Stochastic Analysis, Stochastic Partial Differential Equations and Applications to Fluid Dynamics and Particle Systems
timetable:
Tue 4 Apr, 14:30 - 15:10, Aula Dini
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seminar: Some results on backward stochastic differential equations in infinite dimensions
speaker: Marco Fuhrman (Politecnico di Milano)abstract: We consider backward stochastic differential equations, in the sense of Pardoux-Peng, when some of the underlying or unknown processes take values in infinite dimensional spaces. Under various assumptions we prove an existence result in the case when the driver is only continuous. We apply our results to a stochastic game problem with infinitely many players.
timetable:
Tue 4 Apr, 14:30 - 15:10, Aula Dini
<< Go back