报告题目：Quadratic G-BSDEs with convex generators and unbounded terminal conditions
报告人：王法磊教授（山东大学）
主持人：李娜教授
报告地点：燕山校区1号教学楼1502
报告时间：2023年7月16日（周日）15:00—16:00
主办单位：山东财经大学统计与数学学院
摘要：In this paper, we first study one-dimensional quadratic backward stochastic differential equations driven by G-Brownian motions with unbounded terminal values. With the help of a θ-method of Briand and Hu (2008) and nonlinear stochastic analysis techniques, we propose an approximation procedure to prove existence and uniqueness result when the generator is convex (or concave) and terminal value is of exponential moments of arbitrary order. Finally, we also establish the well-posedness of multi-dimensional G-BSDEs with diagonally quadratic generators. This talk is based on the joint work with Prof. Hu and Prof. Tang.
个人简介：王法磊，山东大学教授，曾于2016-2017年在法国雷恩一大从事博士后研究工作，主要从事倒向随机微分方程与非线性期望理论的研究，在Stochastic Processes and their Application, Electronic Journal of Probability，SIAM Journal on Control and Optimization等随机分析与随机控制学术期刊发表论文二十余篇。