Perspectives in Analysis and Probability

Workshop 3: Backward Stochastic Differential Equations


Dates: 22 to 24 may 2013

Location: Rennes 

Contact: M. Gradinaru, Y. Hu

Goal

Since the first theoretical results for backward stochastic differential equations in the early 90s, this theory has continued to grow due to its applications in the fields of partial differential equations, stochastic geometry, finance and of stochastic control. The conference will provide an opportunity to take stock of recent developments and to consider new perspectives in this field.


List of speakers: tba




























Lebesgue Semester
Spring 2013



Registration
You can register for the inaugural conference or workshops online. To see which registrations are currently open and to submit a registration, please click here.



Application for grants
The mobility of young researchers from abroad will be promoted. The  Lebesgue center finances young researchers wishing to stay in Rennes a fortnight.  If you plan to do so, please click here.




Practical informations
To know how to get to Rennes, the possibilities of accommodation and all practical informal informations for your stay, please click here.







Scientific committee
Michael Cranston, University of California, Irvine
Franco Flandoli, Université de Pise
Tadahisa Funaki, University of Tokyo
George Papanicolaou, Stanford University
Étienne Pardoux, Aix-Marseille Université
Karl-Theodor Sturm, Université de Bonn

Local organizing committee
Rennes : J. Angst , I. Bailleul, J.-C. Breton, A. Debussche, M. Gradinaru, Y. Hu, F. Malrieu

Nantes :  Ph. Carmona, F. Hérau