Probability Seminar Department of Statistics and Department of Mathematics Monday, September 16, 2002 3:30 PM in REC 113 Professor Jin Ma Purdue University will speak on L2-Modulus Regularity and a Numerical Method for BSDEs with Reflections Abstract This is a continuation of my previous talk. The focus will be on the new notion of ``L2-modulus regularity" for stochastic processes. We show that the martingale integrand (Z) of the Backward SDE with reflections does possess such regularity, and we show how it exactly leads to the rate of convergence of a numerical scheme for the solutions to BSDERs, in a strong L2-sense.

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