Mini course announcement

Prof. Viorel Barbu [ Romanian Academy and University Al.I.Cuza ] will give a mini course on  SDEs, SPDEs and applications, at the Department of Computer Science, University of Verona, with the following calendar of lessons

Monday: 20/4 - 27/4 - 4/5

Wednesday: 22/4 - 29/4

All the lessons will start at 14:30 with a forecasted duration of 3 hours each.

Possible additional lessons will be decided during the course.

The tentative programme is the following:

1) STOCHASTIC DIFFERENTIAL EQUATIONS
Existence theory, examples to stock prices, Langevin equation,
Ornstein-Uhlenbeck processes,Feynman-Kac formula

2) APPLICATIONS TO CONTROL PROBLEMS
Stochastic HJB and stochastic control problems

3) STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
Infinite dimensional stochastic integral, Stochastic linear diffusion
equation, stochastic reaction diffusion equation,stochastic porous media
equation

All the lessons will be given here

https://goo.gl/maps/Yx2JU

Ca' Vignal 2,   first floor ,  Room M.

Do not hesitate to contact me for further details: luca.dipersio@univr.it