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 )