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报告题目: Anticipated backward stochastic differential equations with quadratic growth
报 告 人: 温家强 博士
报告人所在单位: 南方科技大学
报告日期: 2021-12-09
报告时间: 9:30–10:30
报告地点: 腾讯会议号:166 460 392 密码:200433
   
报告摘要:
In this talk, I will introduce the background of the theory of backward stochastic differential equations (BSDEs, for short) firstly. Then, the recent development and some open problems of BSDEs will be presented. Finally, concerning our latest work, I will introduce the solvability of anticipated backward stochastic differential equations with quadratic growth, which including the case of the one-dimensional situation and multi-dimensional situation. It should be pointed out that in these BSDEs, the generator f, which is of quadratic growth in Z, involves not only the present information of solution (Y, Z) but also its future one. The existence and uniqueness of such BSDEs, under different conditions, are derived for several terminal situations, including small terminal value, bounded terminal value, and unbounded terminal value. 


   
本年度学院报告总序号: 337

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