Time			Thursday (28 Oct)
8h50-9h45	Chairman: Boualem Djehiche	P+Disc	Huyên PHAM (LPMA / IUF, University of Paris 7, France)
			Optimal investment under multiple defaults and recursive systems of BSDEs
			Discussion led by Monique JEANBLANC (University of Evry)
9h45-10h15		P	Imen BEN LATIFA (ENIT, Tunis, Tunisia)
			Optimal multiple stopping times problems of jump diffusion processes
10h15-10h45			Coffee break
10h45-11h40	Chairman: Bruno Bouchard	P+Disc	Jianfeng ZHANG (University of Southern California, USA)
			A unified approach to wellposedness of non-Markovian FBSDEs
			Discussion led by Anis MATOUSSI (University of Le Mans/CMAP, Ecole Polytechnique)
11h40-12h10		P	Saïd HAMADÈNE (University of Le Mans, France)
			The Risk-Sensitive Switching Problem under Knightian Uncertainty
12h10-12h40		P	Mingyu XU (Institute of Applied Mathematics, Beijing, China)
			Backward stochastic differential equation with ratio constraint and its application
12h40-14h00			Lunch
14h00-14h30	Chairman: Romuald Elie	P	Ludovic  MOREAU (CEREMADE, University of Paris-Dauphine, France)
			Stochastic Target Problems with Controlled Loss in Jump Diffusion Models
14h30-15h00		P	Jean-François CHASSAGNEUX (University of Evry, France)
			A discrete-time approximation for reflected BSDEs related to switching problems
15h00-15h30	Chairman: Bernt Oksendal	P	Qi ZHANG (Fudan University, Shanghai, China)
			Probabilistic Representation of Weak Solutions of PDEs with Polynomial Growth Coefficients via Corresponding Backward SDEs
15h30-16h00		P	Marcel NUTZ (ETH, Zürich, Switzerland)
			Random G-Expectations
16h00 - +Inf			End of the conference