Seminar series
Date
Thu, 29 Oct 2015
Time
16:00 -
17:30
Location
L4
Speaker
Ying Hu
Organisation
Université de Rennes 1 France
The talk is concerned with adapted solution of a multi-dimensional BSDE with a "diagonally" quadratic generator, the quadratic part of whose iith component only depends on the iith row of the second unknown variable. Local and global solutions are given. In our proofs, it is natural and crucial to apply both John-Nirenberg and reverse Holder inequalities for BMO martingales.