Probability & Statistics Seminar

Backward stochastic differential equations with nonlinear Young driver

  • 演讲者:宋健(山东大学)

  • 时间:2024-01-28 16:30-17:30

  • 地点:理学院大楼M1001,腾讯会议 ID:254186029


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.


宋健,山东大学教授,国家高层次人才,2010年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。