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).

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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. - TBA 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

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