报 告 人：罗鹏，上海交通大学数学科学学院副教授

报告时间：2021年11月17日下午3点—4点

报告地址：腾讯会议号128446520

摘    要：

The present paper is devoted to the study of the well-posedness of a type of BSDEs with triangularly quadratic generators. This work is motivated by the recent results obtained by Hu and Tang [14] and Xing and Zitkovic [28]. By the contraction mapping argument, we first prove that this type of triangularly quadratic BSDEs admits a unique local solution on a small time interval whenever the terminal value is bounded. Under additional assumptions, we build the global solution on the whole time interval by stitching local solutions. Finally, we give solvability results when the generators have path dependence in value process.

报告人简介：

罗鹏，上海交通大学数学科学学院副教授，德国康斯坦茨大学博士，研究方向为随机分析、金融数学。