Probabilistic Interpretation for a System of Quasilinear Parabolic Partial Differential-Algebraic Equations
报告人：于志勇
报告地点：数学与统计学院617室
报告时间：2019年10月11日星期五16:00-17:00
邀请人：魏庆萌
报告摘要：
In this talk, we study a kind of system of second order quasilinear parabolic partial differential equations combined with algebraic equations. By introducing a family of coupled forward-backward stochastic differential equations, and by virtue of some delicate analysis techniques, we give a probabilistic interpretation for it in the viscosity sense and in the classical sense.
主讲人简介：
于志勇，山东大学数学学院教授，博士生导师。主要从事随机控制与随机微分博弈、倒向随机微分方程，和金融数学方面的研究。
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