Ομιλητής : Marco Rodrigues από ETH Zürich (https://people.math.ethz.ch/~rodmarco)
Μέρος, ώρα : Παρασκευή 29/09, στις 13:30 στην αίθουσα Σεμιναρίων του Τομέα Μαθηματικών ΣΕΜΦΕ, κτ. Ε ‘, 2ος όροφος.
Τίτλος : Reflections on BSDEs
Περίληψη : “We consider backward stochastic differential equations (BSDEs) and reflected BSDEs in the genereality that will allow a unified study of certain discrete-time and continuous-time control problems on random time horizons. We provide well-posedness results for the BSDEs and reflected BSDEs with optional obstacle process in case of appropriately weighted square-integrable data. This is based on joint work with Dylan Possamaï.