Probability Seminar

Title: (Remote) An Introduction to the Geometry of Backward Stochastic Differential Equations
Speaker: Elton Hsu
Speaker Info: Northwestern University
Brief Description: https://northwestern.zoom.us/j/2175327580
Special Note: https://northwestern.zoom.us/j/2175327580

Backward Stochastic Differential Equation (BSDE) is a popular area research in stochastic analysis, especially in China and France. We will discuss a recently discovered natural relationship between the general form of BSDE and geometry of manifold. It turns out the general form of BSDE studied for many years in probability theory has a completely natural interpretation when viewed over the frame bundle of a smooth manifold. In this talk I will explain this connection from the beginning and use it to discuss the solvability of a class of BSDE with quadratic generator under a convexity condition which hitherto can only be explained naturally from a geometric point of view.
Date: Tuesday, April 14, 2020
Time: 4:00PM
Where: https://northwestern.zoom.us/j/2175327580
Contact Person: Julian Gold
Contact email: gold@math.northwestern.edu
Contact Phone: 857 225 2532
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