Participant
|
Talk Topic
(Abstracts)
|
Presentations |
Professors |
Abdul Rahman AL-HUSSEIN
Qassim University- Buraydah-
Saudi Arabia
|
Backward
Stochastic partial differential equations driven by infinite
dimensional martingales and applications
|
The presentation is
available here
|
Auguste AMAN
Université Cocody- Abidjan- Côte d'Ivoire
|
A note on
homeomorphism for backward doubly SDEs and Applications
|
The presentation is available here
|
Ovidiu CARJA
University of Alexandru Ioan Cuza- Iasi-
Romania
|
On Strong
invariance for semi
linear differential inclusions
|
The presentation is available here
|
Stephane
CREPEY
Université d'Evry,
France |
Pricing game
options with call
protection: Doubly reflected BSDEs with call protection and their
approximation
|
The presentation is available here
|
Romuald ELIE
Université de Paris Dauphine- France |
BSDE representation and
numerical resolution of switching problems
|
The presentation is available here
|
Mhamed EDDAHBI
Université Cadi Ayyad- Marrakech- Morocco
|
Fractional SPDEs driven by
spatially correlated noise: existence of the solution and smoothness of
its density
|
|
Hans-Juergen ENGELBERT
Friedrich Schiller University- Jena- Germany
|
On Stochastic exponentials
|
The presentation is available here |
El Hassan ESSAKY
Université Cadi Ayyad- Marrakech- Morocco |
Existence and uniqueness of
solution for multidimensional BSDE with local conditions on the
coefficient
|
The presentation is available here |
Salvatore FEDERICO
LIUSS University- Roma- Italy |
Constrained portfolio
choices
in the decumulation phase of a pension plan
|
The presentation is available here |
Dan GOREAC
Université de Paris Est Marne la Vallée-
France
|
On some discontinuous
Control
Problems
(joint work with O.SEAREA)
|
The presentation is available here |
Theodor
HAVARNEANU
University of Alexandru Ioan Cuza- Iasi-
Romania
|
A Trotter scheme for
Navier
Stokes equations
|
The presentation is available here |
Patrick HENAFF
Université de Bretagne
Occidentale- Brest- France |
Topics in Computational Finance, a
view from the trenches
|
The presentation is available here |
Ying HU
Université de Rennes 1- France
|
Quadratic and Superquadratic BSDEs
and Related PDEs
|
The presentation is available here |
Youri KABANOV
Université de Franche Comté-
Besançon- France |
NFL 2
|
The presentation is available here |
Federica MASIERO
Universita di Milano Bicocca- Italy
|
A stochastic optimal
control
problem for the Heat equation on the Halfline with Dirichlet
Boundary-noise and Boundary-control
|
The presentation is available here |
Anis MATOUSSI
Université du Maine- Le Mans-
France
|
Utility maximization problem
under Model uncertainty including jumps
|
The presentation is available here |
Brahim MEZERDI
Université Mohamed Khider- Biskra-
Algérie
|
On some aspects of
singular
control of stochastic differential equations
|
|
Annie MILLET
Université de Paris 1- France |
On stochastic 2D Navier
Stokes
equations and hydrodynamical models
|
The presentation is available here |
Marie-Amélie MORLAIS
Université du Maine- Le Mans-
France |
Study of a mixed optimal
stopping and control problem
|
|
Youssef OUKNINE
Université Cadi Ayyad- Marrakech-
Morocco |
On the bounded variation of
the
flow of stochastic differential equation
|
The presentation is available here |
Shige PENG
Shandong University- PR of
China
|
Progresses and Problems in
Theory of Nonlinear Expectations and Applications to Finance
|
The presentation is available here |
Serge PERGAMENCHTCHIKOV
Université de Rouen- France |
Optimal
consumption and
investment with bounded downside risk measures for logarithmic utility
functions
|
|
Marc QUINCAMPOIX
Université de Bretagne
Occidentale- Brest- France |
Boundary value problems for
second order stochastic differential equations with small parameters
|
|
Aurel RASCANU
University of Alexandru Ioan Cuza-
Iasi- Romania |
Stochastic
variational
inequalities with oblique subgradents
|
The presentation is available here |
Markus RIEDLE
University of Manchester- The
United Kingdom
|
Stochastic Integration for Lévy
processes in Banach spaces
|
The presentation is available here |
Francesco RUSSO
Université de Paris 13- France |
Mean Variance hedging in
incomplete markets and applications. The case of Processes with
independent Increments
|
|
Pierre VALLOIS
Université Henri Poincaré de
Nancy- France |
Persistent
random walks.
Convergence and application to insurance
|
The presentation is available here |
Martina ZAHLE
Friedrich Schiller University-
Jena- Germany |
Semigroups and
stochastic
partial (pseudo) differential equations on measure spaces
|
The presentation is available here |
Tusheng ZHANG
University of Manchester- The
United Kingdom |
Semilinear Elliptic PDEs
with
singular coefficients
|
The presentation is available here |
Zhen WU
Shandong University- PR of China |
Backward Stochastic
Differential equations with Markov chains and the applications:
Homogenization of systems of partial differential equations
|
The presentation is available here |
PhD Students
|
Matteo BEDINI
Université de Bretagne
Occidentale- Brest- France
|
Brownian bridge on Stochastic
Interval
|
The presentation is available here |
Paolo DI TELLA
Friedrich Schiller University-
Jena- Germany |
Linear
Stochastic Schrödinger
and Master Equations
|
The presentation is available here |
Mohamed Anouar GASSOUS
University of Alexandru Ioan Cuza-
Iasi- Romania |
Some Areas of Applications of
SDE (BSDE) with oblique reflection
|
The presentation is available here |
Shuai JING
Université de Bretagne
Occidentale- Brest- France |
Semilinear SPDEs driven by an
fBM of Hurst parameter H in (0,1/2)
|
The presentation is available here |
Qian LIN
Université de Bretagne
Occidentale- Brest- France |
Representation of G-martingales
as stochastic integrals with respect to G-Brownian motion
|
The presentation is available here |
Yiqing LIN
Université de Rennes 1- France |
On the existence and
uniqueness
of solutions to stochastic differential equations driven by G-Brownian
Motion with integral Lipschitz Coefficients
|
The presentation is available here |
Tianyang NIE
University of Alexandru Ioan Cuza-
Iasi- Romania |
The viability of stochastic
differential equation driven by fractional Brownian motion
|
The presentation is available here |
Adrien RICHOU
IRMAR- Université de Rennes 1-
France |
Numerical simulation of BSDEs
with drivers of quadratic growth with respect to $z$
|
The presentation is available here |
Rafael SERRANO
University of York- The United
Kingdom |
Existence of optimal relaxed
control for stochastic evolution of equations in Banach spaces
|
|