Time 


Monday (25 Oct) 
8h458h50 


Beginning of
the conference 
8h509h45 
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 
9h4510h15 
P 
Marina SANTACROCE (Department of
Mathematics of Politecnico in Turin, Italy) 
Power utility
maximization under partial information: some convergence results 
10h1510h45 


Coffee break 
10h4511h40 
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) 
11h4012h10 
P 
Bernt
OKSENDAL (Oslo University, Norway) 
Optimal control of stochastic delay
equations and timeadvanced backward stochastic differential equations 
12h1012h40 
P 
Ying HU (IRMAR, University of Rennes 1, France) 
Ergodic BSDEs
under weak dissipative assumptions and application to ergodic control 
12h4014h00 


Lunch 
14h0015h30 


Discussion Time 


15h3016h00 
Chairman: Monique Jeanblanc 
P 
Boualem DJEHICHE (KTH, Stockholm, Sweden) 
Optimal stopping of expected profit and
cost yields in an investment under uncertainty 
16h0016h30 
P 
Vlad BALLY (University of MarnelaVallée, France) 
Density estimates for localstochastic
volatility models 
16h3017h00 


Coffee break 
17h0017h30 
Chairman: Huyên Pham 
P 
M'hamed EDDAHBI (University of Cadi Ayyad, Marrakesh, Morocco) 
Limit theorems for
BSDE with local time applications to nonlinear PDE 
17h3018h00 
P 
Stéphane CRÉPEY (University of Evry, France) 
Doubly Reflected BSDEs with Call
Protection and their Approximation 



