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活动简介
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.
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重要日期
  • 会议日期

    06月22日

    2014

    06月27日

    2014

  • 06月27日 2014

    注册截止日期

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山东大学数学学院
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