[Dottorcomp] Insalate di Matematica - M. Martini (Wednesday 3/11)

[Mbs Insalate Di Matematica]

 Dear all,

as a part of the series of seminars *"Insalate di Matematica"*,  we remind
you that today there is a seminar held by Mattia Martini (Università degli
Studi di Milano).
Moreover, we remind you that the seminar can also be attended *in presence*
in room 3014 (building U5-Ratio, Università degli Studi di Milano-Bicocca) by
prior reservation at the link
https://sites.google.com/view/insalate-di-matematica/reservation?authuser=0
You will be required to exhibit your green pass at the entrance of the
building.

Here the details:

*Speaker*: *Mattia Martini (**Università degli Studi di Milano)*

*Date and time*: *3rd November 2021, 2:00 pm *

*Title*: *"Backward Kolmogorov equations: a link between PDEs and SDEs"*

* Google Meet access link:   meet.google.com/jcy-vdby-bwn
<http://meet.google.com/jcy-vdby-bwn> *

*Abstract*: Backward Kolmogorov equations have been introduced by
Kolmogorov in 1931 and are parabolic partial differential equations in
which the final condition is known. A very important feature of this class
of equations, investigated both in finite and infinite dimension, is the
link between their solutions and the so-called diffusion stochastic
processes, which are stochastic processes that solve a stochastic
differential equation. In this talk, I will introduce some classical
results about existence and uniqueness of classical solutions to backward
Kolmogorov equations on  [image: \mathbb{R}^d], making explicit the
relation with the stochastic differential equations.
Then, I will move to an infinite dimensional framework, introducing some
measure-valued stochastic processes, namely filtering processes, and the
associated backward Kolmogorov equations on spaces of measures. Then, I
will show how the classical approach still leads us to existence and
uniqueness of classical solutions to these pdes on spaces of measures.


*Keywords*: partial differential equations, stochastic differential
equations, backward Kolmogorov equation, nonlinear filtering processes,
space of measures.


*** We inform you that the talk will be recorded and uploaded on our
website. If you join the talk after the starting time, we kindly ask you to
ensure that your microphone and webcam are turned off ***

We are looking forward to seeing you!

For further information, please visit our website:
https://sites.google.com/view/insalate-di-matematica or contact us at
insalate.matematica a unimib.it.


The organizers: Luigi Appolloni, Andrea Bisterzo, Alberto Cassella,
Francesca Cottini, Ludovico Marini

Il giorno gio 28 ott 2021 alle ore 16:05 Mbs Insalate Di Matematica <
insalate.matematica a unimib.it> ha scritto:

> As part of the series of seminars *"Insalate di Matematica"*, *Mattia
> Martini*, PhD student at the Università degli Studi di Milano, will
> deliver a talk.
> According to the current Covid regulations, the seminar will be held in a *hybrid
> mode* *(more information below)*.
>
> Here the details:
>
> *Date and time*: *3rd November 2021, 2:00 pm *
>
> *Title*:
> *"Backward Kolmogorov equations: a link between PDEs and SDEs"*
>
> *Abstract*: Backward Kolmogorov equations have been introduced by
> Kolmogorov in 1931 and are parabolic partial differential equations in
> which the final condition is known. A very important feature of this class
> of equations, investigated both in finite and infinite dimension, is the
> link between their solutions and the so-called diffusion stochastic
> processes, which are stochastic processes that solve a stochastic
> differential equation. In this talk, I will introduce some classical
> results about existence and uniqueness of classical solutions to backward
> Kolmogorov equations on  [image: \mathbb{R}^d], making explicit the
> relation with the stochastic differential equations.
> Then, I will move to an infinite dimensional framework, introducing some
> measure-valued stochastic processes, namely filtering processes, and the
> associated backward Kolmogorov equations on spaces of measures. Then, I
> will show how the classical approach still leads us to existence and
> uniqueness of classical solutions to these pdes on spaces of measures.
>
> *Keywords*: partial differential equations, stochastic differential
> equations, backward Kolmogorov equation, nonlinear filtering processes,
> space of measures.
>
>
> *Information to attend in presence*
> The seminar will take place in room 3014, at the building U5-Ratio,
> Università degli Studi di Milano Bicocca. Unfortunately, only a limited
> number of participants is allowed in presence, hence reservation is
> mandatory. You can reserve at the following link:
> https://sites.google.com/view/insalate-di-matematica/reservation?authuser=0
> We also remind that you will be required to exhibit your green pass at the
> entrance of the building.
>
> *Information to attend online*
> The seminar will be streamed via Google Meet platform at the following
> link: meet.google.com/jcy-vdby-bwn
> *** We inform you that the talk will be recorded and uploaded on our
> website. If you join the talk after the starting time, we kindly ask you to
> ensure that your microphone and webcam are turned off ***
>
> You can find the poster of the event in the attachment. We are looking
> forward to seeing you!
>
> For further information, please visit our website:
> https://sites.google.com/view/insalate-di-matematica or contact us at
> insalate.matematica a unimib.it.
>
>
> The organizers: Luigi Appolloni, Andrea Bisterzo, Alberto Cassella,
> Francesca Cottini, Ludovico Marini
>
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