Studying at the University of Verona
Here you can find information on the organisational aspects of the Programme, lecture timetables, learning activities and useful contact details for your time at the University, from enrolment to graduation.
Academic calendar
The academic calendar shows the deadlines and scheduled events that are relevant to students, teaching and technical-administrative staff of the University. Public holidays and University closures are also indicated. The academic year normally begins on 1 October each year and ends on 30 September of the following year.
Course calendar
The Academic Calendar sets out the degree programme lecture and exam timetables, as well as the relevant university closure dates..
| Period | From | To |
|---|---|---|
| I sem. | Oct 3, 2016 | Jan 31, 2017 |
| II sem. | Mar 1, 2017 | Jun 9, 2017 |
| Session | From | To |
|---|---|---|
| Sessione invernale Appelli d'esame | Feb 1, 2017 | Feb 28, 2017 |
| Sessione estiva Appelli d'esame | Jun 12, 2017 | Jul 31, 2017 |
| Sessione autunnale Appelli d'esame | Sep 1, 2017 | Sep 29, 2017 |
| Session | From | To |
|---|---|---|
| Sessione estiva Appelli di Laurea | Jul 20, 2017 | Jul 20, 2017 |
| Sessione autunnale Appelli di laurea | Oct 17, 2017 | Oct 17, 2017 |
| Sessione invernale Appelli di laurea | Mar 22, 2018 | Mar 22, 2018 |
| Period | From | To |
|---|---|---|
| Festa di Ognissanti | Nov 1, 2016 | Nov 1, 2016 |
| Festa dell'Immacolata Concezione | Dec 8, 2016 | Dec 8, 2016 |
| Vacanze di Natale | Dec 23, 2016 | Jan 8, 2017 |
| Vacanze di Pasqua | Apr 14, 2017 | Apr 18, 2017 |
| Anniversario della Liberazione | Apr 25, 2017 | Apr 25, 2017 |
| Festa del Lavoro | May 1, 2017 | May 1, 2017 |
| Festa della Repubblica | Jun 2, 2017 | Jun 2, 2017 |
| Vacanze estive | Aug 8, 2017 | Aug 20, 2017 |
Exam calendar
Exam dates and rounds are managed by the relevant Science and Engineering Teaching and Student Services Unit.
To view all the exam sessions available, please use the Exam dashboard on ESSE3.
If you forgot your login details or have problems logging in, please contact the relevant IT HelpDesk, or check the login details recovery web page.
Should you have any doubts or questions, please check the Enrolment FAQs
Academic staff
lidia.angeleri@univr.it
045 802 7911
Barbu Viorel
Pauksztello David
Study Plan
The Study Plan includes all modules, teaching and learning activities that each student will need to undertake during their time at the University. Please select your Study Plan based on your enrolment year.
| Modules | Credits | TAF | SSD |
|---|
1° Year
| Modules | Credits | TAF | SSD |
|---|
| Modules | Credits | TAF | SSD |
|---|
Legend | Type of training activity (TTA)
TAF (Type of Educational Activity) All courses and activities are classified into different types of educational activities, indicated by a letter.
Stochastic differential equations (2016/2017)
Teaching code
4S001444
Teacher
Coordinatore
Viorel Barbu
Credits
6
Language
English
Scientific Disciplinary Sector (SSD)
MAT/06 - PROBABILITY AND STATISTICS
Period
II sem. dal Mar 1, 2017 al Jun 9, 2017.
Learning outcomes
This course is devoted to the presentation of basic results of theory of stochastic differential equations and their models in applied sciences.
The necessary prerequisites of Probability and Real Analysis for this course are briefly reviewed in the fi rst courses.
Program
1. Review of stochastic analysis
1.1 Stochastic processes
1.2 Brownian motion
1.3 The It^o integral
1.4 The It^o formula
2. Stochastic differential equations (SDEs)
2.1 Existence theorems for strong solutions
2.2 Martingale (weak) solutions
2.3 Linear SDEs
2.4 Backward stochasstic differential equations
2.5 Explicit solutions to SDE
3. SDEs in Physics and Economics
3.1 Langevin 's equation
3.2 The Ornstein-Uhlenbeck process
3.3 The geometric Brownian motion equations
3.4 The Black & Scholes model for the stock price model
3.5 Population growth model
4. The It^o diffusion
4.1 The Kolmogorov equation for It^o's diffusion
4.2 Examples to stock-price equation, Ornstein-Uhlenbeck equation
4.3 The Feynmann-Kac formula
4.4 The Fokker-Planck equation
5. Stochastic optimal control problems
5.1 Open loop stochastic opotimal control problems; necessary conditions
of optimality
5.2 Stochastic optimal feedback controllers
5.3 The dynamic programming equation
5.4 The linear stochastic regulator problem
6. Stochastic optimal control in Economics and Finance
6.1 The stochastic production inventory problem
6.2 Optimal portfolio selection problem
6.3 The Merton model of optimal portfolio
6.4 The stochastic advertizing problem
7. Optimal stopping
7.1 It^o's formula with stopping times
7.2 The Dirichlet problem { stochastic approach
7.3 The optimal stopping problem
7.4 Example to American option price
8. Stochastic partial differential equations
8.1 The reaction-diffusion equation
8.2 The stochastic heat equation in Rn
8.3 The stochastic wave equation
8.4 Example to population dynamics and neurophysiology
Bibliography (selective)
[1] L.C. Evans, An Introduction to Stochastic Differential Equations,
U.C. Berkeley, 2000.
[2] B. Oksendall, Stochastic Differential Equations, Springer, 2000.
