会议名称(英文)： 7th International Symposium on Backward Stochastic Differential Equations (BSDEs)
所属学科： 基础数学,计算数学与科学工程计算,应用数学
开始日期： 2014-06-22
结束日期： 2014-06-27
所在国家： 中华人民共和国
所在城市： 山东省 威海市
主办单位： 山东大学数学学院
E-MAIL： juanli@sdu.edu.cn, juanlisdu@gmail.com
会议网站： http://mathfinance.sdu.edu.cn/BSDE2014/
会议背景介绍：
Our conference on Backward Stochastic Differential Equations (BSDEs) continues a tradition which has its origin in 1996 in France. Its objective is to bring together researchers in the field of BSDEs in the larger sense, to explore new developments in theory, as well as new applications and theories inspired by BSDE approaches. The symposium was held three times in Le Mans, France (1996, 1999 and 2008). Shandong University and Fudan University, China, were the hosts in 2002 (Weihai) and 2005 (Shanghai), respectively. The 6th symposium was held in Los Angeles in 2011. This will be the 7th conference, and it will be the second time that Shandong University has the honor to host the symposium, and it’s also an occasion for the campus of Weihai to show to the participants the big changes it has met since the colloquium in 2002.
The objective of the conference is to present recent works in the cutting-edge topics of Financial Mathematics and BSDEs, and related fields of Stochastic Analysis, Applied Probability and Statistics, but also such recent fields like that of G-expectation and of path-dependent stochastic analysis, heavily related with the theory of BSDEs. The list of topics and related applications concerned by the conference is large, and concerns, in particular,
BSDEs with super-linear growth and/or reflections
FBSDEs in infinite dimension or with random coefficients
Nonlinear BSPDEs and FBSPDEs
Numerical Methods for BSDEs/FBSDEs
but also other topics, in which BSDEs are the main object of the studies. However, a particular attention is also paid to recently emerging theories which origin is tightly related with BSDEs,
G-expectations and nonlinear martingales
BSDEs under G-expectation/2nd Order BSDEs
Path-dependent partial differential equations
as well as topics tightly related and applications,
Risk Measures/Nonlinear Expectations
Mean-field limits and systemic risk
General applications in finance, insurance, biology, stochastic control and stochastic differential games
Our wish is that this scientific event unites the researchers of this large scale of topics and leads to an exchange of knowledge and to discussion between experienced researchers, but also between experienced researchers and postgraduate students, and that it may help to impulse further research in the above indicated research directions or even lead to new research directions in the future.
The workshop is organized by the School of Mathematics of Shandong University, Jinan and Weihai. The workshop will take place in Weihai Campus of Shandong University. The most of the participants will be accommodated in the “International Academic Center, Shandong University (Weihai)” (No.130, North Huanhai Road, Gaoxin District, Weihai City, Shandong Province(山东省威海市高新区北环海路130号)), which is at the seaside.
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