|
Task 1. Oblique Skorohod problem and associated stochastic variational inequalities (SVIs)
Task 2. State constraints backward stochastic differential equations (BSDEs) governed by Brownian motion
Task 3. Existence and uniqueness of stochastic differential equations (SDEs) with generalized reflection
Task 4. Necessary and sufficient conditions of optimality for SDEs with generalized reflection
Task 5. SVIs with non-gaussian drivers
Task 6. Partial differential equations (PDEs) associated to stochastic differential systems with state constraints
Presentation of the research topics
|