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CCF Seminar
Kihun Nam Princeton Title: BSEs, BSDEs, and fixed points. Abstract: In this presentation, we will generalize BSDEs into Backward Stochastic Equations (BSEs):Y_t+F_t(Y,M)+M_t=\xi+F_T(Y,M)+M_TThen, we will show that there is a onetoone correspondence between the solutions of the above BSE and the fixed points of the mappings determined by \xi and F. Using Banach fixed point theorem and Krasnoselskii fixed point theorem, we will show the existence and the uniqueness of solution for BSEs and BSDEs. In particular, novel existence results will be provided for (solution) pathdependent BSDEs and multidimensional quadratic meanfield BSDEs. This is a joint work with Patrick Cheridito. Date: Monday, February 17, 2014 Time: 5:00 pm Location: Wean 5415 Submitted by: Kasper Larsen Note: PLEASE NOTE CHANGE OF ROOM. 