题  目：Forward-BackwardSDEs with Distributional Coefficients

报告人：井帅，中央财经大学管理科学系副教授

时  间：2016年9月14日上午10:00-11:00

地  点：金融工程研究中心105学术报告厅

摘要：In this talk we consider a class ofmultidimensional forward-backward stochastic differential equations (FBSDEs)with distributional coefficients. In particular some of the coefficients areelements of a Sobolev space with negative derivation order. We introduce thenotion of virtual solution for the FBSDE and show its existence, and in certaincases its uniqueness. Moreover we establish a non-linear Feynman-Kacrepresentation formula for the FBSDE and the associated semi-linear secondorder parabolic PDE. The latter equation involves distributional coefficientsof the same kind, and it is analysed using mild solutions and semigroup theory.This is a joint work with E. Issoglio.

报告人简介：井帅 中央财经大学管理科学系副教授，获山东大学运筹学与控制论博士学位，法国西布列塔尼大学(Universitéde Bretagne Occidentale) 数学博士学位，师从山东大学彭实戈院士，法国国家一级教授 Rainer Buckdahn 教授。