Monday, April 10th Aula M1.1 Ruffini Dipartimento FIM
- 9:15-9:30 Opening
- 9:30-10:20 Veretennikov – On Poisson equations with potentials in the whole space
- 10:20-11:10 Menozzi – L^p Estimates For Degenerate Non-Local Kolmogorov Operators
Coffee Break
- 11:40-12:20 Guardasoni – Efficient Method for Barrier Option Evaluation
- 12:20-13:00 Cibelli – Sharp estimates for Geman-Yor processes and applications to Arithmetic Average Asian options
Lunch
- 14:30-15:20 Orsingher – Parabolic, Hyperbolic and Fractional equations arising in the field of stochastic processes
- 15:20-16:10 Priola – Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
- 16:10-17:00 Chaudru de Raynal – Smoothing properties of degenerate Kolmogorov Equations of weak Hörmander type: application to regularization by stochastic drift
20:30 Dinner
Tuesday, April 11th Aula M1.3 Dipartimento FIM
- 9:10-10:00 Konakov – Random walks in non homogeneous Poissonian environment
- 10:00-10:50 Honoré – Non-asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion
Coffee Break
- 11:20-12:10 Issoglio – FBSDEs with distributional coefficients
- 12:10-13:00 Chamorro – Non Linear Singular Drifts and Fractional Operators: when Besov meets Morrey and Campanato
Lunch
- 14:20-15:10 Lanconelli – Nash estimates and upper bounds for non-homogeneous Kolmogorov equations
- 15:10-16:00 Pascucci – Stochastic Kolmogorov equations