Workshop 3: Backward Stochastic Differential Equations

May 22 2013 - 09:00
May 24 2013 - 17:10
Venue: 

Centre Henri Lebesgue
Université de Rennes 1 - Campus de Beaulieu

Short description of the event: 

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.

The Lebesgue center chose to devote his first thematic semester, to be held in spring 2013, to the rich and close links between probability theory, analysis and the study of partial differential equations. The semester will highlight major recent advances in this broad field and will promote interactions between researchers from many different backgrounds and specialities. Among other events, an international Opening Conference, four thematic workshops and a Summer School will be held in Rennes and Nantes.

http://www.lebesgue.fr/content/sem2013-WS3-en