WORKSHOP “PATH-DEPENDENT PDEs AND STOCHASTIC EQUATIONS WITH MEMORY” Friday, January 23rd, 2015
Dipartimento di Economia, Management e Metodi Quantitativi Via Conservatorio 7, Milano Aula Seminari
TALKS:
- Nizar Touzi, Ecole Polytechnique, Paris, "Comparison of viscosity solutions of semilinear path-dependent PDE" - Zhenjie Ren, Ecole Polytechnique, Paris, "Viscosity solution of semi linear path dependent PDE: Existence via Perron’s method" - Andrea Cosso, Universite' Paris Diderot, "Viscosity solutions for path-dependent PDEs in infinite dimension, I" - Mauro Rosestolato, LUISS, Roma, "Viscosity solutions for path-dependent PDEs in infinite dimension, II" - Federica Masiero, Universita' di Milano Bicocca, "Optimal control of stochastic delay equation via the Pontryagin maximum principle" - Giovanni Zanco, Universita' di Pisa, "Infinite dimensional methods in path-dependent SDEs and PDEs" - Cecilia Prosdocimi, LUISS, Roma, "Appreciating the past to value the future"
Link: http://www.demm.unimi.it/ecm/home/aggiornamenti-e-archivi/tutte-le-notizie/c...
Attached the full program
For further information, please contact Salvatore Federico, salvatore.federico@unimi.it salvatore.federico@unimi.it