Seminario di Analisi – Martedi 6 Febbraio 2024 – Aula Professori I livello DMA

Francesca Anceschi (Università Politecnica delle Marche – Ancona)

“Harnack inequalities & quantitative estimates for Kolmogorov equations with rough coefficients”

In this talk, we will present a Harnack inequality and quantitative a priori estimates, such as Poincaré inequalities and L²-L∞ estimates, for weak solutions to Kolmogorov equations with rough coefficients. Furthermore, we will show some applications of these regularity results to problems arising in various contexts, such as the option pricing problem or the mean field analysis of population dynamics.