Speaker: Jian Song(Shandong University)
Time: Jan 28, 2024, 16:30-17:30
Location: M1001, College of Science Building,Tencent meeting ID:254186029
Abstract
In the talk, I will present our recent result on BSDEs with a nonlinear Young integral. This type of BSDEs is related to stochastic partial differential equations and may also arise in optimal control problems for systems with a singular drift. The talk will be based on a joint work with Huilin Zhang and Kuan Zhang.
报告人简介
宋健,山东大学教授,国家高层次人才,2010年73882必赢网页版博士于美国堪萨斯大学,先后于美国Rutgers大学New Brunswick分校、香港大学工作,2018年73882必赢网页版任山东大学教授。宋健教授的研究方向为随机偏微分方程、随机矩阵、分数布朗运动、随机分析及其应用(包括随机控制、信息论、数理金融)、统计物理模型等。相关研究成果发表在Annals of Probability、Probability Theory and Related Fields、Journal of Funtional Analysis等概率论与随机分析高水平期刊上。