报告人：温家强助理教授（南方科技大学数学系）
时间：2024年5月16日周四下午14:00-15:00
腾讯会议ID：643918609
报告题目：Mean-field BSDEs with quadratic growth
报告摘要：
This talk focuses on the general mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. First, we review the existence and uniqueness of local and global solutions for one-dimensional mean-field BSDEs when the generator grows in Z quadratically, and the terminal value is bounded. Second, we discuss a comparison theorem for the general mean-field BSDEs by using the Girsanov transform. Third, we prove the convergence and the convergence rate to the related particle systems for this class of mean-field BSDEs. Finally, in this framework, we use the mean-field BSDE to give a probabilistic representation for the viscosity solution of nonlocal PDEs as an extended nonlinear Feynman-Kac formula, which yields the existence and uniqueness of the solution to the PDEs.
报告人简介：
温家强，南方科技大学数学系助理教授。2018年博士毕业于山东大学金融研究院，博士期间曾赴美国UCF联合培养，导师为石玉峰教授和雍炯敏教授；2018年6月至9月在香港理工大学数学系做研究助理；2018年9月至2020年9月在南方科技大学数学系做博士后，导师为熊捷讲席教授。获深圳市海外高层次人才“孔雀计划”C类称号，美国数学评论评论员。主持国自然青年基金、广东省面上项目、深圳市面上项目和国家博士后面上项目等。温家强的研究方向为倒向随机微分方程、随机最优控制理论和金融数学，近年来在SIAM J. Control Optim.、ESAIM Control Optim. Calc. Var.、Appl. Math. Optim.、J. Differ. Equations、Stochastic Process. Appl. 等杂志发表(或接受)多篇论文。