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"
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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/content/workshop-path-dependent-pdes-and-stochastic-equations-with-memory.0000.UNIMIDIRE-30710
Attached the full program
For further information, please contact Salvatore Federico, salvatore.federico@unimi.it