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Professore Associato
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VIA TRIESTE, 63 - TORRE ARCHIMEDE - PADOVA
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Bernardo D'Auria,
è professore associato presso l'Università degli studi di Padova dal 2022.
In precedenza, è stato professore associato presso l'Università degli Studi ”G. d’Annunzio” (2022), e presso l'Università Carlos III di Madrid in Spagna (2012-2022).
I sui interessi scientifici riguardano: Processi stocastici • Finanza matematica • Controllo ottimo stocastico • Teoria de giochi • Sistemi modulati da processi di Markov • Ampliamento delle filtrazioni • Processi di diffusione e di Lévy • Teoria delle code • Reti stocastiche.
Numero Orcid: 0000-0002-1272-8352
Avvisi
Insegnamenti
- INTRODUCTION TO STOCHASTIC PROCESSES, AA 2023 (SCQ0093538)
- INTRODUCTION TO STOCHASTIC PROCESSES, AA 2023 (SCQ0093964)
- INTRODUCTION TO STOCHASTIC PROCESSES, AA 2023 (SCQ0093964)
- INTRODUCTION TO STOCHASTIC PROCESSES, AA 2022 (SCQ0093964)
- INTRODUCTION TO STOCHASTIC PROCESSES, AA 2022 (SCQ0093538)
- INTRODUCTION TO STOCHASTIC PROCESSES, AA 2022 (SCQ0093964)
Pubblicazioni
• B. D’Auria, (2022). Conditioned Tandem Networks. Queueing Systems, 100:405–407 .
• B. D’Auria, I. Adan, R. Bekker, V. Kulkarni (2022). An M/M/c e with queueing-time dependent service rates. European Journal of Operational Research, 299(2):566–579.
• M. Bramson, B. D’Auria, N. Walton (2021). Stability and Instability of the MaxWeight Policy. Math- ematics of Operations Research, 46(4):1611–1638.
• B. D’Auria, E. García-Portugués, A. Guada (2020). Discounted Optimal Stopping of a Brownian Bridge, with Application to American Options under Pinning. Mathematics, 8(1):1159–1185.
• B. D’Auria, A. Ferriero (2020). A Class of Itô Diffusions with Known Terminal Value and Specified Optimal Barrier. Mathematics, 8(1):123–135.
• B. D’Auria, J.-A. Salmerón (2020). Insider information and its relation with the arbitrage condition and the utility maximization problem Mathematical Biosciences and Engineering, 17(2):998–1019.
• M. Bramson, B. D’Auria, N. Walton (2017). Proportional Switching in First-in, First-out Networks. Operations Research, 65(2):496–513.
• I. Adan, B. D’Auria(2016). Sojourn time in a single server e with threshold service rate control. SIAM Journal on Applied Mathematics, (SIAP), 76(1):197–216.
• B. D’Auria, S. Kanta (2015). Pure threshold strategies for a two-node tandem network under partial information. Operations Research Letters, 43(5):467–470.
• J. Anselmi, B. D’Auria, N. Walton (2013). Closed queueing networks under congestion: non- bottleneck independence and bottleneck convergence. Mathematics of Operations Research, 38(3):469– 491.
• B. D’Auria, (2012). A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime. Queueing Systems 71(4):469–472.
• B. D’Auria, O. Kella, (2012). Markov modulation of a two-sided reflected Brownian motion with application to fluid es. Stochastic Processes and their Applications 122(4):1566–1581.
• B. D’Auria, J. Ivanovs, O. Kella, M.R.H. Mandjes, (2012). Two-Sided Reflection of Markov-Modulated Brownian Motion. Stochastic Models 28(2):316–332.
• B. D’Auria, J. Ivanovs, O. Kella, M.R.H. Mandjes, (2010). First passage of a Markov additive process and generalized Jordan chains. Journal of Applied Probability 47(4):1048–1057.
Area di ricerca
• Processi stocastici
• Finanza matematica
• Controllo ottimo stocastico
• Teoria de giochi
• Sistemi modulati da processi di Markov
• Ampliamento delle filtrazioni
• Processi di diffusione e di Lévy
• Teoria delle code
• Reti stocastiche
