| Invited Lecturers |
Lecture Topic |
Professors
|
Bernard DE
MEYER
Université de Paris 1, Paris, France
|
Repeated
Games with incomplete information and finance
|
Saïd HAMADENE
Université du Maine, Le Mans, France |
Optimal Switching problems |
Youri
KABANOV
Université de Franche Comté, Besançon,
France |
Hamilton-Jacobi-Bellman
equations in financial models with transaction cost |
Jorge LEON
CINVESTAV Instituto Politecnico National- Mexico
City- Mexico
|
Stochastic integration with
respect to the fractional Brownian motion and some application to SDE's
- Fractional
Brownian Motion
- A strong
Uniform Approximation of FBM by Means of Transport Processes
- An
Extension of the Divergence Operator for Gaussian Processes
- Forward Integral
and Fractional Stochastic Differential Equations
- Fractional Delay
Equations in the Young Sense
- Stochastic
Integration with respect to FBM
- Semimartingale
Approach for Stochastic Integration
- Stratonovich
Calculus for FBM with Parameters less than 1/2
|
Juan LI-
Rainer BUCKDAHN
Shangdong University, Branch of Weihai, Weihai, PR
China
Université de Bretagne Occidentale, Brest, France |
2-Persons Zero-Sum Stochastic
Differential Games
Introduction
SDG
Appendix
2
|
Jing MA
University of Southern California, Los Angeles USA
|
Actuarial models and
their connection with finance
File 1
File 2 File 3
File 4
File 5
|
Shige PENG
Shangdong University, Jinan, PR China |
G-expectation in stochastic
control and finance
File 1
File
2 File
3 File 4
|
Shanjian TANG
Fudan University, Shangai, PR China
|
Linear quadratic optimal
Stochastic control and its application in finance
|
Marco
FUHRMAN & Fausto
GOZZI
Universita di Milano Bicocca, Milano & LIUSS
University, Roma, Italy
|
Hamilton-Jacobi-Bellman
equations in infinite dimensions
|
PhD
Students
|
Elena ISSOGLIO
Friedrich Schiller Universität, Jena, Germany
|
The pathwise
solution of an SPDE with fractal noise
|
Hanbing LIU
Alexandru Ioan Cuza Universtatea, Iasi, Romania
|
Maximum Principle of
State-Constraint Optimal Control governed by Navier-Stokes equations in
2-D
|
Holger METZLER
Università di Milano Bicocca, Milano, Italy |
|
Victor POSTOLACHE
Alexandru Ioan Cuza Universtatea, Iasi,
Romania |
|
