| Time | Monday (25 Oct) | ||
| 8h45-8h50 | Beginning of the conference | ||
| 8h50-9h45 | Chairman: Nizar Touzi | M | Nicole EL KAROUI (LPMA/Univ. P. and M. Curie, CMAP/Ecole Polytechnique, France) |
| Quadratic BSDEs revisited, a forward point of view | |||
| 9h45-10h15 | P | Marina SANTACROCE (Department of Mathematics of Politecnico in Turin, Italy) | |
| Power utility maximization under partial information: some convergence results | |||
| 10h15-10h45 | Coffee break | ||
| 10h45-11h40 | Chairman: Martin Schweizer | P+Disc | Samuel COHEN (Oxford University, United Kingdom) |
| Existence, Uniqueness and Comparisons for BSDEs in general spaces | |||
| Discussion led by Nicole EL KAROUI (LPMA/UPMC, CMAP/Ecole Polytechnique) | |||
| 11h40-12h10 | P | Bernt OKSENDAL (Oslo University, Norway) | |
| Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations | |||
| 12h10-12h40 | P | Ying HU (IRMAR, University of Rennes 1, France) | |
| Ergodic BSDEs under weak dissipative assumptions and application to ergodic control | |||
| 12h40-14h00 | Lunch | ||
| 14h00-15h30 | Discussion Time | ||
| 15h30-16h00 | Chairman: Monique Jeanblanc | P | Boualem DJEHICHE (KTH, Stockholm, Sweden) |
| Optimal stopping of expected profit and cost yields in an investment under uncertainty | |||
| 16h00-16h30 | P | Vlad BALLY (University of Marne-la-Vallée, France) | |
| Density estimates for local-stochastic volatility models | |||
| 16h30-17h00 | Coffee break | ||
| 17h00-17h30 | Chairman: Huyên Pham | P | M'hamed EDDAHBI (University of Cadi Ayyad, Marrakesh, Morocco) |
| Limit theorems for BSDE with local time applications to nonlinear PDE | |||
| 17h30-18h00 | P | Stéphane CRÉPEY (University of Evry, France) | |
| Doubly Reflected BSDEs with Call Protection and their Approximation |