Curriculum
(ITA)
(ENG)
- Academic
Degrees
- Research
Interests
- Papers
- Projects
Academic Degrees
Thesis:
A stochastic control problem
for renewable
resource exploitation
Supervisor:
Prof. Wolfgang J. Runggaldier
Research Interests
- Stochastic
dynamical systems and
stochastic control
- Stochastic
stability in
biological models
- Parameter
estimation in stochastic differential equations
- Mathematical
models in biology
- Financial
dynamical models
Papers
- S.
PASQUALI, G. GILIOLI, D. JANSSEN, S. WINTER, Optimal strategies for
interception, detection, and eradication in plant biosecurity, Risk
Analysis, (2014), DOI 10.1111/risa.12278.
- E. LANZARONE, S.
PASQUALI, V. MUSSI, F. RUGGERI, Bayesian estimation of thermal
conductivity and temperature profile in a homogeneous mass, Numerical
Heat Transfer, Part B, 66 (2014), 397-421.
- G. GILIOLI, S. PASQUALI,
S. PARISI, S. WINTER, Modelling the potential distribution of Bemisia
tabaci in Europe in light of the climate change scenario, Pest
Management Science, 70 (2014), 1611-1623.
- L. MARTÍN-FERNÁNDEZ, G.
GILIOLI, E. LANZARONE, J. MÍGUEZ, S. PASQUALI, F. RUGGERI, D.P. RUIZ, A
Rao-Blackwellized particle filter for joint parameter estimation and
biomass tracking in a stochastic predator-prey system, Mathematical
Biosciences and Engineering, 11(3) (2014), 573-597.
- L. MARTÍN-FERNÁNDEZ, G. GILIOLI,
E. LANZARONE, J. MÍGUEZ, S. PASQUALI, F. RUGGERI, D.P. RUIZ, Joint parameter
estimation and biomass tracking in a stochastic predator-prey system. In "The
Contribution of Young Researchers to Bayesian Statistics", E. Lanzarone and
F. Ieva Eds. Springer Proceedings in Mathematics & Statistics, 63
(2014), 23-27.
- L. GALBUSERA, S.
PASQUALI, G. GILIOLI, Stability and optimal control for some classes of
tritrophic systems, Mathematical Biosciences and Engineering, 11(2)
(2014), 257-283.
- G. BUFFONI, S. PASQUALI, On
modeling the growth dynamics of a stage structured population,
International Journal of Biomathematics 6(5) (2013), 1350039 (24 pages).
- G. GILIOLI, S. PASQUALI, S.
TRAMONTINI, F. RIOLO, Modelling local and long-distance dispersal of
invasive chestnut gall wasp in Europe, Ecological Modelling 263 (2013),
281-290.
- G. GILIOLI, S. PASQUALI, F.
RUGGERI, Nonlinear functional response parameter estimation in a
stochastic predator-prey model, Mathematical
Biosciences and Engineering 9(12) (2012), 75-96.
- G. GILIOLI, S. PASQUALI, G.
BUFFONI, L. GALBUSERA, S. PARISI, Analisi della
sostenibilità in comunità agro-pastorali
dell'Etiopia. In Atti del Convegno "Tecnologie
appropriate per l'ambiente nei paesi a risorse limitate",
L. Morselli ed. Convegno Ecomondo 2011, 15° Fiera
Internazionale del Recupero di Materia ed Energia e dello Sviluppo
Sostenibile, Rimini 9-12 novembre 2011. Maggioli Editore, 677-682.
- G. GILIOLI, S. PASQUALI, F.
RIOLO, S. TRAMONTINI, Modelling approaches to determine spread
potential of Dryocosmuls
kuriphilus, EFSA
Journal 8(6)
(2010), 73-100.
- F. D'IPPOLITI, E.
MORETTO, S.
PASQUALI, B. TRIVELLATO, Exact pricing with stochastic volatility and
jumps, International
Journal of Theoretical and Applied Finance 13(6) (2010), 901-929. (ABSTRACT
)
- F. D'IPPOLITI,
E. MORETTO, S.
PASQUALI, B. TRIVELLATO, Exact and approximated option pricing in a
stochastic volatility jump-diffusion model. In: Mathematical and Statistical
Methods for Actuarial Sciences and
Finance, Springer-Verlag, MAF 2008 - Mathematical and
Statistical
Methods for Actuarial Sciences and Finance, Venice (Italy) 26,27,28
March 2008, 2010, 103-112. ( ABSTRACT
)
- G. BUFFONI, S.
PASQUALI, Individual-based models for stage structured populations:
formulation of "no regression" development equations, Journal of Mathematical Biology
60
(2010), 831-848. ( ABSTRACT
)
- E. MORETTO, S.
PASQUALI, B. TRIVELLATO, Derivative evaluation using recombining trees
under stochastic volatility, Advances
and Applications in Statistical Sciences 1(2) (2010),
453-480. ( ABSTRACT
)
- G. GILIOLI, S.
PASQUALI, Stima di parametri per una risposta funzionale non lineare in
un sistema preda-predatore stocastico, Notiziario sulla Protezione
delle Piante - III Serie, 1 (2009), 19-29.
- G. GILIOLI, S.
PASQUALI, F. RUGGERI, Bayesian inference for functional response in a
stochastic predator-prey system, Bulletin
of Mathematical Biology 70 (2008),
358-381. ( ABSTRACT )
- G. BUFFONI, S.
