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
Marco Romito (Uni Pisa)
Franco Flandoli (Scuola Normale Superiore)
Dario Trevisan (Uni Pisa)
Mario Maurelli (Uni Pisa)
Andrea Agazzi (Uni Pisa)
Giovanni Zanco (Uni Siena)
Gianmarco Bet (Uni Firenze)
Francesco Grotto (Uni Pisa)
Katerina Papagiannouli (Uni Pisa)
Alessandra Caraceni (Scuola Normale Superiore)
Maurizio Pratelli (Uni Pisa)
Gian Marco del Sarto (SNS)
Marta Lenzi (SNS)
Eliseo Luongo (SNS)
Silvia Morlacchi (SNS)
Andrea Papini (SNS)
Leonardo Roveri (Uni Pisa)
Federico Butori (SNS)
Francesco Triggiano (SNS)
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