報告人：張華 教授
報告題目：Bismut-Elworthy-Li Formulae for Forward-Backward SDEs with Jumps and Applications
報告時間：2026年5月16日（周六）上午9：00
報告地點：云龍校區6號樓304報告廳
主辦單位：數學與統計學院、數學研究院、科學技術研究院
報告人簡介：
張華，江西財經大學統計與數據科學學院教授。主要研究方向為隨機分析及其在數理金融領域的應用，在Stochastic Process. Appl., Potential Anal.，J. Theoret. Probab.等雜志發表論文20余篇，擔任全國工業統計學教學研究會常務理事、中國現場統計研究會統計交叉科學研究分會理事。
報告摘要：
Under nondegeneracy assumptions on the diffusion coefficients, we establish the derivative formulae of Bismut-Elworthy-Li's type for forward-backward stochastic differential equations with respect to Poisson random measure using the lent particle method created by Bouleau and Denis, which is not given before. Applying this formula, the existence and uniqueness of a solution of nonlocal quasi-linear integral partial differential equations, which are differentiable with respect to the space variable, are obtained, even if the initial datum and coefficients of this equation are not.