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 | (영문발표, 20180419,Forward-backward SDE, Part 2) Bueker Ole |
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