Seminar series
Date
Thu, 14 May 2009
13:00
13:00
Location
DH 1st floor SR
Speaker
Zhongmin Qian
Organisation
Oxford
This talk will be based on a joint work with Professor Terry Lyons and Mr Gechun Liang (OMI). I will explain a new approach to define and to solve a class of backward dynamic systems including the well known examples of non-linear backward SDE. The new approach does not require any kind of martingale representation or any specific restriction on the probability base in question, and therefore can be applied to a much wider class of backward systems.