# Calendar of Events

- Friday, 08 July, 2016
- Be Well- Party by the Pool for UT Faculty and Staff 4:00 PM
- Thursday, 14 July, 2016
- Celebration of Life Service in Honor of Pat Summitt 7:00 PM
- Wednesday, 06 July, 2016
- First Half Session Ends 4:00 PM
- Thursday, 07 July, 2016
- Second Half Session Begins 4:00 PM
- Wednesday, 06 July, 2016
- Move More Mondays 12:00 PM
- Wednesday, 17 August, 2016
- Meet the Greeks 6:00 PM
- Monday, 11 July, 2016
- Move More Mondays 12:00 PM
- Sunday, 28 August, 2016
- BOSS Dance Company Auditions 12:00 PM
- Monday, 18 July, 2016
- Move More Mondays 12:00 PM
- Monday, 03 October, 2016
- Homeschool Enhanced Learning Program: Ancient Egypt 1:00 PM

- Wednesday, 06 July, 2016
- Move More Mondays 12:00 PM
- Monday, 11 July, 2016
- Move More Mondays 12:00 PM
- Monday, 18 July, 2016
- Move More Mondays 12:00 PM
- Monday, 25 July, 2016
- Move More Mondays 12:00 PM
- Monday, 01 August, 2016
- Move More Mondays 12:00 PM
- Monday, 08 August, 2016
- Move More Mondays 12:00 PM
- Monday, 15 August, 2016
- Move More Mondays 12:00 PM
- Monday, 22 August, 2016
- Move More Mondays 12:00 PM
- Monday, 29 August, 2016
- Move More Mondays 12:00 PM
- Monday, 05 September, 2016
- Move More Mondays 12:00 PM

# Probability Seminar

**SPEAKER: **Prof. Yufeng Shi, Shandong University/UCF

**TITLE: **Backward Stochastic Integral Equations

**ABSTRACT**: In this talk we introduce a Volterra type of backward stochastic integral equations, i.e. so called backward stochastic Volterra integral equations (BSVIEs in short), which are natural generalization of backward stochastic differential equations (BSDEs in short). We will present some survey of old and introductory results, followed by some most recent developments, including M-solutions, S-solutions, C-solutions multi-dimensional comparison theorem, and mean-field BSVIEs. Main motivations of studying such kind of equations are as follows: (i) in studying optimal controls of (forward) stochastic Volterra integral equations, such kind of equations are needed when a Pontryagin type maximum principle is to be stated; (ii) in measuring dynamic risk for a position process in continuous time, such an equation seems to be suitable; (iii) when a differential utility needs to be considered with possible time-inconsistent preferences, one might want to use such equations.