勷勤数学•专家报告

题      目：BSDEs driven by G-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs

报  告  人：胡明尚 教授  (邀请人：杨舟)

                                               山东大学

时      间：5月19日  10：00-11：10

地     点：数科院西楼二楼会议室

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。

摘      要：

      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.

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