Dear all, this is to announce the following:
*Joint Seminar*: Dipartimento di Matematica – Centro Internazionale per la Ricerca Matematica (CIRM)
BSDEs with time-delayed generators and associated path-dependent nonlinear Kolmogorov equations
Thursday, 19th of April 2018
*Place*: Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari "-1" Time: 10:30
*Speaker*:
Adrian Zalinescu (Universitatea Alexandru Ioan Cuza - Iaşi, Romania)
*Abstract*:
We study the existence and uniqueness for a path-dependent nonlinear Kolmogorov equation. The result is obtained by a stochastic approach, by proving a new type of nonlinear Feynman–Kac representation formula associated to a backward stochastic differential equation with time–delayed generator which is of non–Markovian type.
The initiative is funded by the Research in Pairs project [ FBK-CIRM - https://cirm.fbk.eu/research-pairs ]
“PATH DEPENDENT PARTIAL DIFFERENTIAL EQUATIONS WITH NONLINEAR BOUNDARY CONDITIONS”
( L. Di Persio, L. Maticiuc, A. Zalinescu )
__ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968