In this talk I will introduce the theory of forward-backward SDEs (FBSDEs) with random and non-random coefficients. In part 1, we will focus on the basic theorems and general methods that are used for solving FBSDEs. In part 2 I will show an equivalence relationship between the wellposdeness of FBSDE with random coefficients and that of backward stochastic PDEs.
타이거 세미나
제목 | (국문발표, 20180417,Forward-backward SDE, Part 1) Bueker Ole |
---|---|
내용 |
|
첨부 |