Seminari del Dipartimento di Matematica

Seminario del 2021

A product-space approach to path-dependent PDEs

nel ciclo di seminari: SEMINARI DI PROBABILITÀ

probabilità

We will discuss how the so-called product space framework, introduced in the '70s to represent delayed systems, can be effectively implemented to study well posedness of Kolmogorov-type PDEs with path-dependent coefficients. We will present results on linear and semilinear PDEs and as well as some related tools of stochastic calculus in Banach spaces.