Speaker: Zhang Qi, Professor, School of Mathmetical Sciences, Fudan University

Date: March 22, 2023

Time: 15:30-16:30

Location: Lecture Hall 119, East Block, Huagangyuan Building;Zoom：7424753864

Sponsor: Research Center for Mathematics and Interdisciplinary Sciences

Research Center for Nonlinear Expectation

Abstract:

In this talk, I will introduce a new method for the parameter estimations of forward-backward stochastic differential equations, where only the backward equations can be observed. To get the parameter estimations in this case, the nonlinear Feynman-Kac formula and some statistical methods are used. This is a joint work with Minxuan Li.

For more information, please visit:

https://www.view.sdu.edu.cn/info/1020/176256.htm