Presented By: Department of Mathematics
Financial/Actuarial Mathematics Seminar
Obliquely Reflected BSDEs
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)
Explore Similar Events
-
Loading Similar Events...