*deadline approaching*
Dear colleagues,
This is to announce a one-day workshop on Topics in SDEs and their link to (S)PDEs.
The workshop will be held in the School of Mathematics in Leeds (UK) on 19 September 2016.
Registration is FREE but COMPULSORY (for catering porpuses).
If you intend to take part please send an email to Elena Issoglio (e.issoglio@leeds.ac.uk) by Monday 12th September.
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Programme
12:00-13:00 - Buffet lunch
13:00-13:45 - Russo, F. - BSDEs, càdlàg martingale problems and mean-variance hedging under basis risk 13:45-14:30 - Issoglio, E. - Forward-Backward SDEs with distributional coefficients 14:30-14:50 - Shi, Q. - American Eagle Options
14:50-15:30 - Coffee Break
15:30-16:15 - Dos Reis, G. - Ideas on pathwise directional derivatives beyond Cameron-Martin directions 16:15-16:35 - Dhariwal, G. - 2D Stochastic Constrained Navier-Stokes Equations 16:35-16:55 - Johnson, P. - Optimal Stopping in Mathematical Statistics
18:30 - Social Dinner
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This workshop is sponsored by the LMS. Partial travel funding is available for young researchers including PhDs and Post-Docs. Please email Elena for further information about financial support.
For more details see http://www.maths.leeds.ac.uk/topics_in_sdes
Best wishes, Elena
Dr Elena Issoglio
Lecturer in Financial Mathematics
Office 11.02, School of Mathematics
School of Mathematics, University of Leeds, Leeds, LS2 9JT
E: e.issoglio@leeds.ac.ukmailto:e.issoglio@leeds.ac.uk
T: 0113 34 3 4660