Conference

The symposium on BSDEs continues a tradition, started in 1996 in France, to bring together researchers in the field to explore new developments in theory, as well as new applications. 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 and 2005, respectively. This is the 6th symposium, and is the first time it is held in North America. This is the 6th symposium, and the first time it is held in North America.  The Mathematical Finance program of the University of Southern California's campus is proudly serving as it's host in 2011.

The objective of the conference is to present recent work in the cutting-edge topics of Financial Mathematics and BSDEs, and related fields of Stochastic Analysis, Applied Probability and Statistics. The specific topics and related applications to finance that are expected to be represented in the symposium include, but are not limited to:

  • BSDEs with super-linear growth and/or reflections
  • FBSDEs with random coefficients
  • G-expectations
  • 2nd Order BSDEs
  • Nonlinear BSPDEs
  • FBSPDEs with infinite horizon
  • FBSDEs in infinite dimensions
  • Numerical Methods for BSDEs/FBSDEs
  • Risk Measures/Nonlinear Expectations
  • General applications in finance, insurance, biology and stochastic control

Information

The Symposium will feature three keynote speakers and many invited speakers from all over the world. All invited addresses are scheduled for 45 minutes each, and there will also be some shorter presentations for junior researchers/graduate students. For details see symposium Schedule.
The three keynote speakers are:

  • Shige Peng (Shandong University, China)
  • Nizar Touzi (Ecole Polytechnique, France)
  • Jiongmin Yong, (University of Central Florida, USA)
The Symposium follows immediately the 4th Western Conference on Mathematical Finance (WCMF), which will be held at USC on June 6 and 7, 2011.

 

IMPORTANT DEADLINES

Registration: March 1st, 2011

Hotel Reservation (group rate):  TBA

Organizing and Scientific Committee

Scientific Committee:

  • Freddy Delbaen, ETH Zurich
  • Nicole El Karoui, Paris VI, France
  • Ioannis Karatzas, Columbia U.
  • Shige Peng, Shandong U. China
  • Philip Protter, Cornell U.
  • Martin Schweizer, ETH Zurich
  • Shanjian Tang, Fudan U. China
  • Nizar Touzi, Ecole Polytechnique, France
  • Jiongmin Yong, U. of Central Florida
  • Xunyu Zhou, Oxford University

Local Organizers:

  • Jin Ma, USC
  • Jianfeng Zhang, USC
  • Jaksa Cvitanic, Caltech
  • Amy Yung, USC
  • Nicole Jamison, USC

 

Contact Person:

  • Nicole Jamison