Workshop: 4,5,6 settembre "Deterministic and stochastic evolution equations"

Nei giorni i 4, 5, 6 settembre 2017 si terrà presso il nostro Dipartimento il workshop "Deterministic and stochastic evolution equations" nell'ambito del progetto PRIN 2015 dallo stesso titolo.

Gli incontri si terranno presso Aula delle Riunioni del Plesso di Matematica.

Per informazioni rivolgersi alla prof.ssa Alessandra Lunardi o al prof. Francesco Morandin.

Programma

Lunedì 4 settembre

11:40-12:20 - Marco Romito - Densities for SDEs with irregular coefficients
12:20-14:50 – Lunch
14:50-15:10 - Chiara Spina - Kernel estimates for elliptic operators with second order discontinuous coefficients - Part 1
15:20-15:40 - Luigi Negro - Kernel estimates for elliptic operators with second order discontinuous coefficients - Part 2
15:50-16:30 - Luciana Angiuli - Sui sistemi lineari parabolici a coefficienti illimitati
16:30-17:00 - Coffee break
17:00-17:40 - Enrico Priola - Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations

Martedì 5 settembre

09:30-10:10 - Stefano Bonaccorsi - High-order type equations and related processes
10:20-10:40 - Sara Biagini - Orlicz spaces approach to utility maximization: an overview and some recent developments
10:40-11:10 - Coffee break
11:10-11:50 - Federica Masiero - Alcuni risultati legati a equazioni differenziali stocastiche con ritardo
12:00-12:20 - Alessandro Calvia - Filtering and optimal control of time-homogeneous pure jump Markov processes with noise-free partial observation
12:20-14:50 – Lunch
14:50-15:30 - Gianmario Tessitore - Ergodic control and BSDEs
15:40-16:00 - Elena Bandini - Optimal control of piecewise deterministic Markov Processes: a BSDE representation of the value function
16:10-16:30 - Giorgio Menegatti - Funzioni BV in sottoinsiemi convessi di spazi di Wiener
16:30-17:00 - Coffee break
17:00-17:20 - Francesco Morandin - Buona posizione per Navier-Stokes iperdissipativo: il caso critico
17:30-17:50 - Simone Ferrari - On the domain of elliptic operators defined in subsets of Wiener spaces
20:30-23:00 - Social dinner

Mercoledì 6 settembre

09:30-10:10 - Fausto Gozzi - On some infinite dimensional PDEs arising in financial problems with path dependency
10:20-10:40 - Salvatore Federico - Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula
10:40-11:10 - Coffee break
11:10-11:50 - Marco Fuhrman - The randomization method in stochastic optimal control and its applications
12:00-12:20 - Fulvia Confortola - BSDEs and point processes

Locandina/programma del workshop