Cliquez sur les titres pour télécharger les transparents.
## Mercredi 22 mai 09h15-09h55 Shige Peng : G-Sobolev Spase, BSDE & PPDE
10h00-10h30 Inscription (et café)
10h30-11h10 Marco Fuhrman : BSDEs and point processes
11h15-11h55 Adrien Richou : Numerical simulation of BSDEs with drivers of quadratic growth with respect to Z
12h00-12h20 Giuseppina Guatteri : Operator Valued BSDEs: a mild formulation
12h20-14h30 Repas
14h30-15h10 Hao Xing : Large time behavior of solutions to HJB equations and multivariate portfolio turnpikes
15h15-15h55 Samuel Cohen : Uniformly Uniformly-ergodic Markov chains and BSDEs
16h00-16h30 Pause café
16h30-17h10 Philippe Briand : Simulation of BSDEs and Wiener chaos expansions
17h15-17h55 Anis Matoussi : Reflected second order BSDE's and Dynkin game under uncertainty
18h00-19h00 Présentation de posters
19h00-21h00 Buffet de bienvenue au club des professeurs de l'Université de Rennes 1

Jeudi 23 mai

09h15-09h55 Emmanuel Gobet : Recent advances in empirical regression schemes for BSDEs
10h00-10h30 Pause café
10h30-11h10 René Carmona : Weak formulation for Mean Field Games
11h15-11h55 Huyên Pham : Backward SDEs with partially nonpositive jumps and Hamilton-Jacobi-Bellman IPDE
12h00-12h20 Stefan Geiss : Decoupling on the Wiener space and applications to BSDEs
12h20-14h30 Repas
14h30-15h10 Anthony Réveillac : BSDEs with weak terminal conditions and application to Finance
15h15-15h55 François Delarue : Large population stochastic control and BSDEs
16h00-16h30 Pause café
16h30-17h10 Saïd Hamadène : Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles
17h15-17h55 Michael Kupper : Existence and Duality of minimal Supersolutions under Model Uncertainty

Vendredi 24 mai

09h15-09h55 Gianmario Tessitore : Two cases of stochastic maximum principle in the optimal control of SPDEs
10h00-10h30 Pause café
10h30-11h10 Hanqing Jin : Backward Stochastic Differential Equations with Law Invariance
11h15-11h55 Monique Jeanblanc : Robust utility maximization in a discontinuous filtration
12h00-14h30 Repas
14h30-15h10 Peter Imkeller : On the Skorokhod embedding problem and FBSDE
15h15-15h55 Patrick Cheridito : BSDEs with regular terminal conditions
16h00-16h30 Pause café