Kolloquien und Oberseminare Übersicht Detail

Vortragende Person/Vortragende Personen:
Federica Gregorio (Università degli Studi di Salerno, Italy)

Diese Veranstaltung ist Teil der Veranstaltungsreihe „Frauen in der Mathematik“.

Abstract: Recently the interest in operators with unbounded coefficients has grown considerably due to their numerous applications in many fields of science, such as quantum mechanics, fluid dynamics, e.g., in the study of Navier-Stokes equations with a rotating obstacle. Moreover the main applications are in stochastic analysis and mathematical finance, where stochastic models lead to equations with unbounded coefficients, e.g., the well known Black-Scholes equation and some structure models of interest rate derivatives. This class of operator is a generalisation of the operators with bounded coefficients and historically, in the mathematical literature, the subject is studied using several approaches, with ideas and methods from partial differential equations, Dirichlet forms, stochastic processes, stochastic differential equations.