Description Backward stochastic differential equation (BSDE) and its generalized form, Forward-backward stochastic differential equation (FBSDE), have become a ubiquitous tool in mathematical finance...
Event Topic Graduate Student
Description A market with defaultable bonds modelled by equations with L\'evy noise will be considered during the talk. The main aim is to derive conditions under which the market with defaultable...
Event Topic Graduate Student
Description We will use the quasi-invariance problem of Wiener measures as an example to explain the special difficulties of analysis in infinite dimensional spaces that are not present in finite...
Description One of the central questions in biology concerns the formation of complex, highly organized microscopic structures from initially disordered states. Complex ordered structures are...
Event Topic Graduate Student
Description In this lecture we will show examples coming from Biology, Finance, Physics, for which relevant stochastic models present singularities. We will explain why these singularities generate...
Description In this talk, beginning with the classical comparison principles in ODEs, PDES and FDEs, the concept of monotone dynamical system is introduced. Then its basic properties and the generic...
Speaker Sam Shen Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Canada http://www.ualberta.ca/~shen/ Abstract Wu's remarkable finding of upstream-advancing...
