<div dir="ltr">
<span style="color:rgb(34,34,34);font-family:Arial,Helvetica,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;display:inline;float:none">Dear all,</span><div style="color:rgb(34,34,34);font-family:Arial,Helvetica,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial"><br></div><div style="color:rgb(34,34,34);font-family:Arial,Helvetica,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial"><div>as a part of the series of seminars <i>"<span>Insalate</span><span> </span>di Matematica"</i>,
we <span>remind</span> you that today there is a seminar held by Mattia Martini<span style="color:rgb(49,49,49);word-spacing:1px"> (Università degli Studi di Milano</span><span style="color:rgb(49,49,49);word-spacing:1px">)</span>.<br>Moreover, we remind you that the seminar can also be attended <u>in presence</u> in room 3014 (building U5-Ratio, Università degli Studi di Milano-Bicocca)<font color="#313131"> </font>by prior reservation at the link
<a href="https://sites.google.com/view/insalate-di-matematica/reservation?authuser=0" target="_blank">https://sites.google.com/view/insalate-di-matematica/reservation?authuser=0</a><br>
<font color="#313131"> You will be required to exhibit your green pass at the entrance of the building.<br></font>
<br>Here the details:</div><div><font size="2"><br></font></div><div><font size="2"><span style="color:rgb(0,0,0);font-family:Montserrat,Tahoma,Meiryo,sans-serif;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:left;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;display:inline;float:none">
<u>Speaker</u>: <b style="color:rgb(49,49,49);font-family:Arial,Helvetica,sans-serif;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:1px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial">Mattia Martini (</b><b><span style="font-family:Arial,Helvetica,sans-serif;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:1px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;color:rgb(34,34,34)">Università degli Studi di Milano)</span></b>
</span></font></div><div><span style="color:rgb(0,0,0);font-family:Montserrat,Tahoma,Meiryo,sans-serif;font-size:18px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:left;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;display:inline;float:none"><br></span></div><div><span style="color:rgb(0,0,0);font-family:Montserrat,Tahoma,Meiryo,sans-serif;font-size:18px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:left;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;display:inline;float:none"></span>
<div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><u>Date and time</u>: <b>3rd November 2021, 2:00 pm </b></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><u>Title</u>: <i><span style="background-color:rgb(241,194,50)">"<span style="color:rgb(34,34,34)">Backward Kolmogorov equations: a link between PDEs and SDEs"</span></span></i></div><br><div style="color:rgb(49,49,49);word-spacing:1px"><i>
<u style="color:rgb(34,34,34);font-family:Arial,Helvetica,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255)">Google Meet access link</u><span style="color:rgb(34,34,34);font-family:Arial,Helvetica,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;display:inline;float:none">:</span><span style="color:rgb(34,34,34);font-family:Arial,Helvetica,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;text-decoration-style:initial;text-decoration-color:initial;background-color:rgb(255,255,255)"><font color="#000000">
<span style="font-family:Roboto,Arial,sans-serif;letter-spacing:0.3px;white-space:nowrap"><font color="#000000"><a href="http://meet.google.com/jcy-vdby-bwn" target="_blank">meet.google.com/jcy-vdby-bwn</a></font></span>
</font></span><i><span style="color:rgb(34,34,34);font-family:Arial,Helvetica,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255)"></span><span style="color:rgb(34,34,34);font-family:Arial,Helvetica,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;display:inline;float:none"></span></i>
</i></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><i><span style="color:rgb(34,34,34);background-color:rgb(241,194,50)"></span></i></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto"><u style="color:rgb(49,49,49);word-spacing:1px">Abstract</u><font color="#313131"><span style="word-spacing:1px">:</span> </font>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 <img alt="\mathbb{R}^d" title="\mathbb{R}^d" src="https://s0.wp.com/latex.php?zoom=3&bg=ffffff&fg=000000&s=0&latex=%5Cmathbb%7BR%7D%5Ed" id="gmail-m_-1450660465128945924m_-3812872657858355831m_2724554154945660309gmail-m_540023760427762862l0.5587902369836679" style="display: inline;" width="17" height="13">, making explicit the relation with the stochastic differential equations.<div dir="ltr">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.</div><div dir="ltr"><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div></div>
</div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto"><u style="color:rgb(49,49,49);word-spacing:1px">Keywords</u><font color="#313131"><span style="word-spacing:1px">: </span></font>partial
differential equations, stochastic differential equations, backward
Kolmogorov equation, nonlinear filtering processes, space of measures.<div dir="auto"><br></div>
