{"id":5,"date":"2017-01-19T16:46:06","date_gmt":"2017-01-19T16:46:06","guid":{"rendered":"http:\/\/conferences.leeds.ac.uk\/bsdes2018\/?page_id=5"},"modified":"2018-09-06T12:40:48","modified_gmt":"2018-09-06T12:40:48","slug":"participants","status":"publish","type":"page","link":"https:\/\/conferences.leeds.ac.uk\/bsdes2018\/participants\/","title":{"rendered":"Participants"},"content":{"rendered":"

Invited speakers<\/strong><\/p>\n

Claudia Ceci \u2013 Pescara *** On optimal reinsurance and investment for partially observable insurance models: a BSDE approach<\/em>
\nSam Cohen \u2013 Oxford ***\u00a0Uncertainty, Control and Filtering<\/em>
\nDan Crisan \u2013 London ***\u00a0Smoothing properties of McKean-Vlasov SDEs<\/em>
\nMiryana Grigorova \u2013 Leeds ***\u00a0Non-linear pricing of American options in an incomplete market with default<\/em>
\nSaid Hamadene \u2013 Le Mans ***\u00a0Mean-field backward-forward stochastic differential equations and mean-field nonzero sum stochastic differential games<\/em>
\nBen Hambly \u2013 Oxford ***\u00a0Stochastic McKean-Vlasov equations and systemic risk<\/em>
\nGechun Liang \u2013 Warwick ***\u00a0Systems of infinite horizon and ergodic BSDE arising in regime switching forward performance processes<\/em>
\nHuyen Pham \u2013 Paris ***\u00a0Control of McKean-Vlasov systems<\/em>
\nAlexandre Popier\u00a0\u2013\u00a0Le Mans ***\u00a0A mean field game of optimal portfolio liquidation<\/em>
\nMarie-Claire Quenez \u2013 Paris *** TBA<\/em>
\nFrancesco Russo \u2013 Paris ***\u00a0Recent developments in stochastic calculus via regularizations with jumps and applications to BSDEs<\/em>
\nLukasz Szpruch \u2013 Edinburgh ***\u00a0McKean-Vlasov SDEs with a common noise and fluctuation results<\/em><\/p>\n

Contributed talks<\/strong><\/p>\n

Alessandro Calvia - Milan *** Optimal control of Pure jump processes with noise free partial observation<\/em>
\nMichele Coghi - Berlin *** Mean field limit of interacting filaments for 3D Euler equations<\/em>
\nGiovanni Conforti -Paris *** The Schr\u00f6<\/span><\/span>dinger problem for weakly dependent particles<\/em>
\nTiziano De Angelis - Leeds *** Optimal dividends with partial information and stopping of a degenerate reflecting diffusion<\/em>
\nVadim Kaushansky -\u00a0 Oxford *** Simulation of particle systems interacting through hitting times<\/em>
\nMario Maurelli - York *** A McKean-Vlasov SDE with reflecting boundaries<\/em>
\nStefano Pagliarani - Udine *** Fixed-point theorems and Picard iteration methods for a class of McKean-Vlasov SDEs with jumps<\/em>
\nAndreas Sojmark - Oxford *** Dirichlet heat kernel type estimates for stochastic McKean--Vlasov equations with unbounded<\/em> drift<\/p>\n

<\/b>List of Participants<\/strong><\/p>\n

Andrew Allan - University of Oxford
\nJason Anquandah - University of Leeds
\nMayorcas Avi - University of Oxford
\nAlessandro Balata - University of Leeds
\nCyril Benezet - Universit\u00e9 Paris Diderot
\nAndrea Bovo - University of Turin
\nAlessandro Calvia - University of Milan Bicocca
\nClaudia Ceci - University of Pescara
\nMichele Coghi - WIAS Berlin
\nSam Cohen - University of Oxford
\nKatia Colaneri - University of Leeds
\nGiovanni Conforti - Ecole Polytechnique
\nDan\u00a0 Crisan - Imperial College London
\nTiziano De Angelis - University of Leeds
\nDario Domingo - University of Leeds
\nGon\u00e7alo dos Reis - University of Edinburgh
\nMiryana Grigorova - University of Leeds
\nSaid\u00a0 Hamadene - University of Le Mans
\nBen Hambly - University of Oxford
\nC\u00f4me Hur\u00e9 - LPSM
\nElena Issoglio - University of Leeds
\nLanpeng Ji - University of Leeds
\nCheng Kai - University of Leeds
\nVadim Kaushansky - University of Oxford
\nBekzhan Kerimkulov - MIGSAA
\nGechun Liang - Warwick University
\nYating Liu - Universit\u00e9 Paris Diderot
\nRandall Martyr - Queen Mary University of London
\nMario Maurelli - University of York
\nNikita Merkulov - University of Leeds
\nStefano Pagliarani - University of Udine
\nJan Palczewski - University of Leeds
\nGregor Pasemann - Technische Universit\u00e4t (TU) Berlin
\nHuy\u00ean Pham - Universit\u00e9 Paris Diderot
\nAlexandre Popier - University of Le Mans
\nMarie-Claire Quenez - Universit\u00e9 Paris Diderot
\nFrancesco Russo - ENSTA ParisTech
\nPaul Smith - University of Leeds
\nAndreas Sojmark - University of Oxford
\nLukasz\u00a0 Szpruch - University of Edinburgh
\nMingchuan Zhao - University of Leeds<\/p>\n","protected":false},"excerpt":{"rendered":"Invited speakers Claudia Ceci \u2013 Pescara *** On optimal reinsurance and investment for partially observable insurance models: a BSDE approach Sam Cohen \u2013 Oxford ***\u00a0Uncertainty, Control and Filtering Dan Crisan \u2013 London ***\u00a0Smoothing properties of McKean-Vlasov SDEs Miryana Grigorova \u2013 Leeds ***\u00a0Non-linear pricing of American options in an incomplete market with default Said Hamadene \u2013...","protected":false},"author":21,"featured_media":0,"parent":0,"menu_order":6,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-5","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/conferences.leeds.ac.uk\/bsdes2018\/wp-json\/wp\/v2\/pages\/5","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/conferences.leeds.ac.uk\/bsdes2018\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/conferences.leeds.ac.uk\/bsdes2018\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/conferences.leeds.ac.uk\/bsdes2018\/wp-json\/wp\/v2\/users\/21"}],"replies":[{"embeddable":true,"href":"https:\/\/conferences.leeds.ac.uk\/bsdes2018\/wp-json\/wp\/v2\/comments?post=5"}],"version-history":[{"count":0,"href":"https:\/\/conferences.leeds.ac.uk\/bsdes2018\/wp-json\/wp\/v2\/pages\/5\/revisions"}],"wp:attachment":[{"href":"https:\/\/conferences.leeds.ac.uk\/bsdes2018\/wp-json\/wp\/v2\/media?parent=5"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}