Seminar announcement [ A. Zalinescu at UniTn Dept.Math. FBK-CIRM initiative ]
Dear all, this is to announce the following: *Joint Seminar*: Dipartimento di Matematica – Centro Internazionale per la Ricerca Matematica (CIRM) BSDEs with time-delayed generators and associated path-dependent nonlinear Kolmogorov equations Thursday, 19th of April 2018 *Place*: Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari "-1" Time: 10:30 *Speaker*: Adrian Zalinescu (Universitatea Alexandru Ioan Cuza - Iaşi, Romania) *Abstract*: We study the existence and uniqueness for a path-dependent nonlinear Kolmogorov equation. The result is obtained by a stochastic approach, by proving a new type of nonlinear Feynman–Kac representation formula associated to a backward stochastic differential equation with time–delayed generator which is of non–Markovian type. The initiative is funded by the Research in Pairs project [ FBK-CIRM - https://cirm.fbk.eu/research-pairs ] “PATH DEPENDENT PARTIAL DIFFERENTIAL EQUATIONS WITH NONLINEAR BOUNDARY CONDITIONS” ( L. Di Persio, L. Maticiuc, A. Zalinescu ) __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <http://www.hpa8.com/>
participants (1)
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Luca di persio