Seminar Event Detail

Financial/Actuarial Mathematics

Date:  Wednesday, October 18, 2017
Location:  1360 East Hall (4:00 PM to 5:00 PM)

Title:  The stability property of BSDEJ

Abstract:   In this talk we will discuss initially the stability property of semimartingales, where we refine the result obtained by Memin. Then we focus on the special case where the sequence of semimartingales consists of solutions of Backward Stochastic Differential Equations with Jumps, in short BSDEJ, and we provide a suitable framework for obtaining the stability property of BSDEJ.

The presented results are available in my dissertation, which is available here:


Speaker:  Alexandros Saplaouras
Institution:  UM

Event Organizer:     


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