Curriculum Vitae of Wolfgang Runggaldier

Academic Degree

Dottore in Matematica, University of Padova (30-10-1964).

Academic Appointments

• December 1980 - : Full prof. of Statistica Matematica, Faculty of Science, University of Padova.
• November 1972 - December 1980 : Lecturer of Statistica Matematica, Faculty of Science, University of Padova.
• October 1969 - December 1980 : Assistant prof. of Istituzioni di Analisi Matematica, Faculty of Statistics, University of Padova.
• October 1965 - July 1969 : Assistant prof. at the Istitute of Operations Research and Electronic Data Processing, University of Zürich.

Further scientific appointments:

• August 1969 - October 1969 : IBM-Japan, Tokyo; Scientific Data Handling Division : Independent consultant in a computer application education program.
• June 1971 - October 1971 : University of Calgary (Canada); Department of Electrical Engineering. Fellowship of The Canada Council.
• Brown University, Providence, R.I.,USA; Division of Applied Mathematics. Visiting associate professor of research (October 1976 - May 1978) Visiting professor of research (January 1985 - August 1985)
• MIT, Cambridge, MA, USA ; Laboratory for Information and Dynamical Systems. Visiting research scientist (October ‘77 - May ‘78 and January ‘85 - August‘85).
• October 1984 - December 1984 : INRIA, Rocquencourt, Paris.
• April 1987 - October 1987 : IIASA, Laxenburg, Vienna. Visiting research scholar.
• February 1995 : INIMS (Isaac Newton Institute for the Mathematical Sciences), Cambridge, UK.
• Universitè d'Evry/Paris,Departement de Mathèmatiques (January-February 2000)
• University of Technology, Sydney; School of Finance and Economics (October '00- February '01 and December '02 and '05)
• Universitè Paris VII, Laboratoire de Probabilitès (November-December 2003)
• University of Osaka, Department of Mathematical Sciences for Social Systems (for shorter stays in 2003, 2004 and 2006)
• LMU University Munich, Institute of Mathematics (June-December 2009)
• Hosei University Tokyo, College of Engineering (September-December 2010)

Other appointments:

• Member of the University Council of the Free University of Bozen-Bolzano (Italy).

Member of the Editorial Board of :

• Finance and Stochastics (Springer Verlag) : co-editor
• SIAM Journal of Control and Optimization : associate editor (1998-2003)
• Decisions in Economics and Finance. A Journal of Applied Mathematics, (Springer-Verlag) : advisory editor
• Rendiconti del Seminario Matematico dell’Universitá di Padova;
• Series UNITEXT and SPRINGER-BOCCONI Series, Springer-Verlag Italia.

Organization of scientific meetings:

• Convegno Nazionale Calcolo Stocastico e Sistemi Dinamici Stocastici (coorganizer), Dipartimento di Matematica, Universitá di Padova, September 1983.
• Stochastic Dynamical Systems (coorganizer), Institute LADSEB / CNR, Padova, October 1985.
• Recenti sviluppi della nozione di scambiabilitá e loro applicazioni in Statistica (codirector), Il Palazzone, Cortona, October 1991.
• Stochastic Processes : Applications in Mathematical Economics, Centro E.Majorana, Erice, May 1992.
• Incontro GNAFA Economia Matematica, Scuola Normale Pisa, October 7-9, 1993.
• Course/conference INdAM/GNAFA on Recent Developments in Mathematical Finance (codirector), Cortona, May 29-June 3, 1994.
• Incontro GNAFA Matematica finanziaria, Universitá di Perugia, May 25-27, 1995.
• CIME Sumer School on Financial Mathematics, Bressanone, July 8-13, 1996.
• III Italian Conference on Mathematical Finance (codirector), Trento, May 26-30, 1997.
• Workshop on The Interplay between Finance, Insurance and Statistics (codirector), Cortona, June 8-12, 1998.
• Organizer of two sessions on Mathematical finance at the : 10th INFORMS Applied Probability Conference, Ulm (Germany), June 26-28,1999
• Organizer of a session on Financial mathematics at the : Montecarlo 2000-conference, Monte Carlo (Monaco), July 2000
• Organizer of two sessions on Stochastic models in finance at the : 23rd European meeting of Statisticians, Madeira, August 2001
• GAMM-2003 Conference (co-chairman local Organizing Committee), Abano Terme - Padua, March 24-28, 2003.
• CIME Sumer School on Stochastic Methods in Finance (co-director), Bressanone, July 6-13, 2003.
• Special Semester on Stochastics with Emphasis on Finance. September 2008 - December 2008, Linz, Austria (chairman of the Scientific Committee).

Honors/Awards:

"Socio Corrispondente" of the Istituto Veneto di Scienze Lettere ed Arti, Venice.

Main research interests

• Stochastic Dynamical Systems, in particular Filtering and Stochastic Control;
• Stochastic methods for the applications, in particular in Finance.

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