PASQUALI, Structured population dynamics: continuous size and
discontinuous stage structures, Journal
of Mathematical Biology 54 (2007), 555-595.
( ABSTRACT )
- G. BUFFONI, M.G.
MAZZOCCHI, S. PASQUALI,
A Lagrangian stochastic model for the dynamics of a stage structured
population. Application to a copepod population. In: A. Griffa, A. D. Kirwan, A.
J. Mariano,
T. Özgökmen, and T. Rossby (Eds)
Lagrangian Analysis
and Prediction of Coastal and Ocean Dynamics. Cambridge University Press (2007), 401-422.
- G. GILIOLI, S.
PASQUALI, Use of individual-based models for population parameters
estimation, Ecological
Modelling 200
(2007), 109-118. ( ABSTRACT )
- G. GILIOLI, S.
PASQUALI, Approccio microscopico in dinamica di popolazioni, Atti
delle IV Giornate di Studio su Metodi Numerici, Statistici e
Informatici nella Difesa delle Colture Agrarie e delle Foreste. Ricerca
e Applicazioni, Viterbo 27-29 marzo 2007 (in press).
- M.G. MAZZOCCHI, G.
BUFFONI, Y. CAROTENUTO, S. PASQUALI, M. RIBERA D'ALCALA', Effects of
food conditions on the development of the population of Temora stylifera: A
modeling
approach, Journal of
Marine Systems 62
(2006), 71-84. ( ABSTRACT
)
- S. PASQUALI, F.
RUGGERI, Discussion on the paper "Exact and computationally efficient
likelihood-based estimation for discretely observed diffusion
processes" by Beskos, Papaspiliopoulos, Roberts and Fearnhead, Journal
of the Royal Statistical Society: Series B 68 (2006) , 373-374.
- G. GILIOLI, M.
SORBARA, S. PASQUALI, V. VACANTE, Stima dei tassi di sviluppo sulla
base di dati meteorologici di campo, 9° Convegno Nazionale di
Agrometeorologia: "Agrometeorologia e gestione delle colture agrarie",
Torino 6-8 giugno 2006, Rivista
Italiana di Agrometeorologia, 11(1 suppl.), 109-111.
- G.
BUFFONI, S. PASQUALI,
Structured population dynamics: an analysis of Eulerian discrete
equations, CNR-IMATI Technical Report 2005
- MI/9. ( ABSTRACT )
- G. GILIOLI, S.
PASQUALI, F. RUGGERI, Bayesian inference for functional response in a
stochastic predator-prey system, CNR-IMATI
Technical Report 2005 - MI/8. ( ABSTRACT
)
- E. MORETTO, S.
PASQUALI, B. TRIVELLATO, An alternative model for evaluating exchange
rates derivatives with stochastic volatility, Proceedings of the "7th
Spanish-Italian
Meeting on Financial Mathematics", Cuenca (Spain), July
2004. ( ABSTRACT )
- G.
BUFFONI, S.
PASQUALI, G. GILIOLI, A
stochastic model for the dynamics of a stage structured
population, Discrete
and Continuous
Dynamical Systems - Series B, Vol. 4(3) (2004), 517-525.
( ABSTRACT
)
- E.MORETTO,
S. PASQUALI, B.
TRIVELLATO, C. CORVASCE, Application of a stochastic volatility model
to options on exchange rate, CNR-IMATI
Technical Report 2004 - MI/10.
( ABSTRACT
)
- E.MORETTO,
S. PASQUALI, B.
TRIVELLATO, A stochastic volatility model for exchange rate
derivatives, CNR-IMATI
Technical
Report 2004 - MI/9.
( ABSTRACT
)
- G.
GILIOLI, S.
PASQUALI, A
parameter estimation method for arthropod populations, CNR-IMATI
Technical Report 2003 - MI/7.
( ABSTRACT
)
- S.
PASQUALI, C. CALVI PARISETTI, Parameter estimation in a predator-prey
system, CNR-IMATI
Technical Report
2003 - MI/6.
( ABSTRACT
)
- G.
BUFFONI, S. PASQUALI, Structured population dynamics: Eulerian and
Lagrangian approachs, Differential
Equations and Control Processes, Voll. 9-10 (2003),
74-86.
( ABSTRACT
)
- G.
BUFFONI, G. GILIOLI, S.
PASQUALI, Population dynamics: a stochastic model based on individual
life history data, CNR-IAMI
Technical Report 02.07 (2002).
( ABSTRACT
)
-
S.
PASQUALI, W.J.
RUNGGALDIER ,
Approximations of a Controlled Diffusion Model for Renewable
Resource Exploitation, Kluwer Volume on Markov Processes and
Controlled Markov Chains, Hou, Filar and Chen eds., The
Netherlands
(2002). ( ABSTRACT)
-
C.
CHIARELLA , S. PASQUALI, W.J. RUNGGALDIER
, On
Filtering in Markovian Term Structure Models: An Approximation
Approach, Advances in Applied Probability 33
(2001), 794-809.
( ABSTRACT
)
- S.
PASQUALI, The stochastic
logistic equation: stationary solutions and their stability, Rendiconti
del Seminario Matematico dell'Università di Padova,
Vol.106
(II semestre 2001), 165-183.
( ABSTRACT
)
- C.
CALVI PARISETTI, S. PASQUALI,
Stability of a stochastic predator-prey system, Rivista di
Matematica dell'Università di Parma (6) 3
(2000),
245-258.
( ABSTRACT
)
