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. Accepted for publication in Stoch. Processes Appl. 2011. arXiv:1012.0503v2
  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
  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

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

Forthcoming 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
Stochastic Analysis and Applications, Bernoulli Center, EPFL, Switzerland, january - june 2012

Recent teaching

Introduction to stochastic partial differential equations. Workshop on Stochastic Analysis and Applications to Finance, Marrakech, may 31 - june 4 2010
Rercherche opérationnelle. Cours et TD. Licence Miage, Université Nancy 2.
Méthodes non-linéaires et probabilistes de rercherche opérationnelle. Cours et TD. Master Miage, Université Nancy 2.
Statistiques appliquées et analyse des données. Cours et TD. Master Miage, Université Nancy 2.
Data analysis, ICN, Université Nancy 2.
Mathématiques financières. M2 ACSI, Université Nancy 2.