Speaker: Professor Zhongmin Qian（University of Oxford）

Time: 10:00-11:00am，September 4

Venue: Room 09 at Quan Zhai, BICMR

Abstract: In this talk I will review the main idea of the backward stochastic differential equations, that is, reading solutions of some semi-linear equations along diffusion sample paths rather than as sections of fibres. The advantage of this point-view lies in its universality which can be used to derive good estimates for some non-linear PDES. The idea goes back to the fundamental work of Feynman and Kac on path integrals in linear case, and to the work of Professor Peng Shige for non-linear semi-linear PDES.