BSDEs, Information and McKean-Vlasov Equations

University of Leeds, 10-12 September 2018

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Aims and Objectives

The objective of the meeting is to disseminate recent results in stochastic analysis among the scientific community in the UK and strengthen its links with European experts in the field. We address three topics which are popular in stochastic analysis, namely Backward Stochastic Differential Equations (BSDEs), Information and McKean-Vlasov equations. They are typically studied independently and so what we propose is an unusual combination. Our rationale is that there is an undisclosed potential here that can be realised by the interplay between the topics. Indeed they have several interesting features in common and at the same time they complete each other. This mix may bring new insights and open the door to new applications and related research problems. The goal of the workshop is to bring together researchers from these areas and to allow the interplay of ideas and techniques.

           Invited Speakers           

Claudia Ceci – Pescara
Sam Cohen – Oxford
Dan Crisan – Imperial College
Miryana Grigorova – Leeds
Said Hamadene – Le Mans
Ben Hambly – Oxford
Gechung Liang – Warwick
Huyen Pham – Paris 7
Alexandre Popier – Le Mans
Marie-Claire Quenez – Paris 7
Francesco Russo – ENSTA
Lukasz Szpruch – Edinburgh

Sponsors

University of LeedsLondon Mathematical Society