Contact information
HelmholzstraĂźe 18
Room: 2.27
Email: fausto.colantoni[at]uni-ulm.de
Consultation hours by appointment
Dr. Fausto Colantoni
Personal Website:
ResearchGate:
ORCID:
Courses
SS26
Wima Praktikum II (Finanzmathematik) / Practical Financial Engineering
Research interests
- Probability, stochastic processes and PDEs’ connections. Boundary conditions involving non-local operators for diffusion equations. Time-changed stochastic processes, functionals and related dynamics;
- Diffusions on metric graphs, ItĂ´ formula, probabilistic characterizations;
- Brownian motion with stochastic resetting, search problems, jump diffusions;
- Gamma subordinator and Variance Gamma process. Non-local equations, connections with special functions.
Publications
Accepted Papers:
J. Berry, F. Colantoni, "Sticky diffusions on star graphs: characterization and ItĂ´ formula", Stochastic Processes and their Applications 192, 104795 (2026),
F. Colantoni, G. Pagnini, "Master equations for continuous-time random walks with stochastic resetting", Proceedings of the Royal Society A, 481 (2328): 20250641 (2025),
F. Colantoni, M. D’Ovidio, G. Pagnini, "Time reversal of reflected Brownian motion with Poissonian resetting", Journal of Statistical Physics 192, 147 (2025),
F. Colantoni, "Non-local skew and non-local skew sticky Brownian motions", Journal of Evolution Equations 25, 39 (2025),
F. Colantoni, "Variance Gamma (nonlocal) equations", Modern Stochastics: Theory and Applications 10.4, 413–424 (2023),
F. Colantoni, M. D’Ovidio, "On the inverse gamma subordinator", Stochastic Analysis and Applications 41.5, 999–1024 (2023),
Preprints:
S. Bonaccorsi, F. Colantoni, M. D’Ovidio, G. Pagnini, "Non-local Boundary Value Problems, stochastic resetting and Brownian motions on graphs", Submitted, (2025),
F. Colantoni, M. D’Ovidio, F. Tavani, "Earthquake modelling via Brownian motions on networks", Submitted, (2025),
F. Colantoni, M. D’Ovidio, "Elastic Brownian motion with random jumps from the boundary", Submitted, (2025),