Time     Tuesday (26 Oct)
8h50-9h45 Chairman: Emmanuel Gobet P+Disc Mateo CASSERINI  (ETH Zurich, Switzerland)
     An approach to fully coupled FBSDEs via functional differential equations
     Discussion led by Jianfeng ZHANG (University of Southern California, USA)
9h45-10h15 P Plamen TURKEDJIEV (Humboldt University of Berlin, Germany)
     Convergence of the Bender/Denk algorithm
10h15-10h45     Coffee break
10h45-11h40 Chairman: Vlad Bally P+Disc Joscha  DIEHL (Humboldt University of Berlin, Germany)
     BSDEs with rough drivers
     Discussion led by Anis MATOUSSI (University of Le Mans/CMAP, Ecole Polytechnique)
11h40-12h10 P Mohamed M'RAD (University of  Paris 13, France)
     An Exact Connection between two Solvable SDEs and a Non Linear Utility SPDE's
12h10-12h40 P Azmi MAKHLOUF  (Osaka University, Osaka, Japan)
     L2-time regularity of BSDEs with irregular terminal functions
12h40-14h00     Lunch
14h00-15h30     Discussion Time
   
15h30-16h00 Chairman: Peter Tankov P Konstantinos MANOLARAKIS (Imperial College London, United Kingdom)
     Second order discretization and efficient simulation  of Markovian BSDEs
16h00-16h30 P Joceline BION-NADAL (CMAP/Ecole Polytechnique, France)
     Convex Risk Measures under Model Uncertainty 
16h30-17h00     Coffee break
17h00-17h30 Chairman: Said Hamadene P Gilles PAGÈS (LPMA/University Pierre and Marie Curie, France)
     Dual quantization methods and application to Finance
17h30-18h25 P+Disc Emmanuel GOBET (CMAP/Ecole Polytechnique)
     Generalized fractional smoothness and Lp-variation of BSDEs with non-Lipschitz terminal condition
     Discussion led by Bruno BOUCHARD (University of Paris Dauphine)