The cross-interval price impact model and its empirical analysis on cryptocurrency order book

Speaker: Yufeng Shi (Shandong University)

Time: Sep 27, 2021, 16:30-17:30

Location: Tencent Meeting ID 481 142 020

Approximation methods for the finite time ruin probability and the ultimate ruin probability under reinsurance with partial information

Speaker: Jingchao Li (Shenzhen University)

Time: Sep 23, 2021, 10:00-11:00

Location: Lecture Room 415, Block 3, Hui Yuan

Synchronization of Nonlinearly and Stochastically Coupled Markovian Switching Networks via Event-triggered Sampling

Speaker: Hailing Dong (Shenzhen University)

Time: Aug 26, 2021, 15:00-16:00

Location: Lecture Room 415, Block 3, Hui Yuan

Revisiting Deterministic Stackelberg Games: Time-consistent Open-loop Solution

Speaker: Yuanhua Ni (Nankai University)

Time: Aug 24, 2021, 15:00-16:00

Location: Tencent Meeting ID 878838162

Well-posedness of high dimensional degenerate SDEs

Speaker: Fu Zhang (University of Shanghai for Science and Technology)

Time: Mar 30, 2021, 15:50-16:50

Location: Tencent Meeting ID 335 975 903

A Global Maximum Principle for Stochastic Optimal Control Problems with Delay and Applications

Speaker: Jingtao Shi (Shandong University)

Time: Mar 23, 2021, 15:50-16:50

Location: Tencent Meeting ID 703192322

Optimal Consumption with Reference to Past Spending Maximum

Speaker: Xun Li (The Hong Kong Polytechnic University)

Time: Dec 10, 2020, 16:00-17:00

Location: Tencent Meeting ID 748987277

Forward-Backward Doubly Stochastic Differential Equations with Random Jumps and Related Games

Speaker: Qingfeng ZHU (Shandong University of Finance and Economics)

Time: Dec 9, 2020, 19:00-20:00

Location: Tencent Meeting ID 613533705

Some fine well-posedness results on Backward Stochastic Differential Equations

Speaker: Ying Hu (University of Rennes 1, France)

Time: Oct 21, 2020, 15:00-16:00

Location: Tencent meeting ID 257911419

Indefinite Mean-Field Type Linear-Quadratic Stochastic Optimal Control Problems

Speaker: Li Na (Shandong University of Finance and Economics)

Time: Sep 17, 2020, 15:00-16:00

Location: Tencent meeting ID 200406427

Consensusability of multi-agent systems with time delay and/or packet dropout

Speaker: Xu Juanjuan (Shandong University)

Time: Aug 28, 2020, 15:20-16:20

Location: Tencent meeting ID:928191351

On time inconsistent stochastic linear quadratic problems

Speaker: WANG Tianxiao (Sichuan University)

Time: Aug 18, 2020, 15:00-16:00

Location: Tencent meeting ID: 593873380