Mean-field BSDEs with quadratic growth
报告人: 温家强(南方科技大学)
时间:2026-03-30 14:00-15:00
地点:智华楼四元厅-225
Abstract:
In this talk, I will first briefly introduce the theory of backward stochastic differential equations (BSDEs), and then present some of our recent work on general mean-field BSDEs with quadratic growth, including theoretical results on existence, uniqueness, and comparison theorems, as well as results applicable to particle systems, optimal control problems, financial mathematics, and PDEs.
About the Speaker:
温家强,南方科技大学数学系助理教授、博士生导师,独立PI。2018年博士毕业于山东大学,先后在美国中佛罗里达大学、香港理工大学、南方科技大学等高校从事科研工作。主要研究方向为倒向随机微分方程理论及其应用。近年来在SIAM Journal on Control and Optimization、Annals of Applied Probability、Journal of Differential Equations等期刊发表学术论文20余篇;主持国家自然科学基金面上项目,广东省自然科学基金杰出青年项目等,担任Csiam专委会委员等职务,获深圳市海外高层次人才称号。
Your participation is warmly welcomed!

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