学术报告（张华 2024.12.20）

Existence and Smoothness of Densities of One- Dimensional Forward-Backward SDEs with Jumps

发布人：姚璐 发布日期：2024-12-14
主题
Existence and Smoothness of Densities of One- Dimensional Forward-Backward SDEs with Jumps
活动时间
-
活动地址
新数学楼406
主讲人
张华 教授（江西财经大学）
主持人
杨力华 教授

摘要：Based on the recently well-developed lent particle method introduced by Bouleau and Denis, in this paper, the existence and smoothness of the densities of one-dimensional forward-backward SDEs with jumps are established.