</div><div style="word-spacing:1px"><font color="#313131"><br></font></div><div dir="auto"><i><b>** We inform you that the talk will be recorded and uploaded on our website. If you join the talk <u>after the starting time</u>, we kindly ask you to ensure that <u>your microphone and webcam are turned off</u> **</b></i><br></div></div><div><br></div><div>We are looking forward to seeing you!<div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px">For further information, please visit our website: <a href="https://sites.google.com/view/insalate-di-matematica" target="_blank">https://sites.google.com/view/insalate-di-matematica</a> or contact us at <a href="mailto:insalate.matematica@unimib.it" target="_blank">insalate.matematica@unimib.it</a>.</div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br>The organizers: Luigi Appolloni, Andrea Bisterzo, Alberto Cassella, Francesca Cottini, Ludovico Marini</div></div></div>
</div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">Il giorno gio 28 ott 2021 alle ore 16:05 Mbs Insalate Di Matematica <<a href="mailto:insalate.matematica@unimib.it">insalate.matematica@unimib.it</a>> ha scritto:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div dir="ltr">
<div dir="ltr"><div style="color:rgb(49,49,49);word-spacing:1px">As part of the series of seminars <i>"Insalate di Matematica"</i>, <b>Mattia Martini</b>, PhD student at <span style="color:rgb(34,34,34);word-spacing:0px">the Università degli Studi di Milano</span><font style="word-spacing:0px" color="#313131"><span style="word-spacing:1px">, will deliver a talk. </span></font></div><div style="color:rgb(49,49,49);word-spacing:1px">According to the current Covid regulations, the seminar will be held in a <u>hybrid mode</u> <b>(more information below)</b>.</div><div style="color:rgb(49,49,49);word-spacing:1px"><br></div><div style="color:rgb(49,49,49);word-spacing:1px"><span style="color:rgb(34,34,34)">Here the details:</span></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><u>Date and time</u>: <b>3rd November 2021, 2:00 pm </b></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><u>Title</u>: <i><span style="background-color:rgb(241,194,50)">"<span style="color:rgb(34,34,34)">Backward Kolmogorov equations: a link between PDEs and SDEs"</span></span><br><span style="color:rgb(34,34,34);background-color:rgb(241,194,50)"></span></i></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto"><u style="color:rgb(49,49,49);word-spacing:1px">Abstract</u><font color="#313131"><span style="word-spacing:1px">: </span></font>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 <img alt="\mathbb{R}^d" title="\mathbb{R}^d" src="https://s0.wp.com/latex.php?zoom=3&bg=ffffff&fg=000000&s=0&latex=%5Cmathbb%7BR%7D%5Ed" id="gmail-m_3260146996659334780l0.5587902369836679" style="display: inline;" width="17" height="13">, making explicit the relation with the stochastic differential equations.</div>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.</div><div dir="ltr"><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto"><u style="color:rgb(49,49,49);word-spacing:1px">Keywords</u><font color="#313131"><span style="word-spacing:1px">: </span></font>partial differential equations, stochastic differential equations, backward Kolmogorov equation, nonlinear filtering processes, space of measures.</div><div dir="auto"><br></div><div dir="auto" style="word-spacing:1px"><font color="#313131"><br></font></div><div style="word-spacing:1px"><font color="#313131"><b><u>Information to attend in presence</u></b></font></div><div style="word-spacing:1px"><font color="#313131">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</font><span style="color:rgb(49,49,49)"> </span><span style="color:rgb(49,49,49)">in presence, hence reservation is mandatory. You can reserve at the following link: </span><a href="https://sites.google.com/view/insalate-di-matematica/reservation?authuser=0" target="_blank">https://sites.google.com/view/insalate-di-matematica/reservation?authuser=0</a></div><div style="word-spacing:1px"><font color="#313131">We also remind that you will be required to exhibit your green pass at the entrance of the building.</font></div><div style="word-spacing:1px"><font color="#313131"><br></font></div><div style="word-spacing:1px"><b style="color:rgb(49,49,49)"><u>Information to attend online</u></b></div><div style="word-spacing:1px"><font color="#313131">The seminar will be streamed via</font><font color="#313131"> Google Meet platform at the following link: </font><span style="font-family:Roboto,Arial,sans-serif;letter-spacing:0.3px;white-space:nowrap"><font color="#000000"></font></span><span style="font-family:Roboto,Arial,sans-serif;letter-spacing:0.3px;white-space:nowrap"><font color="#000000"><a href="http://meet.google.com/jcy-vdby-bwn" target="_blank">meet.google.com/jcy-vdby-bwn</a></font></span></div><div dir="auto"><i><b>** We inform you that the talk will be recorded and uploaded on our website. If you join the talk <u>after the starting time</u>, we kindly ask you to ensure that <u>your microphone and webcam are turned off</u> **</b></i><br></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px">You can find the poster of the event in the attachment. We are looking forward to seeing you!</div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px">For further information, please visit our website: <a href="https://sites.google.com/view/insalate-di-matematica" target="_blank">https://sites.google.com/view/insalate-di-matematica</a> or contact us at <a href="mailto:insalate.matematica@unimib.it" target="_blank">insalate.matematica@unimib.it</a>.</div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br></div><div dir="auto" style="color:rgb(49,49,49);word-spacing:1px"><br>The organizers: Luigi Appolloni, Andrea Bisterzo, Alberto Cassella, Francesca Cottini, Ludovico Marini</div></div>
</div>
</blockquote></div>