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)
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, Financial/Actuarial Mathematics Seminar - Department of Mathematics |
