On behalf of the Scientific Committee of the de Finetti
Risk Seminars, we are glad to invite you to participate at
the following Lecture
TITLE: Probability measure valued polynomial processes
Christa Cuchiero
University of Vienna
ABSTRACT:
We introduce polynomial diffusions taking values in the space of probability mea-
sures on a locally compact Polish space, generalizing the well-known Fleming-Viot process.
We provide a representation of the corresponding extended generators, and prove well-
posedness of the associated martingale problems. In particular, we obtain uniqueness
by establishing a formula for the conditional moments of the solution, which in the
finite-dimensional case reduces to a matrix exponential.
The talk is based on joint work with Martin Larsson and Sara Svaluto Ferro.
LOCATION:
The seminar will be held on Thursday, December 21, at 17.00,
Aula di rappresentanza, Dept. of Mathematics, Milano
University, Via C. Saldini 50, Milano.
Scientific Committee
Prof. Simone Cerreia-Voglio (Univ. Bocconi)
Prof. Marco Frittelli (Univ. degli Studi di Milano)
Prof. Fabio Maccheroni (Univ. Bocconi)
Prof. Massimo Marinacci (Univ. Bocconi)
Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)
Dott. Marco Maggis (Univ. degli Studi di Milano)
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Emanuela Rosazza Gianin
Dipartimento di Statistica e Metodi Quantitativi
Università di Milano Bicocca
Edificio U7 – 4° Piano
Via Bicocca degli Arcimboldi, 8
20126 Milano
Tel. 02 64483208
Fax. 02 64483105
e-mail: emanuela.rosazza1(a)unimib.it
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