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)
****************************************************
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@unimib.it
*****************************************************