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Dr Elena Issoglio

Lecturer in Financial Mathematics
Financial Mathematics

Contact details

Room: 11.02
Tel: +44 (0)113 3434660
Email: E.Issoglio @


Stochastic analysis
Stochastic partial differential equations
Fractional noises
Singular/irregular coefficients
Numerics for SPDEs
Forward-backward SDEs

Research interests

1) SPDES driven by fractional Brownian motion: pathwise techinques to solve transport equations driven by fractional noises.

2) n-dimensional SDEs with singular drift: in particular distributional drifts

3) SPDEs on metric measure spaces: Main techniques used are fractional Sobolev spaces generalized to measure spaces and fractional integrals and derivatives.

4) Numerics for Stochastic PDEs: I recently started to look at numerical schemes to approximate stochastic PDEs, in particular PDEs with distributional coefficients.

5) SDEs in Banach spaces: cylindrical fractional Brownian motion in infinite dimensional spaces, and related stochastic calculus in Banach spaces.

6) Systems of forward-backward SDEs with irregular coefficients

Useful links

personal webpage
Women of Mathematics Event - Leeds University


Issoglio E, Zahle M Regularity of the Solutions to SPDEs in Metric Measure Spaces Stochastic Partial Differential Equations: Analysis and Computations, 3, 272-289, 2015
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Issoglio E, Riedle M Cylindrical fractional Brownian motion in Banach spaces Stochastic Processes and their Applications, 124, 3507-3534, 2014
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Hinz M, Issoglio E, Zähle M Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise In Modern Stochastics and Applications, 90, 123-141, 2014
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Issoglio E Transport equations with fractal noise - Existence, uniqueness and regularity of the solution Zeitschrift fur Analysis und ihre Anwendung, 32, 37-53, 2013
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Venturino E, Isaia M, Bona F, Issoglio E, Triolo V, Badino G Modelling the spiders ballooning effect on the vineyard ecology Mathematical Modelling of Natural Phenomena, 1, 133-155, 2006
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Issoglio E; Jing S Forward-backward SDEs with distributional coefficients.
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Flandoli F, Issoglio E, Russo F Multidimensional stochastic differential equations with distributional drift Transactions of the American Mathematical Society
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