in Besov spaces.
Probability and Mathematical Statistics, 23 (2003), 369-387.
- Stochastic partial differential equations
M.Dozzi, E.T.Kolkovska, J.A. Lopez-Mimbela. Exponetnial functionals of
Brownian motion and explosion times of a system of semilinear
equations. Preprint 2012
L. Debbi, M. Dozzi. On a space discretization scheme for the fractional
stochastic heat equations. arXiv:1102.4689v1
M. Dozzi, J. A. Lopez-Mimbela. Finite time blowup and existence of
global positive solutions of a semi-linear SPDE. Stoch. Proc. Appl. 120
(2010), 767-776
L.Debbi, M.Dozzi. On the solutions of non linear stochastic fractional
partial differential equations in one spatial dimension. Stoch.
Processes Appl. 115(2005), 1764-1781
Monograph and parts of books
M. Dozzi. Stochastic processes with a multidimensional parameter.
Pitman Research Notes in Mathematics Series 194, Longman 1989
M. Dozzi. Two-parameter stochastic processes. In : M. Dozzi, H. J.
Engelbert, D. Nualart. Stochastic processes and relateted topics.
Mathematical Research 61, Akademie Verlag Berlin 1991, 17-43
M. Dozzi. Occupation density and sample path properties of N-parameter
processes. In : V. Capasso, E. Merzbach, B.G. Ivanoff, M.Dozzi, R.C.
Dalang, T.S Mountford. Topics in spatial stochastic processes. Lecture
Notes in Mathematics 1802 (2003), 127-166
Ascona
Proceedings
R.Dalang, M.Dozzi, F.Russo (Editors). Stochastic analysis, random
fields and applications VI. Progress in Probability 63, Birkhäuser
Verlag 2011
R.Dalang, M.Dozzi, F.Russo (Editors). Stochastic analysis, random
fields and applications V. Progress in Probability 59, Birkhäuser
Verlag 2008
R.Dalang, M.Dozzi, F.Russo (Editors). Stochastic analysis, random
fields and applications IV. Progress in Probability 58, Birkhäuser
Verlag 2004
R.Dalang, M.Dozzi, F.Russo (Editors). Stochastic analysis, random
fields and applications III. Progress in Probability 52, Birkhäuser
Verlag 2002
R.Dalang, M.Dozzi, F.Russo (Editors). Stochastic analysis, random
fields and applications. Progress in Probability 45, Birkhäuser Verlag
1999
E.Bolthausen, M.Dozzi, F.Russo (Editors). Stochastic analysis, random
fields and applications. Progress in Probability 36, Birkhäuser Verlag
1995
Contents
of the Ascona proceedings.
Current
research contracts
Blowup of parabolic stochastic partial
differential
equations. Grant agreement CNRS/CONACYT, since 2010
Mulitfractionality. International Research Staff Exchange (IRSES FP 7)
2009-2011. Grant Agreement N. 230804. Bar Ilan (E. Merzbach) - Cardiff
(N. Leonenko) - Kiew (Y. Mishura) - Nancy (M. Dozzi)
Approximation of stochastic partial differential equations driven by
differential operators of fractional order. Grant agreement CNRS 21378.
2008 - 2010. Nancy - Sétif
Processus stochastiques avec mémoire. Grant agreement Lorraine
University - University Cadi Ayyad at Marrakech, 2010
Recent
events
Atelier sur les
processus multifractionnaires/ Workshop Multifractionality. IECN,
Université Henri Poincaré Nancy1, october 21 2010, 2 - 5.30 p.m. Talks
by Y. Mishura , L. Sakhno, G.
Shevchenko, K. Ralchenko
7th Seminar on Stochastic Analysis, Random Fields and Applications,
Centro Stefano Franscini, Ascona, Switzerland, may 23 - 27 2011.
Proceedings to appear.
Stochastic Analysis and Applications, Bernoulli Center, EPFL,
Switzerland, january - june 2012
Atelier sur les
processus fractionnaires. IECN, Université Henri Poincaré Nancy1, may 22 2012, 2 - 6.20 p.m.