# School of Mathematics

## Dr Elena Issoglio

Lecturer in Financial Mathematics

Financial Mathematics

### Contact details

Room: 11.02

Tel: +44 (0)113 3434660

Email: E.Issoglio @ leeds.ac.uk

### Keywords

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

## Publications

**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

DOI:10.1007/s40072-015-0048-8

View abstract

**Issoglio E, Riedle M** Cylindrical fractional Brownian motion in Banach spaces *Stochastic Processes and their Applications*, **124**, 3507-3534, 2014

DOI:10.1016/j.spa.2014.05.010

View abstract

**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

DOI:10.1007/978-3-319-03512-3_8

View abstract

**Issoglio E** Transport equations with fractal noise - Existence, uniqueness and regularity of the solution *Zeitschrift fur Analysis und ihre Anwendung*, **32**, 37-53, 2013

DOI:10.4171/ZAA/1473

View abstract

**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

DOI:10.1051/mmnp:2006008

View abstract

Issoglio E; Jing S Forward-backward SDEs with distributional coefficients.

View abstract

**Flandoli F, Issoglio E, Russo F** Multidimensional stochastic differential equations with distributional drift *Transactions of the American Mathematical Society*

DOI:10.1090/tran/6729

View abstract

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