Workshop on BSDEs and SPDEs, Edinburgh, 3-7 July 2017

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. 

Download the Special Sessions Guidelines in PDF.