Professor Shige Peng (Shandong University, Jinan, China)
Title: Backward Stochastic Differential Equations Driven by G-Brownian Motion in Finance
Abstract: We present some recent developments in the theory of Backward Stochastic Differential Equations (BSDEs) driven by a new type of a Brownian motion under a nonlinear expectation space and we discuss applications of this new class of BSDEs to financial models in which
the uncertainty of volatility is taken into account.
Webpage of the Applied Maths Seminars: http://www.maths.usyd.edu.au/u/SemConf/Applied.html .
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