报告人：宋永生
报告地点：腾讯会议（会议ID：209 159 541）
报告时间：2020年09月10日星期四10:00-11:00
报告摘要：
In this talk, we introduce the reflected backward SDEs driven by G-Brownian motion with two reflecting obstacles, i.e., the solution lies between two prescribed processes. A new kind of approximate Skorohod condition is proposed to derive the uniqueness and existence of the solutions. The uniqueness is proved by a priori estimates and the existence is obtained via a penalization method. (This is a joint work with Hanwu Li.)
主讲人简介：
宋永生，中国科学院数学与系统科学研究院研究员，主要研究兴趣包括非线性期望下的随机分析、极限定理等。
