[Random] Seminario di L. Izydorczyk in Bicocca

Lunedì *8 aprile* alle ore *10:30 *nell'*Aula 6 dell'edificio U3* dell'Università di Milano-Bicocca

il Dottor: *Lucas Izydorczyk *(ENSTA-ParisTech, Institut Polytechnique de Paris)

terrà un seminario dal titolo:

*McKean representation of time reversed diffusions*

*Abstract:* It is well-known that, under suitable conditions, the time-reversal of a diffusion process fulfills a stochastic differential equations involving the law marginal densities. The basic idea is here to consider it as the solution of a McKean type problem where the law density unknown. Under natural conditions we show well-posedness for that problem.

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