讲座题目：BSDEs driven by G-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs
主讲人：胡明尚 教授
主持人🧽：危佳钦 教授
开始时间🧖🏽♂️：2024-12-09 13:30
讲座地址🫵🏽：普陀校区理科大楼A1514
主办单位：统计学院
报告人简介🉑：
胡明尚🧎🏻♂️，山东大学中泰证券金融研究院教授，博士生导师🍁，山东省泰山学者青年专家。主要研究方向为非线性期望、倒向随机微分方程🏄🏿♂️👩🏻🚒、随机控制🏟、金融数学等。在Transactions of the American Mathematical Society, SIAM Journal on Control and Optimization, Stochastic Processes and their Applications, Journal of Differential Equations 等杂志发表论文30余篇。近年来🤕，主持国家自然科学基金数学天元基金重点专项1项，主持完成国家自然科学基金面上项目1项。
报告内容👨🦳：
We obtain the existence and uniqueness theorem for backward stochastic differential equation driven by G-Brownian motion (G-BSDE) under degenerate case. Moreover, we propose a new probabilistic method based on the representation theorem of G-expectation and weak convergence to obtain the regularity of fully nonlinear PDE associated to G-BSDE. This is a joint work with Shaolin Ji and Xiaojuan Li.
