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de Finetti Risk Seminars / Christa Cuchiero 21 dicembre 2017

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture
 
 
TITLE: Probability measure valued polynomial processes
 
 
Christa Cuchiero
University of Vienna

ABSTRACT:

We introduce polynomial diffusions taking values in the space of probability measures on a locally compact Polish space, generalizing the well-known Fleming-Viot process.
We provide a representation of the corresponding extended generators, and prove well-posedness of the associated martingale problems. In particular, we obtain uniqueness by establishing a formula for the conditional moments of the solution, which in the finite-dimensional case reduces to a matrix exponential.
The talk is based on joint work with Martin Larsson and Sara Svaluto Ferro.



LOCATION:
The seminar will be held on Thursday, December 21, at 17.00, 
Aula di rappresentanza, Dept. of Mathematics, Milano 
University, Via C. Saldini 50, Milano.


Scientific Committee
 
Prof. Simone Cerreia-Voglio (Univ. Bocconi)
Prof. Marco Frittelli (Univ. degli Studi di Milano)
Prof. Fabio Maccheroni (Univ. Bocconi)
Prof. Massimo Marinacci (Univ. Bocconi)
Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)
Dott. Marco Maggis (Univ. degli Studi di Milano)
19 dicembre 2017
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