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Backward Stochastic Differential Equations, Finance and Applications
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| Weihai,Shandong (in east Caost of Shandong,
China) , Aug. 29-Sep.2, 2002 |
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1. Recent progresses on BSDEs: Theoretical and Numerical results
2. Mathematical Finance
3. Forward & Backward Stochastic Differential Equations
4. BSDE & PDE, SPDE
5. BSDE & Stochastic Control, Games
6. BSDE & Nonlinear Expectations and Nonlinear Martingales
7. BSDE & Recursive utilities and Risk-sensitive Utilities
8. BSDE & Stochastic Differential Geometry
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The Organizers: |
Jean Memin,
Shige Peng
mailto:
<dice@math.sdu.edu.cn>
Institute of Mathematics, Sandong University,
Jinan, 250100, China
Tel: +86-531-8564100 or +86-531-8364100
Fax: +86-531-8564100 or +86-531-8364100
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Please send your suggestions and comment to: icmsec@beijing.icm2002.org.cn
Last modified:
May. 9,
2002
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2002
© Copyright by Chinese Mathematical Society. All Rights Reserved
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