Seminarium, Matematisk statistik

Hannah Geiss: Existence, uniqueness and Malliavin differentiability of quadratic forward-backward SDEs with unbounded terminal conditions

7 okt

Seminarium, Matematisk statistik

tisdag 2025-10-07, 13.15 - 14.15

Medverkande: Hannah Geiss (University of Jyväskylä, Finland)

Plats: KTH, 3721 (Lindstedtsvägen 25)

2025-10-07T13:15:00.000+02:00 2025-10-07T14:15:00.000+02:00 Hannah Geiss: Existence, uniqueness and Malliavin differentiability of quadratic forward-backward SDEs with unbounded terminal conditions (Seminarium, Matematisk statistik) KTH, 3721 (Lindstedtsvägen 25) (KTH, Stockholm, Sweden)Hannah Geiss: Existence, uniqueness and Malliavin differentiability of quadratic forward-backward SDEs with unbounded terminal conditions (Seminarium, Matematisk statistik)