【竞彩足球讲座预告】理星空体育app下载:Analyzing Systems of Coupled Forward-Backward Stochastic Differential Equations: Fast and Slow Motions, Associated Quasi-Linear Partial Differential Equations, and Applications
报告人:吴付科
时间:2026年6月13日 9:00—9:40
地点:文昌星空体育app下载区办公楼多功能报告厅
报告摘要:This work investigates coupled forward-backward stochastic differential equation systems involving fast–slow dynamic motions. First, well-posedness and a number of estimates of the systems are established. Then the paper is focused on obtaining averaging principles in the sense of mean-square convergence uniform in finite time interval for solutions of both forward and backward stochastic differential equations. The averaging principle enables us to further investigates certain associated quasi-linear PDEs. In addition, as an application, the convergence of a class of associated singularly perturbed stochastic control problems is established.
报告人简介:吴付科,华中科技大学数学与统计星空体育app下载教授,博士生导师,国家优秀青年基金获得者,入选教育部新世纪优秀人才支持计划。主持国家自然科学基金委重点项目、面上项目、教育部新世纪优秀人才基金、英国皇家学星空app官网“高级牛顿学者”基金和美国数学学星空app官网(AMS)访问基金等。主要从事随机微分方程以及相关领域的研究。近年来,在SIAM系列杂志, JDE,SPA等期刊发表论文90余篇。