一、主题
Some fine well-posedness results on Backward Stochastic Differential Equations
二、摘要
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.
三、主讲人简介
胡瑛,法国雷恩一大特级教授,国际著名随机分析和随机控制专家,研究领域主要涉及随机过程、偏微分方程以及随机控制,特别是在倒向随机微分方程领域做出了卓越贡献。
四、邀请人
王法磊
五、时间
7月21日(周二)15:00-16:00
六、地点
腾讯会议,会议ID:139 492 569
七、主办单位
山东大学数学学院