Academic Report of School of Mathematical Sciences [2025] No. 121  

(Series Report for High-Level University Construction No. 1223)  

Title: BSDE Approach for α-Potential Stochastic Differential Games  

Speaker: Professor Zhang Liangquan (Renmin University of China)  

Time: 10:30–11:30, November 21, 2025 (Friday)  

Location: Room 514, Huixing Building, Yuehai Campus, Shenzhen University  

Abstract:  

In this talk, we focus on a class of α-potential stochastic differential games with random coefficients via the backward stochastic differential equations (BSDEs) approach. Specifically, we show that the first and second order linear derivatives of the objective function for each player can be expressed through the corresponding first and second-order adjoint equations, which leads to rigorous estimates for α. We illustrate the dependence of α on game characteristics through detailed analysis of linear-quadratic games, and with common noise.  

Speaker Biography:  

Zhang Liangquan is a Professor and Doctoral Supervisor in the Department of Financial Mathematics and Computation, School of Mathematics, Renmin University of China. He earned his Bachelor's and Ph.D. degrees from Shandong University, and a second Ph.D. from the University of Western Brittany, France. He conducted postdoctoral research at the French National Institute for Research in Computer Science and Automation (INRIA). His research focuses on stochastic control and financial mathematics. He has published 30 SCI-indexed papers and two monographs, and has presided over one General Program of the National Natural Science Foundation of China (NSFC), with another project approved and one Youth Program completed. He serves as a review expert for the Ministry of Education's Academic Degrees & Graduate Education Development Center, the NSFC, the China Scholarship Council, and the Beijing Natural Science Foundation. He is also a reviewer for the American Mathematical Reviews and has contributed to the development of the professional master's program in Financial Mathematics and Computation.  

All faculty and students are welcome!  

Host: Dong Hailing  

School of Mathematical Sciences  

November 17, 2025