Francesco Cosentino

About Francesco Cosentino

Francesco Cosentino, With an exceptional h-index of 3 and a recent h-index of 3 (since 2020), a distinguished researcher at University of Oxford, specializes in the field of Stochastic Analysis, Numerical Stochastic Analysis, Probability, Optimization.

His recent articles reflect a diverse array of research interests and contributions to the field:

Grid-free computation of probabilistic safety with malliavin calculus

Markov Chain Approximations to Stochastic Differential Equations by Recombination on Lattice Trees

Formal verification meets stochastic analysis

Carathéodory Sampling for Stochastic Gradient Descent

A Randomized Algorithm to Reduce the Support of Discrete Measures

Francesco Cosentino Information

University

Position

DPhil in Mathematics

Citations(all)

22

Citations(since 2020)

22

Cited By

2

hIndex(all)

3

hIndex(since 2020)

3

i10Index(all)

1

i10Index(since 2020)

1

Email

University Profile Page

Google Scholar

Francesco Cosentino Skills & Research Interests

Stochastic Analysis

Numerical Stochastic Analysis

Probability

Optimization

Top articles of Francesco Cosentino

Grid-free computation of probabilistic safety with malliavin calculus

IEEE Transactions on Automatic Control

2023/1/24

Francesco Cosentino
Francesco Cosentino

H-Index: 1

Alessandro Abate
Alessandro Abate

H-Index: 28

Markov Chain Approximations to Stochastic Differential Equations by Recombination on Lattice Trees

arXiv preprint arXiv:2111.03497

2021/11/5

Francesco Cosentino
Francesco Cosentino

H-Index: 1

Alessandro Abate
Alessandro Abate

H-Index: 28

Formal verification meets stochastic analysis

2021

Francesco Cosentino
Francesco Cosentino

H-Index: 1

Carathéodory Sampling for Stochastic Gradient Descent

arXiv e-prints

2020/11/25

Francesco Cosentino
Francesco Cosentino

H-Index: 1

Alessandro Abate
Alessandro Abate

H-Index: 28

A Randomized Algorithm to Reduce the Support of Discrete Measures

Advances in Neural Information Processing Systems

2020

Francesco Cosentino
Francesco Cosentino

H-Index: 1

Alessandro Abate
Alessandro Abate

H-Index: 28

See List of Professors in Francesco Cosentino University(University of Oxford)