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Financial/Actuarial Mathematics Seminar

Obliquely Reflected BSDEs
Wednesday, June 7, 2017
4:00-5:00 PM
1360 East Hall Map
I will present in this talk new existence and uniqueness results for obliquely reflected BSDEs. We relax structural condition on the reflection and the domain that where needed before. I will also comment on some applications to stochastic control problem.

This is a joint work with Adrien Richou (Université de Bordeaux) Speaker(s): Jean-Francois Chassagneux (Paris 7)
Building: East Hall
Event Type: Workshop / Seminar
Tags: Mathematics
Source: Happening @ Michigan from Department of Mathematics