摘要：
In this talk, I will give the motivation to introduce BSDEs (Backward Stochastic Differential Equations). First of all, I will show that the existence and uniqueness of BSDEs. Secondly, we consider the linear BSDE. Thirdly, we will mention about the comparison principles. Lastly, We can further discuss the connection between control and BSDE. We follow Chap 7 in Pham and Chap 1 and 2 in Ma.
參考：
參考：
Huyen Pham, Continuous-time Stochastic Control and Optimization with Financial Applications Jin Ma and Jiongmim Yong, Forwand-Backward Stochastic Differential Equations and their Applications