Mauro Mariani
- Senior Research Fellow:Laboratory of Stochastic Analysis and its Applications
- Associate Professor:Faculty of Mathematics
- Mauro Mariani has been at HSE University since 2017.
Courses (2022/2023)
- Applied Statistics (Master’s programme; Faculty of Mathematics; 1 year, 3, 4 module)Rus
- Applied Statistics (Master’s programme; Faculty of Mathematics; 2 year, 3 module)Rus
- Applied Statistics (Mago-Lego; 3 module)Rus
Fourier Analysis (Bachelor’s programme; Faculty of Mathematics; field of study "01.03.01. Математика", field of study "01.03.01. Математика"; 2 year, 3, 4 module)Rus
Mathematics. Licenciatus (Bachelor’s programme; Faculty of Mathematics; field of study "01.03.01. Математика", field of study "01.03.01. Математика"; 3 year, 4 module)Rus
- Research Seminar "Financial Mathematics" (Optional course (faculty); 3, 4 module)Eng
- Research Seminar "Representations and Probability 1" (Optional course (faculty); 1, 2 module)Eng
- Past Courses
Courses (2021/2022)
Probability Theory (Bachelor’s programme; Faculty of Mathematics; field of study "01.03.01. Математика", field of study "01.03.01. Математика"; 3 year, 1, 2 module)Rus
- Research Seminar "Representations and Probability 1" (Optional course (faculty); Faculty of Mathematics; 1, 2 module)Eng
- Research Seminar "Representations and Probability 2" (Optional course (faculty); Faculty of Mathematics; 3, 4 module)Eng
Courses (2020/2021)
Probability Theory (Bachelor’s programme; Faculty of Mathematics; field of study "01.03.01. Математика", field of study "01.03.01. Математика"; 3 year, 1, 2 module)Rus
- Research Seminar "Representations and Probability 1" (Optional course (faculty); Faculty of Mathematics; 1, 2 module)Eng
- Research Seminar "Representations and Probability 2" (Optional course (faculty); Faculty of Mathematics; 3, 4 module)Eng
Courses (2019/2020)
- Calculus (Bachelor’s programme; Faculty of Mathematics; 2 year, 1-4 module)Rus
- Research Seminar "Calculus of Variations" (Optional course (faculty); Faculty of Mathematics; 3, 4 module)Eng
- Research Seminar "Introduction to The Theory of Random Processes" (Optional course (faculty); Faculty of Mathematics; 3, 4 module)Eng
- Research Seminar "Representations and Probability 1" (Optional course (faculty); Faculty of Mathematics; 1, 2 module)Eng
Courses (2018/2019)
- Mathematics Practical Training (Bachelor’s programme; Faculty of Mathematics; 1 year, 1-4 module)Rus
- Partial Differential Equations (Optional course (faculty); Faculty of Mathematics; 3, 4 module)Rus
- Research Seminar "Calculus of Variations" (Optional course (faculty); Faculty of Mathematics; 3, 4 module)Eng
- Research Seminar "Representations and Probability 1" (Optional course (faculty); Faculty of Mathematics; 1, 2 module)Eng
- Research Seminar "Stochastic Processes" (Optional course (faculty); Faculty of Mathematics; 3, 4 module)Rus
Courses (2017/2018)
Publications16
- Article Mariani M., Bernardin C., Chetrite R., Barre J., Chopra Y. From Fluctuating Kinetics to Fluctuating Hydrodynamics: A Γ-Convergence of Large Deviations Functionals Approach // Journal of Statistical Physics. 2020. Vol. 180. P. 1095-1127. doi
- Article Landim C., Mariani M., Seo I. Dirichlet’s and Thomson’s Principles for Non-selfadjoint Elliptic Operators with Application to Non-reversible Metastable Diffusion Processes // Archive for Rational Mechanics and Analysis. 2019. Vol. 231. No. 2. P. 887-938. doi
- Article Brzezniak Z., Dhariwal G., Mariani M. 2D Constrained Navier-Stokes Equations // Journal of Differential Equations. 2018. Vol. 264. No. 4. P. 2833-2864. doi
- Article Mariani M. A Gamma-convergence approach to large deviations // Annali della Scuola Normale Superiore di Pisa, Classe di Scienze. 2018. Vol. 18. No. 3. P. 951-976. doi
- Article Brzezniak Z., Dhariwal G., Hussain J., Mariani M. Stochastic and Deterministic Constrained Partial Differential Equations // Springer Proceedings in Mathematics & Statistics. 2018. Vol. SPDERF2016. P. 133-143. doi
