Enseignement

Année 2008/2009

Année 2009/2010

Coresponsable avec Imen Ben Tahar du Master 1 de Mathematiques de la Modelisation et la Decision (MMD)

Research interests

stochastic analysis, statistical mechanics

Grants

ANR ECRU - Explorations on rough paths. Projet Blanc 2009-2012. Principal coordinator. (link)

ANR MAGIX - Mathematiques, Algebre, Geometrie Exactes. Projet JC 2009-2012. Member.

Recent and forthcoming talks

January 2008. "Trajectoires rugueuses et EDP(S)", Rouen.

April 2008. Seminaire "Calcul Moulien et Algebres de Hopf", Paris.

May 2008. "Stochastic transport equation and non-lipshitz SDEs", Seminaire CMAP-CMLS, Ecole Polytechnique, Palaiseau.

June 2008. "Sur l'équation du transport stochastique et les EDS avec dérive irrégulière", Seminaire de Mathématiques Appliquées, College de France.

July 2008. Minisymposium on Rough Path Theory, European Congress of Mathematics.

November 24th, 2008. Seminaire de Analyse Harmonique, Orsay.

December 16th, 2008. Seminaire de Probabilités, Chevaleret.

January 12nd, 2009. Minicourse on rough paths, CMLS, Ecole Polytechnique, Palaiseau.

Preprints

Non-linear rough heat equations with A. Deya and S. Tindel (2009) (arXiv)

Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift with F. Flandoli and E. Priola (2009) (arXiv)

Abstract integration, Combinatorics of Trees and Differential Equations (2008) (arXiv) (to be published in the Proceedings of the Conference on Combinatorics and Physics, 2007. MPI Bonn)

Large scale behavior of semiflexible heteropolymers with F. Caravenna and G. Giacomin (2008) (arXiv) (accepted by Ann. I. H. P. (PS))

Rough solutions of the periodic Korteweg-de Vries equation (2006) (arXiv)

Slides

Some infinite dimensional rough paths from a talk given at the Minisimposium on Rough Path Theory, 5th European Congress of Mathematics, Amsterdam, July 2008. (PDF)

Stochastic transport equation and non-lipshitz SDEs from a talk given at the seminar on Random Problems in PDEs and large systems, CMAP-CMLS, Ecole Polytechnique, Palaiseau. (PDF)

Trees, rough integrals and differential equations from a talk given at the Conference on Combinatorics and Physics, March 19-23, 2007. Max-Plack Institure for Mathematics, Bonn. (PDF)

Explorations on rough paths from a talk given at the Fifth Seminar on Stochastic Analysis, Random Fields and Applications, Ascona (Switzerland), May 30 - June 3, 2005. (PDF)

Rough evolution equations from a talk given at the Mathematical Departement of the University of Warwick (UK), Oct. 24th, 2005. (PDF)

Publications

Mathematics

F. Flandoli, M. Gubinelli and E. Priola, Well-posedness of the transport equation by stochastic perturbation, Inv. Math. (2010) (arXiv)

M.Gubinelli and S. Tindel, Rough evolution equations, Ann. Prob. 38 (2010), pp. 1-75. (arXiv)

M. Gubinelli, Ramification of rough paths, J. Diff. Eq. 248 (2010), pp. 693-721. (arXiv)

M. Gubinelli and J. Lorinczi, Gibbs measures on Brownian currents, Comm. Pure Appl. Math. 62 (2009), pp. 1-56. (arXiv)

F. Flandoli, M. Gubinelli and F. Russo, On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model, Ann. Inst. H. P 45 (2009), pp. 545-576. (arXiv)

F. Flandoli, M. Gubinelli, M. Hairer and M. Romito, Remarks on the K41 scaling law in turbulent fluids, Comm. Math. Phys. 278 (2008), pp. 1-29. (arXiv)

L. C. Berselli, M. Gubinelli, On the global evolution of vortex filaments, blobs and small loops in 3D ideal flows, Comm. Math. Phys. 269 (2007), pp. 693-713. (arXiv)

