百家乐玩法介绍

百家乐玩法介绍 - 百家乐技巧学术讲座

演讲人Speaker：王天啸  

题目Title: Backward stochastic Volterra integral equations

时间Date： 2025年4月9日       Time：10:30-11:30

地点Venue： H 栋 301 室

内容摘要Abstract： 

In this lecture, I will give a systematical survey of backward stochastic Volterra integral equations (BSVIEs), which is an extension of backward stochastic differential equation. In the theoretical standpoint, we discuss the well-posedness under various conditions, as well as the comparison theorems, representation theorem of adapted solutions. Then we move to the interesting applications of BSVIEs in stochastic optimal control theory, and mathematical finance problems. 

个人简介(About the speaker):

王天啸，四川大学研究员，博士生导师。主要从事随机最优控制理论等方面研究，相关成果发表在《J. Math. Pure. Appl.》， 《SIAM J. Control  Optim.》等期刊，主持3项国家自然科学基金项目，现任SCI期刊《Adv. Cont. Disc. Model》，《Math. Control Related Fields》编委。