Seminar on Stochastics and PDEs: Xilin Zhou

Event information

Event date
-
Event type
Public lectures, seminars and round tables
Event language
English
Event accessibility
Event space is accessible for all
Event payment
Free of charge
Event location category
Mattilanniemi

Title: Introduction to forward backward differential equations, solvability and uniqueness

Abstract:  This is an introductory talk about forward backward differential equations (FBSDE).
In this talk, I will give some motivations for investigating the FBSDE,
and introduce several methods to obtain the solvability of FBSDE under different conditions on the coefficients.

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