一、题目：

SDEs with Normal Constraints in Law and Mean Field Limit of Related Interacting Particle Systems

二、主讲人：

Ying HU

三、摘要：

In this talk we investigate the well-posedness of backward or forward stochastic differential equations whose law is constrained to live in an a priori given (smooth enough) set and which is reflected along the corresponding “normal” vector. We also study the associated interacting particles system reflected in mean field and asymptotically described by such equations. Eventually, we connect the forward and backward stochastic differential equations with normal constraints in law with partial differential equations stated on the Wasserstein space and involving a Neumann condition in the forward case and an obstacle in the backward one.

四、主讲人简介：

Prof. Ying HU got his Ph.D. at Fudan University, Shanghai. Then he made researches at Marseille, Lyon, Lausanne, Clermont-Ferrand before joining University of Rennes 1 as a full professor. His main contributions include utility maximization in incomplete markets and well-solvability of BSDEs.

五、邀请人：

聂天洋 数学学院教授

六、时间：

5月24日（周二）15:00-16:00

七、地点：

腾讯会议

八、联系人：

聂天洋，联系方式：nietianyang@sdu.edu.cn

九、主办方：

山东大学数学学院