********************************************************************
Seminar
Department of Systems Engineering and Engineering Management
The Chinese




Title 
: 
Numerical Algorithms for
Backward Stochastic Differential Equations: Convergence and Simulations 



Speaker 
: 
Prof. Mingyu Xu 


Insitute of applied mathematics,
academy of mathematics and system science, CAS 






Date 
: 
Oct. 27th, 2011 (Thursday) 



Time 
: 
4:30 p.m.  5:30 p.m. 



Venue 
: 
Room 513 


William M.W. Mong Engineering
Building 


(Engineering Building Complex Phase 2) 


CUHK 




Abstract:
Nonlinear backward stochastic differential equations (BSDEs in short) were firstly introduced by Pardoux and Peng
(\\cite{PP1990}, 1990), who proved the existence and uniqueness of the
adapted solution, under smooth square integrability
assumptions on the 

Biography:
XU Mingyu is graduated
from 
************************* ALL ARE WELCOME ************************



Host 
: 
Prof. Chen Nan 
Tel 
: 
(852) 26098237 
Email 
: 




Enquiries 
: 
Prof. Nan Chen or Prof. Sean X. Zhou 

: 
Department of Systems Engineering and Engineering
Management 


CUHK 
Website 
: 

Email 
: 




********************************************************************