Some recent well-posedness results on Backward Stochastic Differenctial Equations

Professor Ying Hu
Date & Time
04 Nov 2021 (Thu) | 04:00 PM - 05:00 PM
Venue
Online via ZOOM

ABSTRACT

The aim of this talk is to give some recent well- posedness results for scalar valued Backward Stochastic Differential Equations (BSDEs) when the generator has a sublinear growth, linear growth, superlinear growth, subquadratic growth, quadratic growth and superquadratic growth in the second variable. In each of these six cases, we give some precise conditions for terminal random variables to guarantee the existence and uniqueness of the solution. On the other hand, we give a few results on multi- dimensional BSDEs with quadratic growth whose solvability remains largely open. Finally we mention some perspectives of related research on FBSDE, mean-field FBSDE, G-BSDEs, second-order BSDEs, Volterra BSDEs, etc.

Zoom Link:

https://cityu.zoom.us/j/93922210362?pwd=dmQrb1FxcTJNOGgxeGhaYWNHM0o3Zz09

Meeting ID:939 2221 0362

Password: 838257