EVENT DETAILS AND ABSTRACT

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
Abstract:

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.