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Some fine well-posedness results on Backward Stochastic Differential Equations

作者:   时间:2020-07-20   点击数:

Title: Some fine well-posedness results on Backward Stochastic Differential Equations

Keynote Speaker: Hu Ying

Abstract:

The aim of this talk is to discuss well-posedness for Backward Stochastic Differential Equations (BSDEs) when the generator has a linear growth, sub-quadratic growth, quadratic growth and super-quadratic growth in the second variable. In each of these four cases, we give some precise conditions for terminal random variables to guarantee the existence and uniqueness of the solution.

Introduction to the Speaker:

Hu Ying, special-class professor in the University of Rennes, internationally renowned expert in stochastic analysis and stochastic control, mainly studies stochastic process, partial differential equation, and stochastic control, and has made outstanding contributions in the field of backward stochastic differential equations.

Inviter:

Wang Falei

Time:

July 21 (Tuesday)  15:00-16:00

Location:

Tencent Conference, ID: 139 492 569

 

 

Sponsored by: School of Mathematics, Shandong University

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