Workshop 3: Backward Stochastic Differential Equations

List of (confirmed) speakers

Philippe Briand, Chambéry
Rene Carmona, Princeton
Patrick Cheridito, Princeton
Samuel Cohen, Oxford
François Delarue, Nice
Nicole El Karoui, Paris
Marco Fuhrman, Milan
Stefan Geiss, Jyväskylä
Emmanuel Gobet, École Polytechnique
Giuseppina Guatteri, Milan
Saïd Hamadène, Le Mans
Peter Imkeller, Berlin
Monique Jeanblanc, Évry
Hanqing Jin, Oxford
Michael Kupper, Berlin
Anis Matoussi, Le Mans
Shige Peng, Shandong and Paris
Huyên Pham, Paris Diderot
Anthony Réveillac, Paris Dauphine
Adrien Richou, Bordeaux
Gianmatio Tessitore, Milan
Hao Xing, Londres

Dates: Wednesday 22 to Friday 24 May 2013
Location: Rennes
Contact: M. Gradinaru, Y. Hu


Goal

Since the first theoretical results for backward stochastic differential equations in the early 90s, this theory has continued to grow due to its applications in the fields of partial differential equations, stochastic geometry, finance and of stochastic control. The conference will provide an opportunity to take stock of recent developments and to consider new perspectives in this field.


Registration is closed

Partners

Irmar LMJL ENS Rennes LMBA LAREMA

Affiliation

ANR CNRS Rennes 1 Rennes 2 Nantes INSA Rennes INRIA ENSRennes UBO UBS Angers UBL