Special Sessions
Special sessions have been organised to bridge the meeting's fields
Special sessions: organisers and titles
- Multidimensional quadratic BSDEs and their applications
- P. Luo, M. Kupper & H. Xing
- Path-dependent PDEs, non-Markovian stochastic control, and applications
- D. Possamai & X. Tan
- Recent advances on optimal switching problems (via BSDE methods)
- M.-A. Morlais
- Advanced numerical methods for non-linear stochastic equations
- E. Gobet & M. M'rad
- BSDEs, Malliavin Calculus, Analytic Methods, and Application
- P. Cheridito & S. Geiss
- Continuous time contract theory and BSDEs
- H. Xing
- BSDEs and SDEs with mean reflexion and particles systems
- P. Briand & A. Guillin
- BSDEs, Reflected BSDEs and the General Theory of Processes
- M. Grigorova
- SPDEs and PDEs on singular spaces
- M. Hinz
- BSDE techniques for XVA calculations
- S. Crepey & S. Sturm
- Martingale Representation, BSDEs and Enlargement of Filtrations
- P. Di Tella & M. Jeanblanc & H.-J. Engelbert
- BSDEs in Game and Control theory
- R. Buckdahn & J. Li
- Games and BSDEs
- S. Hamadene
- SPDEs for limit order book models
- U. Horst & D. Kreher
- Pathwise stochastic calculus
- N. Perkowski & G. dos Reis
- McKean-Vlasov: SDEs: Control, Regularity and Numerics
- J.-F. Chassagneux & L. Szpruch
- Numerical methods for BSDEs
- A. Lionnet
- Numerical approximations of high-dimensional BSDEs and PDEs
- M. Hutzenthaler & A. Jentzen
- Numerical approximations and regularity of SPDEs
- M. Hutzenthaler & A. Jentzen
- Mathematical Finance
- T. Zariphopoulou & M. Shkolnikov
Notes and guidelines:
- The length of each talk will be 30 minutes (including time for questions).
- All meeting participants, including special session organizers and special session speakers, are expected to pay the meeting registration fee.
- The Organizing Committee and the Special Sessions organizers will work together to implement any necessary adjustment needed to ensure that the event runs smoothly.