Workshop
"
Stochastic Control and Finance"





List of  Contributed Talks will be proposed



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