Session: MO-A-SW
BSDE and PDE Methods

Chair

Junjan Yang

Time

11:30 - 13:30 on Monday, 16th of July 2018

Venue

Swift

11:30

Mild solutions to path-dependent PDEs

Alexander Kalinin (Imperial College London), Alexander Schied (University of Waterloo)
12:00

On $L^1$ solutions of BSDE

Junjian Yang (TU Wien), Zhenjie Ren (University of Paris-Dauphine), Nizar Touzi (Ecole Polytechnique-CMAP)
12:30

Recent developments in the theory of stochastic control and optimal stopping with nonlinear expectations

Roxana Dumitrescu (King's College London), Agnes Sulem (INRIA), Marie-Claire Quenez (Universite Paris-Diderot)
13:00

Second-order backward SDE with random terminal time and applications

YIQING LIN (Shanghai Jiao Tong University), Zhenjie Ren (University of Paris-Dauphine), Nizar Touzi (Ecole Polytechnique-CMAP), Junjian Yang (TU Wien)