Tue, 30 May 2023
16:00
L6

Fermionic semiclassical L^p estimates

Ngoc Nhi Nguyen
(University of Milan)
Abstract

Spectral properties of Schrödinger operators are studied a lot in mathematical physics. They can give the description of trapped fermionic particles. This presentation will focus on the non-interacting case. I will explain why it is relevant to estimate L^p bounds of orthonormal families of eigenfuntions at the semiclassical regime and then, give the main ideas of the proof.

Mon, 14 Oct 2019

14:15 - 15:15
L3

Optimal control of stochastic evolution equations via randomisation and backward stochastic differential equations.

MARCO FUHRMAN
(University of Milan)
Abstract

Backward Stochastic Differential Equations (BSDEs) have been successfully applied  to represent the value of optimal control problems for controlled

stochastic differential equations. Since in the classical framework several restrictions on the scope of applicability of this method remained, in recent times several approaches have been devised to obtain the desired probabilistic representation in more general situations. We will review the so called  randomization method, originally introduced by B. Bouchard in the framework of optimal switching problems, which consists in introducing an auxiliary,`randomized'' problem with the same value as the original one, where the control process is replaced by an exogenous random point process,and optimization is performed over a family of equivalent probability measures. The value of the randomized problem is then represented

by means of a special class of BSDEs with a constraint on one of the unknown processes.This methodology will be applied in the framework of controlled evolution equations (with immediate applications to controlled SPDEs), a case for which very few results are known so far.

 

 

 

 

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