Backward Stochastic Differential Equations and Their Applications
Adrien Richou, Associate Professor at the University of Bordeaux (https://www.math.u-bordeaux.
Backward Stochastic Differential Equations (BSDEs) were introduced in a non-linear setting by \'Etienne Pardoux and Shige Pe
In this talk I will try to motivate the study of such a mathematical tool by explaining the links between BSDEs, PDEs, stochastic control problems and mathematical finance. I will also talk about some open questions related to recent BSDEs results.