Skip to main content


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