Seminar series
Date
Thu, 29 Apr 2010
13:00
13:00
Location
DH 1st floor SR
Speaker
Zhongmin Qian
Organisation
Oxford
This talk I present a study of BSDEs with non-linear terms of quadratic growth by using Girsanov's theorem. In particular we are able to establish a non-linear version of the Cameron-Martin formula, which can be for example used to obtain gradient estimates for some non-linear parabolic equations.