SPASS
Seminari di Probabilità, Analisi Stocastica e Statistica

Seminars in Probability, Stochastic Analysis and Statistics

 

Il prossimo seminario          -          Upcoming seminar


May 14th 2024, 14:00 CET - Aula seminari, Dipartimenti di matematica, UNIPI

Speaker: Yassine Tahraoui (Scuola Normale Superiore)

Title: Stochastic obstacle problems: variational & non variational settings

Abstract: Obstacle problems are free boundary  type problems,  well known in the literature of applied mathematics and lead to numerous applications. My aim is to present some results  about the well-posedness and the regularity of  the solution to a "parabolic or hyperbolic"  obstacle problem in the presence of multiplicative noise,   studied in [1, 2]. After showing the well-posedness of such problems, we prove  Lewy-Stampacchia's inequalities, which gives an estimate of the reflected measure generated by the singularities caused by the obstacle near the free boundary.

[1]I. H. Biswas, Y. Tahraoui and G. Vallet: Obstacle problem for a stochastic conservation law and Lewy-Stampacchia inequality.   Journal of Mathematical Analysis and Applications, 527 (1) 127356 (2023)

[2]Y. Tahraoui and G.Vallet: Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem.  Stochastic Partial Differential Equations: Analysis and Computations 10, 90-125 (2022).



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SPASS nasce nel 2011 per raccogliere i seminari sui temi che ne compongono l'acronimo organizzati a Pisa, al Dipartimento di Matematica e alla Scuola Normale Superiore. A partire dal 2022 la piattaforma si estende al gruppo di ricerca in Probabilità delle Università di Firenze e Siena. 

SPASS dates back to 2011, when it was created as a joint seminar group in Pisa on the subjects composing the acronym, at the Department of Mathematics and Scuola Normale Superiore. In 2022 the research groups in Probability Theory of Universities of Florence and Siena joined the group.

Organizzatori

Andrea Agazzi e Francesco Grotto sono ricercatori al Dipartimento di Matematica dell'Università di Pisa.

Organizers

Andrea Agazzi and Francesco Grotto are researchers at the Department of Mathematics at University of Pisa.


Gianmarco Bet è ricercatore al Dipartimento di Matematica dell'Università di Firenze; Alessandra Caraceni è ricercatrice presso la Scuola Normale Superiore; Giovanni Zanco è ricercatore al Dipartimento di Matematica dell'Università di Siena.

Gianmarco Bet is a researcher at the Department of Mathematics at University of Florence; Alessandra Caraceni is a researcher at Scuola Normale Superiore; Giovanni Zanco is a researcher at the Department of Mathematics at University of Siena.

 

 

The SPASS Research Group




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