BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Institute of Mathematics and Informatics - ECPv6.0.8//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-ORIGINAL-URL:https://math.bas.bg
X-WR-CALDESC:Събития за Institute of Mathematics and Informatics
REFRESH-INTERVAL;VALUE=DURATION:PT1H
X-Robots-Tag:noindex
X-PUBLISHED-TTL:PT1H
BEGIN:VTIMEZONE
TZID:Europe/Sofia
BEGIN:DAYLIGHT
TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20250330T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
TZNAME:EET
DTSTART:20251026T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Europe/Sofia:20251015T150000
DTEND;TZID=Europe/Sofia:20251015T170000
DTSTAMP:20260427T220218
CREATED:20251006T195108Z
LAST-MODIFIED:20251006T195108Z
UID:18312-1760540400-1760547600@math.bas.bg
SUMMARY:Семинар по приложна математика
DESCRIPTION:Следващата сбирка на Семинара по приложна математика ще се проведе на 15.10 (сряда) от 15:00 в зала 503 на ИМИ-БАН. \nДоклад на тема \nStochastic scattering control of Walsh’s spider diffusion with optimal diffraction probability measure selected from its own local-time\nще изнесе Исаак Охави\, който работи в обалсти като стохастичен контрол\, стохастична оптимизация и частни диференциални уравнения. \nAbstract: In this talk\, we start by giving a short introduction on “classical” stochastic control theory and its connection with second order nonlinear PDE theory. Then\, we present Walsh’s spider diffusions living on a star-shaped network\, and explain how these processes are at the origin of new problems of stochastic scattering control. A main direction is to focus and understand precisely their behavior and local time at the vertex. Thereafter\, we will give the main ideas\, steps and mathematical directions that I have recently undertaken in order to finally be able to prove existence and weak uniqueness of a spider’s motion having a spinning measure depending on its own local time. \nThe stochastic control problem aims to understand how the spider particle is diffracted at the vertex. The key point is to use the new boundary condition at the junction point\, called: nonlinear local-time Kirchhoff’s boundary condition and the recent advances I have obtained in the analysis of nonlinear partial differential equations in the viscosity framework. \nReferences:  \n–Comparison principle for Walsh’s spider HJB equations with non linear local time Kirchhoff’s boundary transmission. Journal of Mathematical Analysis and Applications\, 547 (2)\, 2025. \n-Martingal problem for a Walsh’s spider diffusion with spinning measure selected from its own local time. Accepted January 2025. Electronic Journal of Probability\, Volume 30\, paper\nno 22\, 2025.\n-Well posedness of linear parabolic partial differential equations posed on a star-shaped network with local time Kirchhoff’s boundary condition at the vertex. Journal of Mathematical Analysis and Applications\, 537 (2)\, 2024. \n-Stochastic scattering control of spider diffusion governed by an optimal probability diffraction measure selected from its own local time. Submitted 2025\, Arxiv arXiv:2501.18057
URL:https://math.bas.bg/event/%d1%81%d0%b5%d0%bc%d0%b8%d0%bd%d0%b0%d1%80-%d0%bf%d0%be-%d0%bf%d1%80%d0%b8%d0%bb%d0%be%d0%b6%d0%bd%d0%b0-%d0%bc%d0%b0%d1%82%d0%b5%d0%bc%d0%b0%d1%82%d0%b8%d0%ba%d0%b0-15/
LOCATION:Институт по математика и информатика – БАН\, Block 8\, 1113 БАН IV км.\, София\, Bulgaria
CATEGORIES:Редовен семинар
END:VEVENT
END:VCALENDAR