NOTE: All seminars are held in person at the Department of Mathematics in Via Carlo Alberto 10, Turin.
First semester 2025/2026
Wed 29 October, 2025. Sala S, Palazzo Campana, 12:00-13:00
Mladen Savov (Sofia University)
Title: The inverse first-passage time problem for stochastic processes including Lévy processes and diffusions
Abstract: In this talk we consider the inverse first-passage time problem which consists in determining whether for a given positive random variable and a stochastic process X there is a deterministic curve such that the passage of X above it has the law of the given positive random variable. We discuss the existence and the uniqueness of those curves for arbitrary positive random variables. We exemplify our results for Lévy processes and diffusions.
This is joint work with Alexander Klump.
TBC - Wed 19 November, 2025. room tba , Palazzo Campana, 12:00-13:00
Ivana Valentić (University of Zagreb)
Title: tba
Abstract: tba
Organized by
Bruno Toaldo: bruno.toaldo@unito.it
Elena Issoglio: elena.issoglio@unito.it
Sponsors
Department of Mathematics "Giuseppe Peano", University of Torino