**Research interests:**

My main research interests lie in the field of stochastic analysis with strong links to the theory of PDEs. In particular I study

**SPDES driven by fractional Brownian motion**: I use pathwise approach to solve linear transport equations driven by fractional noises. Main techniques used are fractional calculus, semigroup theory and theory of parabolic PDEs.

**
SDEs in Banach spaces**: I study cylindrical processes in infinite dimensional spaces, in particular cylindrical fBm and related stochastic calculus in Banach spaces. Application to SPDEs considered as abstract Cauchy problems.

**SDEs with singular drift**: My results on deterministic PDEs with singular coefficients are exploited to tackle n-dimensional SDEs with singular drift.

**SPDEs on metric measure spaces**: The pathwise approach for SPDEs is extended to SPDEs in metric measure spaces. Main techniques used are fractional Sobolev spaces generalized to measure spaces and fractional integrals and derivatives.

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

**List of publications:**

- Flandoli F., Issoglio E., Russo F.
*Multidimensional stochastic differential equations with distributional drift*, Transactions of the American Mathematical Society,**369**(2017), 1665-1688 - Issoglio E, Zaehle M,
*Regularity of the solutions to SPDEs in metric measure spaces*Stochastic Partial Differential Equations: Analysis and Computations, Volume 3, Issue 2, pp 272-289, 2015 - Hinz M., Issoglio E., Zaehle M.
*Elementary pathwise methods for nonlinear parabolic and transport type SPDE with fractal noise*Modern Stochastics and Applications, Springer Optimization and Its Applications, Volume 90, pp 123-141, 2014 - Issoglio E., Riedle M.
*SDEs in Banach spaces driven by cylindrical fractional Brownian motions*Stochastic Processes and their Applications, 124(11), pp 3507-3534, 2014 - Issoglio E.
*Transport equations with fractal noise – existence, uniqueness and regularity of the solution*J. Analysis and its App. 32(1), pp 37-53, 2013 - Issoglio E.
*SPDEs with fractal noises: two different approaches*(PhD Thesis) 2012 - Venturino E., Isaia M., Bona F., Issoglio E., Triolo V., Badino G.
*Modelling the spiders ballooning effect on the vineyard ecology*Math. Model. Nat. Phenom. 1, no. 1, 137-159 (electronic), 2006

**Preprints:**

- Issoglio E., Jing S.
*Forward-Backward SDEs with distributional coefficients*submitted 2016

**Work In Progress:**

- Armstrong J., Issoglio E., Voss J., Numerical methods for stochastic PDEs
- Issoglio E., Russo F., Backward SDEs with generalised coefficients
- Issoglio E., On a non-linear transport-diffusion equation with distributional

coefficients

**Collaborations:**

I collaborate with a number of mathematicians including (in chronological order)

– Martina Zaehle (Univesity of Jena)

– Michael Hinz (Bielefeld University)

– Markus Riedle (King’s College London)

– Franco Flandoli (University of Pisa)

– Francesco Russo (ENSTA-ParisTech)

– Shuai Jing (Central University of finance and Economics, Beijing)

– John Armstrong (King’s College London)

– Jochen Voss (University of Leeds)

**Conferences:**

I (helped) oranise the following workshop/conferences:

–Workshop on “Topics in SDEs and their link to (S)PDEs” on Monday 19 September 2016 in Leeds