- Article Di Gesù G., Mariani M. Full metastable asymptotic of the fisher information // SIAM Journal on Mathematical Analysis. 2017. Vol. 49. No. 4. P. 3048-3072. doi
- Article Mariani M., Zambotti L. Large deviations for the empirical measure of heavy-tailed Markov renewal processes // Advances in Applied Probability. 2016. Vol. 48. No. 3. P. 648-671. doi
- Article Mariani M., Zambotti L. A renewal version of the Sanov theorem // Electronic Communications in Probability. 2014. Vol. 19. P. 1-13. doi
- Article Mariani M., Yannick S. A variational approach to the inviscous limit of fractional conservation laws // Calculus of Variations and Partial Differential Equations. 2013. Vol. 46. No. 3-4. P. 687-703. doi
- Article Bellettini G., Bertini L., Mariani M., Novaga M. Convergence of the one-dimensional Cahn-Hilliard equation // SIAM Journal on Mathematical Analysis. 2012. Vol. 44. No. 5. P. 3458-3480. doi
- Article Lefevere R., Mariani M., Zambotti L. Large deviations for a random speed particle // Alea. 2012. Vol. 9. No. 2. P. 739-760.
- Article Lefevere R., Mariani M., Zambotti L. Large deviations for renewal processes // Stochastic Processes and their Applications. 2011. Vol. 121. No. 10. P. 2243-2271. doi
- Article Lefevere R., Mariani M., Zambotti L. Large deviations of the current in stochastic collisional dynamics // Journal of Mathematical Physics. 2011. Vol. 52. No. 3. P. 033302. doi
- Article Mariani M. Large deviations principles for stochastic scalar conservation laws // Probability Theory and Related Fields. 2010. Vol. 147. No. 3–4. P. 607-648 . doi
- Article Lefevere R., Mariani M., Zambotti L. Macroscopic fluctuation theory of aerogel dynamics // Journal of Statistical Mechanics: Theory and Experiment. 2010. P. L12004. doi
- Article Bellettini G., Caselli F., Mariani M. Quasi-potentials of the entropy functionals for scalar conservation laws // Journal of Functional Analysis. 2010. Vol. 258. No. 2. P. 534-558. doi
Employment history
I have previously been a postdoc in Paris Dauphine University (2008-9), and held a tenured position at the Departments of Mathematics of the University Aix Marseille (2009-2012) and University of Rome La Sapienza (2012-2017).
‘Students Have Broadened Their Horizons and Made the First Steps in Financial Mathematics’
Cedric Bernardin from Université Côte d’Azur collaborated with HSE University as a Digital Professor in the second semester of the 2021/2022 academic year. He taught a course on MDP theory with finance applications at the Faculty of Mathematics. Prof. Bernardin shared his impressions of this experience with the HSE News Service.
The HSE Look October Issue
The fourth issue of 2020 presents three interviews on the digital university concept and introduces new tenure faculty.
Teaching at HSE – Tips, Approaches and Challenges
'Teaching at HSE' workshop held on November 15 once again welcomed internationally recruited faculty members and led a discussion about teaching findings and best teaching practices.
Summer Mathematics Programme Tailored to Students’ Research Interests
The HSE Summer University is off to a strong start this year, and one of its programmes – the Research Experience for Undergraduates (REU) in Mathematics – has already been met with considerable enthusiasm by participating students. Designed for undergraduate students majoring in Mathematics or related areas, participants work on research projects under the supervision of distinguished mathematicians.
Welcome Aboard: Tenure-Track Introductions
Every year The HSE Look continues its tradition of welcoming newly recruited international faculty via short summaries about their positions and research interests. In the 34th issue we introduce the tenure-track faculty members, and in November you can learn more about post-doctoral researchers who are starting their work at HSE this fall.