turkmath.org

Lectures on Backward Stochastic Differential Equations by Alexandre Popier, Le Mans Université$~~\\$ 14-16 October 2019, METU, Bilkent, Ankara, Turkey$~~\\$ * Lecture 1: From Martingales, PDE, Maximum principle to BSDE | October 14, 2019, 14:40 | METU, Department of Mathematics | M203 $~~\\$ * Seminar: BSDE with singular terminal conditions: how to handle the explosion of the solution | October 15, 15:40 | METU, Institute of Applied Mathematics | Seminar Room$~~\\$ * Lecture 2: BSDE: extensions, an application in financial economics | October 16, 15:40 | Bilkent, Department of Industrial Engineering | EA409$~~\\$ Supported by TUBITAK through the 1001 Research Project "BSDE with Singular Terminal Values"

devin@metu.edu.tr