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Financial Math Seminar

Well-posedness of high dimensional degenerate SDEs

演讲者:张伏(上海理工大学)

时间: 2021-03-30 15:50-16:50

地点:腾讯会议 ID 335 975 903

A Global Maximum Principle for Stochastic Optimal Control Problems with Delay and Applications

演讲者:史敬涛(山东大学)

时间: 2021-03-23 15:50-16:50

地点:腾讯会议 ID 703192322

Optimal Consumption with Reference to Past Spending Maximum

演讲者:李迅(香港理工大学)

时间: 2020-12-10 16:00-17:00

地点:腾讯会议 ID 748987277

Forward-Backward Doubly Stochastic Differential Equations with Random Jumps and Related Games

演讲者:朱庆峰(山东财经大学)

时间: 2020-12-09 19:00-20:00

地点:腾讯会议 ID 613533705

量化投资和数字经济中的新技术

演讲者:石玉峰(山东大学)

时间: 2020-12-07 10:00-11:00

地点:腾讯会议 ID 588665778

Some fine well-posedness results on Backward Stochastic Differential Equations

演讲者:胡瑛(雷恩第一大学)

时间: 2020-10-21 15:00-16:00

地点:腾讯会议 ID 257911419

Indefinite Mean-Field Type Linear-Quadratic Stochastic Optimal Control Problems

演讲者:李娜(山东财经大学)

时间: 2020-09-17 15:00-16:00

地点:腾讯会议 ID 200406427

Consensusability of multi-agent systems with time delay and/or packet dropout

演讲者:徐娟娟(山东大学)

时间: 2020-08-28 15:20-16:20

地点:腾讯会议 ID 928191351

On time inconsistent stochastic linear quadratic problems

演讲者:王天啸(四川大学)

时间: 2020-08-18 15:00-16:00

地点:腾讯会议 ID 593873380

Dynamic Programming Approach for Optimal Control Problems with State Constraints

演讲者:雍炯敏 (中佛罗里达大学)

时间: 2020-06-18 09:00-10:00

地点:Tencent meeting ID: 470155086

Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights

演讲者:魏庆萌(东北师范大学)

时间: 2020-06-04 14:00-15:00

地点:腾讯会议 ID 758726766

Controllability, Observability and Stabilization for Stochastic Partial Differential Equations

演讲者:吕琦(四川大学)

时间: 2020-06-03 15:00-16:00

地点:腾讯会议 ID 936572188

Path-dependent Partial Differential Equations

演讲者:Christian Keller(中佛罗里达大学)

时间: 2019-12-30 16:00-17:00

地点:慧园3栋 415报告厅

Random Sampling and Reconstruction in Some Signal Spaces

演讲者:冼军(中山大学)

时间: 2019-12-28 10:45-11:30

地点:慧园3栋 415报告厅

The Tail-null-space-property and the Stability of the Tail-minimization Approach in Compressed Sensing with or without Frames

演讲者:李世东(旧金山州立大学)

时间: 2019-12-28 10:00-10:45

地点:慧园3栋 415报告厅

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