Participants

Invited speakers

Claudia Ceci – Pescara *** On optimal reinsurance and investment for partially observable insurance models: a BSDE approach
Sam Cohen – Oxford *** Uncertainty, Control and Filtering
Dan Crisan – London *** Smoothing properties of McKean-Vlasov SDEs
Miryana Grigorova – Leeds *** Non-linear pricing of American options in an incomplete market with default
Said Hamadene – Le Mans *** Mean-field backward-forward stochastic differential equations and mean-field nonzero sum stochastic differential games
Ben Hambly – Oxford *** Stochastic McKean-Vlasov equations and systemic risk
Gechun Liang – Warwick *** Systems of infinite horizon and ergodic BSDE arising in regime switching forward performance processes
Huyen Pham – Paris *** Control of McKean-Vlasov systems
Alexandre Popier – Le Mans *** A mean field game of optimal portfolio liquidation
Marie-Claire Quenez – Paris *** TBA
Francesco Russo – Paris *** Recent developments in stochastic calculus via regularizations with jumps and applications to BSDEs
Lukasz Szpruch – Edinburgh *** McKean-Vlasov SDEs with a common noise and fluctuation results

Contributed talks

Alessandro Calvia – Milan *** Optimal control of Pure jump processes with noise free partial observation
Michele Coghi – Berlin *** Mean field limit of interacting filaments for 3D Euler equations
Giovanni Conforti -Paris *** The Schrödinger problem for weakly dependent particles
Tiziano De Angelis – Leeds *** Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
Vadim Kaushansky –  Oxford *** Simulation of particle systems interacting through hitting times
Mario Maurelli – York *** A McKean-Vlasov SDE with reflecting boundaries
Stefano Pagliarani – Udine *** Fixed-point theorems and Picard iteration methods for a class of McKean-Vlasov SDEs with jumps
Andreas Sojmark – Oxford *** Dirichlet heat kernel type estimates for stochastic McKean–Vlasov equations with unbounded drift

List of Participants

Andrew Allan – University of Oxford
Jason Anquandah – University of Leeds
Mayorcas Avi – University of Oxford
Alessandro Balata – University of Leeds
Cyril Benezet – Université Paris Diderot
Andrea Bovo – University of Turin
Alessandro Calvia – University of Milan Bicocca
Claudia Ceci – University of Pescara
Michele Coghi – WIAS Berlin
Sam Cohen – University of Oxford
Katia Colaneri – University of Leeds
Giovanni Conforti – Ecole Polytechnique
Dan  Crisan – Imperial College London
Tiziano De Angelis – University of Leeds
Dario Domingo – University of Leeds
Gonçalo dos Reis – University of Edinburgh
Miryana Grigorova – University of Leeds
Said  Hamadene – University of Le Mans
Ben Hambly – University of Oxford
Côme Huré – LPSM
Elena Issoglio – University of Leeds
Lanpeng Ji – University of Leeds
Cheng Kai – University of Leeds
Vadim Kaushansky – University of Oxford
Bekzhan Kerimkulov – MIGSAA
Gechun Liang – Warwick University
Yating Liu – Université Paris Diderot
Randall Martyr – Queen Mary University of London
Mario Maurelli – University of York
Nikita Merkulov – University of Leeds
Stefano Pagliarani – University of Udine
Jan Palczewski – University of Leeds
Gregor Pasemann – Technische Universität (TU) Berlin
Huyên Pham – Université Paris Diderot
Alexandre Popier – University of Le Mans
Marie-Claire Quenez – Université Paris Diderot
Francesco Russo – ENSTA ParisTech
Paul Smith – University of Leeds
Andreas Sojmark – University of Oxford
Lukasz  Szpruch – University of Edinburgh
Mingchuan Zhao – University of Leeds