Probability Seminar —— Mean-field BSDEs with quadratic growth
报告人:温家强 (南方科技大学)
时间:2026-03-30 14:00-15:00
地点:四元厅
Abstract: In this talk, I will first briefly introduce the theory of backward stochastic differential equations (BSDEs), and then present some of our recent work on general mean-field BSDEs with quadratic growth, including theoretical results on existence, uniqueness, and comparison theorems, as well as results applicable to particle systems, optimal control problems, financial mathematics, and PDEs.
Bio:温家强,南方科技大学数学系助理教授、博士生导师,独立PI。2018年博士毕业于山东大学,先后在美国中佛罗里达大学、香港理工大学、南方科技大学等高校从事科研工作。主要研究方向为倒向随机微分方程理论及其应用。近年来在SIAM Journal on Control and Optimization、Annals of Applied Probability、Journal of Differential Equations等期刊发表学术论文20余篇;主持国家自然科学基金面上项目,广东省自然科学基金杰出青年项目等,担任Csiam专委会委员等职务,获深圳市海外高层次人才称号。