[3] W. Fleming, R. Rishel, Deterministic and Stochastic Optimal Control,
Springer-Verlag, 1975.
Examination Methods
The nal result will be calculated in the following way:
1◦ 30 % will be obtained from 1 hour middle term quiz.
2◦ 70 % will be obtained from 2 hours written exam on 12th of June.
Type D and Type F activities
Modules not yet included
Career prospects
Module/Programme news
News for students
There you will find information, resources and services useful during your time at the University (Student’s exam record, your study plan on ESSE3, Distance Learning courses, university email account, office forms, administrative procedures, etc.). You can log into MyUnivr with your GIA login details: only in this way will you be able to receive notification of all the notices from your teachers and your secretariat via email and soon also via the Univr app.
Erasmus+ and other experiences abroad
Double degree
The University of Verona, through a network of agreements with foreign universities, offers international courses that enable students to gain a Double/Joint degree at the time of graduation. Indeed, students enrolled in a Double/Joint degree programme will be able to obtain both the degree of the University of Verona and the degree issued by the Partner University abroad - where they are expected to attend part of the programme -, in the time it normally takes to gain a common Master’s degree. The institutions concerned shall ensure that both degrees are recognised in the two countries.
Places on these programmes are limited, and admissions and any applicable grants are subject to applicants being selected in a specific Call for applications.
The latest Call for applications for Double/Joint Degrees at the University of Verona is available now!
Alternative learning activities
In order to make the study path more flexible, it is possible to request the substitution of some modules with others of the same course of study in Mathematics at the University of Verona (if the educational objectives of the modules to be substituted have already been achieved in the previous career), or with others of the course of study in Mathematics at the University of Trento.Attachments
| Title | Info File |
|---|---|
1. Convenzione | Learning Agreement UNITN - UNIVR
|
167 KB, 27/08/21 |
|
2. Sostituzione insegnamenti a UNITN - Courses replacement at UNITN
|
44 KB, 30/08/21 |
|
3. Sostituzione insegnamenti a UNIVR - Courses replacement at UNIVR
|
113 KB, 30/08/21 |
Attendance
As stated in the Teaching Regulations for the A.Y. 2022/2023, except for specific practical or lab activities, attendance is not mandatory. Regarding these activities, please see the web page of each module for information on the number of hours that must be attended on-site.
Please refer to the Crisis Unit's latest updates for the mode of teaching.
Career management
Student login and resources
Graduation
Deadlines and administrative fulfilments
For deadlines, administrative fulfilments and notices on graduation sessions, please refer to the Graduation Sessions - Science and Engineering service.
Need to activate a thesis internship
For thesis-related internships, it is not always necessary to activate an internship through the Internship Office. For further information, please consult the dedicated document, which can be found in the 'Documents' section of the Internships and work orientation - Science e Engineering service.
Final examination regulations
Upon completion of the Master’s degree dissertation students are awarded 32 CFU. The final examination consists of a written dissertation on a specific topic agreed with a supervising professor and presented to a commission (Dissertation Committee).
The dissertation can be high-level theoretical or experimental (in the latter case, it may focus on either basic or applied research), it can deal with a theoretical topic or propose the resolution of a specific problem, or description of a work project, and may be carried out at universities, research institutions, schools, laboratories and companies in the framework of internships, traineeships, study stays in Italy and abroad. The dissertation must be original and written by the student under the guidance of a Supervisor. At the request of the student, the dissertation may be written and presented in Italian.
Professors belonging to the Mathematics Teaching Committee, the Department of Computer Science, and any associated departments may be appointed as Supervisors, as well as any professors from the University of Verona whose area of interest (SSD - Scientific-disciplinary Sector) is included in the teaching regulations of the degree programme.
Students may take the final exam only if meeting all requirements set by the School of Sciences and Engineering.
The Master's degree in Mathematics is obtained by successfully passing the final examination and thus earning the 120 CFU included in the study plan.
The material submitted by the student for the final examination will be examined by the Dissertation Committee, which comprises three professors, possibly including the Supervisor, and appointed by the President of the Teaching Committee. The final examination will be assessed based on the following criteria: the student’s performance during the entire study programme, the knowledge acquired during the dissertation work, their understanding of the topic and autonomy of judgment, their ability to apply such knowledge, and communicate effectively and fully all the outcomes of the work and the main results obtained.
The final examination and the degree ceremony will be carried out, in one of the four graduation sessions throughout the academic year, by the Final Examination Committee appointed by the President of the Teaching Committee, and made up of a president and at least four members chosen from among the professors of the University.
For further information, please refer to the Final examination regulations.
Attachments
| Title | Info File |
|---|---|
|
1. Come scrivere una tesi
|
31 KB, 02/11/22 |
|
2. How to write a thesis
|
31 KB, 02/11/22 |
|
5. Regolamento tesi (valido da luglio 2022)
|
171 KB, 02/11/22 |
List of theses and work experience proposals
| theses proposals | Research area |
|---|---|
| Controllo di sistemi multiagente | Calculus of variations and optimal control; optimization - Hamilton-Jacobi theories, including dynamic programming |
| Controllo di sistemi multiagente | Calculus of variations and optimal control; optimization - Manifolds |
| Controllo di sistemi multiagente | Calculus of variations and optimal control; optimization - Optimality conditions |
| Formule di rappresentazione per gradienti generalizzati | Mathematics - Analysis |
| Formule di rappresentazione per gradienti generalizzati | Mathematics - Mathematics |
| Mathematics Bachelor and Master thesis titles | Various topics |
| Stage | Research area |
|---|---|
| Internship proposals for students in mathematics | Various topics |
