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Events for January 11, 2010
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Reflected BSDE with Constraint and Its Application
Mon, Jan 11, 2010
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
Monday, January 11, 2010, 2:30 PM, KAP 414Speaker: Minyu Xu, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Title: "Reflected BSDE with Constraint and Its Application"Abstract: Non-linear backward stochastic differential equations (BSDEs in short) were firstly introduced by Pardoux and Peng (\cite{PP1990}, 1990), who proved the existence and uniqueness of the adapted solution, under smooth square integrability assumptions on the coefficient and the terminal condition, and when the coefficient $g(t,\omega ,y,z)$ is Lipschitz in $(y,z)$ uniformly in $(t,\omega )$. From then on, the theory of backward stochastic differential equations (BSDE) has been widely and rapidly developed. And many problems in mathematical finance can be treated as BSDEs. The natural connection between BSDE and partial differential equations (PDE) of parabolic and elliptic types is also important applications. In this talk, we study a new developement of reflected BSDE with constraints. The existence and uniqueness results are presented and we will give some application of this kind of BSDE at last.
Location: Kaprielian Hall (KAP) - 414
Audiences: Everyone Is Invited
Contact: Georgia Lum
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Meet USC: Admission Presentation, Campus Tour, & Engineering Talk
Mon, Jan 11, 2010
Viterbi School of Engineering Undergraduate Admission
Workshops & Infosessions
This half day program is designed for prospective freshmen and family members. Meet USC includes an information session on the University and the Admission process; a student led walking tour of campus and a meeting with us in the Viterbi School. Meet USC is designed to answer all of your questions about USC, the application process and financial aid.Reservations are required for Meet USC. This program occurs twice, once at 9:00 a.m. and again at 1:00 p.m. Please visit http://www.usc.edu/admission/undergraduate/visit/meet_usc.html to check availability and make an appointment. Be sure to list an Engineering major as your "intended major" on the webform!
Location: USC Admission Center
Audiences: Prospective Freshmen and Family Members - RESERVATIONS REQUIRED
Contact: Viterbi Admission
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BME 533: Advanced MR Imaging of the Newborn/Pediatric Brain, by Stefan Bluml, Ph.D.
Mon, Jan 11, 2010 @ 12:30 PM - 01:50 PM
Alfred E. Mann Department of Biomedical Engineering
Conferences, Lectures, & Seminars
Stefan Bluml, Ph.D., Associate Professor of Research Radiology, Childrens Hospital of Los Angeles & USC:Seminar Title: Advanced MR Imaging of the Newborn/Pediatric Brain
Location: Olin Hall of Engineering (OHE) - 132
Audiences: Graduate//Department Only
Contact: Mischalgrace Diasanta
