报告题目：  Multi-valued (backward) stochastic differential equations driven by G-Brownian motion

报告人：任永  安徽师范大学

报告时间：3月28日 2:00-3:00

地点：1518

摘要：

In this talk, I firstly introduce the theory of G-Brownian motion and Ito calculus established mainly by Prof. Shige Peng. In the second part, I will give our works on multi-valued stochastic differential equations and its related stochastic optimal control. In the third part, I will briefly introduce our works on multi-valued backward stochastic differential equations and its application in the probabilistic interpretation in a class of multi-valued nonlinear PDEs.

The second part work will appear in International Journal of Control and the last part work will appear in Mathematical Methods in the Applied Sciences.