CRM: Centro De Giorgi
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Evolution Equations for Deterministic and Stochastic Systems

23 May 2005 - 26 May 2005

Timetable

Date Time Speaker Room
Mon 23 May 8:30- 10:20 Schachermayer, Walter
"Optimal Investment in Incomplete Financial Markets"
Aula Dini
10:40- 12:30 Cannarsa, Piermarco
"Carleman estimates for parabolic operators with application to unique continuation and controllability"
Aula Dini
14:30- 15:10 Veraar, Mark
"Strong solutions of stochastic evolution equations in UMD Banach spaces"
Aula Dini
15:20- 16:00 Zalinescu, Adrian
"Hamilton-Jacobi-Bellman equations associated to SDEs driven by symmetric stable processes"
Aula Dini
16:20- 17:00 Sforza, Daniela
"Carleman type estimates for parabolic integro-differential equations"
Aula Dini
17:10- 17:50 Masiero, Federica
"Hamilton Jacobi Bellman equations in Banach spaces"
Aula Dini
18:00- 18:40 Zlateva, Nadya
"On Lipschitz Regularity of Minimizers of a Calculus of Variations Problem with non Locally Bounded Lagrangians"
Aula Dini
Tue 24 May 8:30- 10:20 Schachermayer, Walter
"Optimal Investment in Incomplete Financial Markets"
Aula Dini
10:40- 12:30 Buckdahn, Rainer
"An Introduction to Backward Stochastic Differential Equations and Their Applications"
Aula Dini
14:30- 15:10 Batkai, Andras
"Polynomial stability of dissipative systems"
Aula Dini
15:20- 16:00 Fragnelli, Genni
"Controllability of semilinear degenerate parabolic equations"
Aula Dini
16:20- 17:00 Gombao, Sophie
"Hamilton Jacobi Equation for control problems of parabolic equations"
Aula Dini
17:10- 17:50 Teichmann, Josef
"Calculation of Greeks for Jump-Diffusions"
Aula Dini
18:00- 18:40 Guatteri, Giuseppina
"The stochastic Tikhonov Theorem in infinite dimensions"
Aula Dini
Wed 25 May 8:30- 10:20 Schachermayer, Walter
"Optimal Investment in Incomplete Financial Markets"
Aula Dini
10:40- 12:30 Cannarsa, Piermarco
"Carleman estimates for parabolic operators with application to unique continuation and controllability"
Aula Dini
14:30- 15:10 Buckdahn, Rainer
"An Introduction to Backward Stochastic Differential Equations and Their Applications"
Aula Dini
15:20- 16:00 Buckdahn, Rainer
"An Introduction to Backward Stochastic Differential Equations and Their Applications"
Aula Dini
16:20- 17:00 Giorgieri, Elena
"Asymptotic behavior of growing sandpiles"
Aula Dini
18:00- 18:40 Confortola, Fulvia
"Dissipative backward stochastic differential equations with locally lipschitz nonlinearities"
Aula Dini
Thu 26 May 8:30- 10:20 Cannarsa, Piermarco
"Carleman estimates for parabolic operators with application to unique continuation and controllability"
Aula Dini
10:40- 12:30 Buckdahn, Rainer
"An Introduction to Backward Stochastic Differential Equations and Their Applications"
Aula Dini
14:30- 15:10 Marchini, Elsa Maria
"Existence and lipschitzianity of optimal trajectories for the Bolza optimal control problem"
Aula Dini
15:20- 16:00 Walther, Mario
"One-Dimensional Stochastic Differential Equations Driven by Continuous Local Martingales"
Aula Dini
16:20- 17:00 van Gaans, Onno
"On Emery's inequality for stochastic integrals and a"
Aula Dini
17:10- 17:50 Serea, Oana Silvia
"Characterization of the value function corresponding to differential games with order"
Aula Dini
18:00- 18:40 Haase, Markus
"Functional Calculus and Interpolation Spaces"
Aula Dini