M. Gubinelli, Gibbs measures for self-interacting Wiener paths, Mark. Proc. Rel. Fields 12 (2006), pp. 747-766. (arXiv)

M. Gubinelli, Rooted trees for 3d Navier-Stokes equation, Dyn. Partial Differ. Equ. 3 (2006), pp. 161-172. (arXiv)

M. Gubinelli, A. Lejay, S. Tindel, Young integrals and SPDEs, Pot. Anal. 25 (2006) pp.307-326. Preprint (PDF)

F. Caravenna, G. Giacomin, M. Gubinelli, A numerical approach to copolymers at selective interfaces, J. Stat. Phys 122 (2006), pp. 799-832. Preprint (PDF)

F. Flandoli, M. Gubinelli, Statistics of a vortex filament model, Electr. Jour. Prob. 10(2005), pp. 865-900 (arXiv)

F. Flandoli, M. Giaquinta, M. Gubinelli and V. M. Tortorelli, Stochastic currents, Stoch. Proc. Appl. 155 (2005), pp. 1583-1601

H. Bessaih, M. Gubinelli and F. Russo, The evolution of a random vortex filament, Ann. Prob. 33(2005) (arXiv)

M. Gubinelli, Controlling Rough Paths, J. Func. Anal., 216, pp. 86-140, (2004) (arXiv)

F. Flandoli, M. Gubinelli, Random currents and probabilistic models of vortex filaments, Proceedings of the 4th Ascona Conference on Stochastic Analysis and Applications, (2004)

F. Flandoli, M. Gubinelli, The Gibbs ensemble of a vortex filament, Prob. Th. Rel. Fields, 112 (2002) (arXiv)

Physics & others

S. Caracciolo, A. Gambassi, M. Gubinelli, A. Pelissetto, Critical Behavior of the Two-Dimensional Randomly Driven Lattice Gas , to appear in Phys. Rev. E (2005). (arXiv)

S. Giordano, M. Gubinelli, M. Pagano, Bridge Monte-Carlo: a novel approach to rare events of Gaussian processes, Proc. of the Fifth Workshop on Simulation, St. Petersburg (2005) (PDF)

S. Caracciolo, A. Gambassi, M. Gubinelli, A. Pelissetto, Reply to Comment to the letter "Transverse fluctuactions in the driven lattice gas", J. Phys. A, 37, pp. 8193-8195, (2004)

F. Gini, M. Greco, A. Farina, M. Gubinelli, Asymptotic Maximum Likelihood Estimation of Multiple Radar Targets, IEEE Radar Conference 2003, Huntsville, Alabama, USA (2003)

S. Caracciolo, A. Gambassi, M. Gubinelli, A. Pelissetto, Finite-Size Scaling in the Driven Lattice Gas, J. Stat. Phys., 115, pp. 281-322, (2004)

S. Caracciolo, A. Gambassi, M. Gubinelli, A. Pelissetto, Comment on "Dynamic Behavior of Anisotropic Nonequilibrium Driving Lattice Gases", Phys. Rev. Lett. (2004)

S. Caracciolo, A. Gambassi, M. Gubinelli, A. Pelissetto, Transverse fluctuactions in the driven lattice gas, J. Phys. A, 36, pp. L1-L6, (2003)

S. Caracciolo, A. Gambassi, M. Gubinelli e A. Pelissetto, Shape dependence of the finite-size scaling limit in a strongly anisotropic $O(infty)$ model, Eur. Phys. J. B, 34, pp. 205-217 (2003)

S. Caracciolo, A. Gambassi, M. Gubinelli, and A. Pelissetto, Finite-Size Correlation Length and Violations of Finite-Size Scaling, Eur. Phys. J. B 20 (2001)

M. Gubinelli, M. Sorel, O. Tonet, M. Atac, M. Mishina and J. Valles, Measurement of the rate capabilities of SSPMs, Nucl. Instr. and Meth. A, 412 (1998)

Unpublished papers

F. Flandoli, M. Giaquinta, M. Gubinelli and V. M. Tortorelli, On a relation between stochastic integration and geometric measure theory (2002) (arXiv)

Vita

Laurea in Physics, Pisa 1998

Ph.D. in Theoretical Physics, Pisa 2003

Assistant Professor of Probability and Statistics
(Ricercatore - MAT/06). Dep. of Applied Mathematics, Università di Pisa, Italia. 2001-2006.

Assistant Professor of Probability and Statistics
(Maître de Conférences - Sect. 26) - Dep. Mathématiques, Université Paris Sud, France. 2006-2008.

More

Some old computer stuff (here)

TeXmacs (url)

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