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发表时间:2019-06-14 阅读次数:212次
报告题目: Lp-Theory for Forward-Backward Stochastic Differential Equations
报 告 人:雍炯敏 教授 (Prof. Jiongmin Yong)
报告人所在单位:中佛罗里达大学
报告日期:2019-06-14 星期五
报告时间:16:00-17:00
报告地点:光华楼东主楼1501
  
报告摘要:

For forward-backward stochastic differential equations (FBSDEs, for short), under proper conditions, adapted solution exists in the L2 spaces. It is natural to ask whether these adapted solutions are in Lp spaces. Such a result plays some essential roles in some stochastic optimal control problems. In this talk, we will present some results on Lp-adapted solutions to FBSDEs and will pose some open questions. 

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本年度学院报告总序号:129

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