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

[Mbs Insalate Di Matematica]

 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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