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