Academic Report of School of Mathematical Sciences [2026] No. 037

(Series Report for High-Level University Construction No. 1296)

Title：BSDEs driven by G-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs

Speaker：Mingshang Hu, Professor (Shandong University)

Time：9:00-10:00, May. 15, 2026

Location：Tencent Meeting number:940628745

Abstract：We obtain the existence and uniqueness theorem for backward stochastic differential equation driven by G-Brownian motion (G-BSDE) under degenerate case. Moreover, we propose a new probabilistic method based on the representation theorem of G-expectation and weak convergence to obtain the regularity of fully nonlinear PDE associated to G-BSDE. This is a joint work with Shaolin Ji and Xiaojuan Li.

Speaker Profile： Mingshang Hu is a professor and doctoral advisor at the Shandong University-Zhongtai Securities Financial Research Institute, and a Young Expert of the Shandong Province Taishan Scholars Program. His primary research interests include nonlinear expectations, backward stochastic differential equations, stochastic control, and financial mathematics. He has published over 40 papers in journals such as Transactions of the American Mathematical Society, SIAM Journal on Control and Optimization, Stochastic Processes and their Applications, and Journal of Differential Equations. In recent years, he has led one Key Project under the National Natural Science Foundation of China’s Tianyuan Fund for Mathematics and successfully completed one General Project funded by the National Natural Science Foundation of China.

Faculty and students are welcome to attend!

Invited by: Hailing Dong

School of Mathematical Sciences

May 6, 2026