Växjö-Trento (Sweden-Italy) Afternoon on Control, Stochastic Processes and Financial Mathematics
10 marzo 2015
March 10, 2015
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Luogo: Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari
| 13:55-14:00 | Opening |
| 14:00-14:30 | Astrid Hilbert, Växjӧ: On Non-Linear Markov Games of Mean-Field Type on Euclidean Spaces. |
| 14:30-15:00 | Rani Basna, Växjӧ: An Epsilon Nash Equilibrium for Non-Linear Markov Games of Mean-Field-Type on a Finite State Space. |
| 15:00-15:30 | Immacolata Oliva, Verona: A Quantization Approach to the Counterparty Credit Exposure Estimation. |
| 15:30-16:00 | Coffee Break |
| 16:00-16:30 | Hiba Nassar, Växjӧ: On the Functional Hodrick-Prescott Filter with Compact and Non-Compact operators. |
| 16:30-16:50 | Francesco Cordoni, Trento: Stochastic Delay Differential Equations with Levy Noise and Applications to Finance. |
| 16:50-17:10 | Giulia Cavagnari, Trento: Time-Optimal Control Systems in the Space of Probability Measure. |
| 17:10-17:30 | Rosario Maggistro, Trento: Thermostatic Approximation of Optimal Control Problems on a Multi-Domain. |
| 17:30-17:50 | Fabio Bagagiolo, Trento: Mean Field Games and Mainstream Games. |
| 19:30 | Dinner |
Referente: Fabio Bagagiolo
