BrestTeam

Workshop
"Stochastic Control and Finance"

List of Contributed Talks will be proposed

Participant	Talk Topic (Abstracts)	Presentations
Professors
Abdul Rahman AL-HUSSEIN Qassim University- Buraydah- Saudi Arabia	Backward Stochastic partial differential equations driven by infinite dimensional martingales and applications	The presentation is available here
Auguste AMAN Université Cocody- Abidjan- Côte d'Ivoire	A note on homeomorphism for backward doubly SDEs and Applications	The presentation is available here
Ovidiu CARJA University of Alexandru Ioan Cuza- Iasi- Romania	On Strong invariance for semi linear differential inclusions	The presentation is available here
Stephane CREPEY Université d'Evry, France	Pricing game options with call protection: Doubly reflected BSDEs with call protection and their approximation	The presentation is available here
Romuald ELIE Université de Paris Dauphine- France	BSDE representation and numerical resolution of switching problems	The presentation is available here
Mhamed EDDAHBI Université Cadi Ayyad- Marrakech- Morocco	Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density
Hans-Juergen ENGELBERT Friedrich Schiller University- Jena- Germany	On Stochastic exponentials	The presentation is available here
El Hassan ESSAKY Université Cadi Ayyad- Marrakech- Morocco	Existence and uniqueness of solution for multidimensional BSDE with local conditions on the coefficient	The presentation is available here
Salvatore FEDERICO LIUSS University- Roma- Italy	Constrained portfolio choices in the decumulation phase of a pension plan	The presentation is available here
Dan GOREAC Université de Paris Est Marne la Vallée- France	On some discontinuous Control Problems (joint work with O.SEAREA)	The presentation is available here
Theodor HAVARNEANU University of Alexandru Ioan Cuza- Iasi- Romania	A Trotter scheme for Navier Stokes equations	The presentation is available here
Patrick HENAFF Université de Bretagne Occidentale- Brest- France	Topics in Computational Finance, a view from the trenches	The presentation is available here
Ying HU Université de Rennes 1- France	Quadratic and Superquadratic BSDEs and Related PDEs	The presentation is available here
Youri KABANOV Université de Franche Comté- Besançon- France	NFL 2	The presentation is available here
Federica MASIERO Universita di Milano Bicocca- Italy	A stochastic optimal control problem for the Heat equation on the Halfline with Dirichlet Boundary-noise and Boundary-control	The presentation is available here
Anis MATOUSSI Université du Maine- Le Mans- France	Utility maximization problem under Model uncertainty including jumps	The presentation is available here
Brahim MEZERDI Université Mohamed Khider- Biskra- Algérie	On some aspects of singular control of stochastic differential equations
Annie MILLET Université de Paris 1- France	On stochastic 2D Navier Stokes equations and hydrodynamical models	The presentation is available here
Marie-Amélie MORLAIS Université du Maine- Le Mans- France	Study of a mixed optimal stopping and control problem
Youssef OUKNINE Université Cadi Ayyad- Marrakech- Morocco	On the bounded variation of the flow of stochastic differential equation	The presentation is available here
Shige PENG Shandong University- PR of China	Progresses and Problems in Theory of Nonlinear Expectations and Applications to Finance	The presentation is available here
Serge PERGAMENCHTCHIKOV Université de Rouen- France	Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions
Marc QUINCAMPOIX Université de Bretagne Occidentale- Brest- France	Boundary value problems for second order stochastic differential equations with small parameters
Aurel RASCANU University of Alexandru Ioan Cuza- Iasi- Romania	Stochastic variational inequalities with oblique subgradents	The presentation is available here
Markus RIEDLE University of Manchester- The United Kingdom	Stochastic Integration for Lévy processes in Banach spaces	The presentation is available here
Francesco RUSSO Université de Paris 13- France	Mean Variance hedging in incomplete markets and applications. The case of Processes with independent Increments
Pierre VALLOIS Université Henri Poincaré de Nancy- France	Persistent random walks. Convergence and application to insurance	The presentation is available here
Martina ZAHLE Friedrich Schiller University- Jena- Germany	Semigroups and stochastic partial (pseudo) differential equations on measure spaces	The presentation is available here
Tusheng ZHANG University of Manchester- The United Kingdom	Semilinear Elliptic PDEs with singular coefficients	The presentation is available here
Zhen WU Shandong University- PR of China	Backward Stochastic Differential equations with Markov chains and the applications: Homogenization of systems of partial differential equations	The presentation is available here
PhD Students
Matteo BEDINI Université de Bretagne Occidentale- Brest- France	Brownian bridge on Stochastic Interval	The presentation is available here
Paolo DI TELLA Friedrich Schiller University- Jena- Germany	Linear Stochastic Schrödinger and Master Equations	The presentation is available here
Mohamed Anouar GASSOUS University of Alexandru Ioan Cuza- Iasi- Romania	Some Areas of Applications of SDE (BSDE) with oblique reflection	The presentation is available here
Shuai JING Université de Bretagne Occidentale- Brest- France	Semilinear SPDEs driven by an fBM of Hurst parameter H in (0,1/2)	The presentation is available here
Qian LIN Université de Bretagne Occidentale- Brest- France	Representation of G-martingales as stochastic integrals with respect to G-Brownian motion	The presentation is available here
Yiqing LIN Université de Rennes 1- France	On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian Motion with integral Lipschitz Coefficients	The presentation is available here
Tianyang NIE University of Alexandru Ioan Cuza- Iasi- Romania	The viability of stochastic differential equation driven by fractional Brownian motion	The presentation is available here
Adrien RICHOU IRMAR- Université de Rennes 1- France	Numerical simulation of BSDEs with drivers of quadratic growth with respect to $z$	The presentation is available here
Rafael SERRANO University of York- The United Kingdom	Existence of optimal relaxed control for stochastic evolution of equations in Banach spaces