In this talk, we introduce backward stochastic differential equations. They have many applications in different fields of mathematics, despite that they've only been studied since the 1990s. We review some important general results as well as some applications, their link to partial differential equations and how they relate to the different fields of mathematics.
타이거 세미나
제목 | (영문발표 20171116 Backward Stochastic Differential Equations Part 2) Bueker Ole |
---|---|
내용 |
|
첨부 |
BK세미나_(20171116_Bueker Ole).pptx
|