with a special
The workshop organized within the European Research Training Network ``Evolution Equations for Deterministic and Stochastic Systems'', focuses on stochastic differential equations in a wider sense, and in particular on strong and weak solutions of forward as well as backward stochastic differential equations in finite and infinite dimensions.
The participants are expected to arrive on Monday, 28 March, in the afternoon. The talks will start on Tuesday morning and end on Friday, 1 April, departure day is Saturday, 2 April. The Thursday afternoon, 31 March, is reserved for a special session in honor of the 60th anniversary of Hans-Jürgen Engelbert; this special session will be closed by a dinner which will be served in one of Jena's historic restaurants.
We plan talks of about one hour length excluding 5 - 10 minutes for discussion. The participants are kindly asked to send the title of their talks to one of the organisators of the workshop before the end of February.
The workshop itself will be held in the main building of the University of Jena which is located in the heart of the city. Of course we organise accommodation in hotels nearby, for example in the hotel "Schwarzer Bär", a traditional hotel in the old town.
For additional informations concerning the University of Jena, the arrival, the accommodation, the Conference Site, the Excursion and the Banquet, please click on the following link: General information
Among the collegues who have expressed strong interest in coming to the workshop are:
Hans Föllmer (Berlin, Germany), Jerzy Zabczyk (Warsaw, Poland), Shige Peng (Jinan, China), Ying Hu (Rennes,France), Marc Quincampoix (Brest, France), A.Cherny (Moscow, Russia), M.Mania (Tbilissi, Georgia), S.Geiss (Jyvaeskylae, Finland),G.Tessitore (Parma,Italy), M.Fuhrman (Milano, Italy), G.Guatteri (Milano, Italy). This list could be extended by the names of several former PhD students of Hans-Juergen Engelbert. We expect that people from the Mathematics Department also attend the workshop.
Concerning the talks, the following titles have been communicated to us:
S.Assing (University of Warwick, United Kingdom): "The Behavior of the Critical Second Order Field in the Symmetric Simple Exclusion Regime";
R. Buckdahn: "A Stochastic Control Problem for Systems Driven by Normal Martingales";
A.Cherny (Moscow, Russia): "Singular Stochastic Differential Equations";
Hans-Juergen Engelbert (Jena, Germany): To be announced;
Hans Föllmer (Berlin, Germany): "Markov processes and non-linear potential theory";
M.Fuhrman (Milano, Italy): "Forward-Backward Stochastic Differential Equations with Stochastic Coefficients";
O. van Gaans (Jena, Germany): "On Emery's inequality for stochastic integrals and a variation of constants formula";
S.Geiss (Jyvaeskylae, Finland): "Approximation of Stochastic Processes - a more Analytic Approach";
G.Guatteri (Milano, Italy): "The Stochastic Tikhonov Theorem in Infinite dimension";
Ying Hu (Rennes,France): "Backward Stochastic Differential Equations with Quadratic Growth and Unbounded Termianl Value";
M. Mania (Tbilissi, Georgia): " Backward Stochastic PDEs related to the Utility Maximization Problem";
Shige Peng (Jinan, China): "BSDE, g-expectations and risk measures";
Marc Quincampoix (Brest, France): "Stochastic Controls with Compatibility of State Constraint. Application to the Approximate Controlability of Linear Stochastic Differential Equations";
P. Raupach (Frankfurt/Main, Germany): “The Cost of Employee Stock Options";
W. Schmidt (Frankfurt/Main, Germany): "An Analytical Approach to Pricing and Hedging Credit Baskets";
G. Tessitore (Parma,Italy): "On viability for Stochastic Differential Equations in Infinite Dimension";
M. Walther (Jena, Germany): "Stochastic differential equations with respect to continuous local martingales";
J. Wolf (BaFin, Bonn, Germany): "On the Valuation of the Interest Rate Guartantee in Life Assurance";
M. Zähle (Jena, Germany): "Brownian motion on fractals";
A. Zalinescu (Jena, Germany): "Hamilton-Jacobi-Bellman equations associated to symmetric stable processes";
Please find the program of the workshop under the following link: Programm
The meeting is sponsored by the European Research Training Network on the one hand, and by the ``Graduiertenkolleg'' of the Mathematics Department of the Friedrich – Schiller - Universität of Jena on the other hand.
If you have some question concerning the workshop or wish to participate, don't hesitate to contact one of the organizers:
Rainer Buckdahn (Universite' de Bretagne Occidentale, Rainer.Buckdahn@univ-brest.fr)
Sigurd Assing (University of Warwick, s.assing@warwick.ac.uk)
Wolfgang M. Schmidt, (HfB - Business School of Finance & Management, Frankfurt/Main, schmidt@hfb.de)
Web
page of the Friedrich–Schiller-Universität of Jena:
http://www.uni-jena.de/
Map
with the main building of the university (UHG) where the workshop will be
held:
http://www.uni-jena.de/Wie_komme_ich_zum_Universit%C3%A4tshauptgeb%C3%A4ude_.html
Web
page of the European Research Training Network ``Evolution Equations for
Deterministic and Stochastic Systems'' :
http://fraise.univ-brest.fr/~eveq/
Web
page of the hotel « Schwarzer Bär »:
http://www.schwarzer-baer-jena.de/
Information
on the town Jena and photos can be found on:
http://www.jena.de
You can find informations on your travel by train or plane combined with train on the following web pages:
By train: http://www.bahn.de
By plane: http://kelkoo.de (click on « Reisen, Flüge »)