Sessions

MONDAY Morning

FBSDEs in utility maximization Games organised by Zhou Chao, Guangxin Fu and  Alexandre Popier: Guangxing Fu, Xizhi Su, Chen Yang

Connection with PDEs 1: Xiaolu Tan, Jianjun Zhou, Huilin Zhang 

BSDEs mean-field equations and irregularity, organised by Christel Geiss: Stefan Geiss, Alexander Steinicke, Dan Crisan

Numerical methods for BSDEs organised by Thomas Kruse: Stefan Ankirchner, Christian Bender, Long Teng

MONDAY Afternoon

Mean Field Systems and applications 1: William Hammersey, Bernt Oksendal, Jani Nykänen, Jodi Dianetti

Connection with Economics and Finance: Shichun Wang, Xun Li, Laurent Denis, Mehdi Talbi

Reflected BSDEs: Adrien Richou

Numerical Methods 1: Emmanuel Gobet, Christel Geiss, Jean-François Chassagneux, Wanqing Wang

MONDAY Evening

BSDEs, Enlargement of Filtrations and Information in Finance, organised by Monique Jeanblanc and Paolo Di Tella: Elena Bandini, Alessandro Calvia, Claudia Ceci

BSDEs in trade execution problems and related topics, organised by Mikhail Urusov: Julia Ackermann, Peter Bank, Ulrich Horst

From control theory to deep-learning and back 1, organized by David Siska and Lukasz Szpruch: Xin Guo, Yichao Chen, James-Michael Leahy 

Mean field systems, organised by Etienne Tanré: François Delarue, Wilhelm Stannat, Milica Tomasevic

TUESDAY Morning

Mean Field control problems and related topics, organised by Rainer Buckdahn and Juan Li: Dan Goreac, Juan Li, Wenqiang Li

Backward Stochastic Volterra Integral equations, organised by Tianxiao Wang and Jiongmin Yong: Yushi Hamaguchi, Tianxiao Wang, Nacira Agram

Numerical methods 2: Balint Negyesi, Lukasz Stepien and Michal Sobieraj

Connection with PDEs 2: Sergey Nadtochiy, Kihun Nam, Elena Issoglio

TUESDAY Afternoon

Quadratic BSDE: Joe Jackson, Rhoss Beauneur Likibi Pellat, Daniel Bussell

Recent development for BSDEs and mean-field games in optimal control, organised by Dylan Possamaï: Thibaut Mastrolia, Julien Claisse, Dylan Possamaï

Mean field Systems with Applications in Economics and Finance, organised by Fulvia Confortola and Andrea Cosso: Huyen Pham, Matteo Burzoni, Fausto Gozzi

BSDEs in Credit and Default Risk, organised by Miryana Grigorova: Stéphane Crepey, Marie-Claire Quenez, Miryana Grigorova

WEDNESDAY Morning

Mean Field Games, organised by Pierre Cardaliaguet and François Delarue: Idriss Kharroubi, Giulia Livieri, Chenchen Mou

Singular BSDEs, organised by Alexandre Popier, Chao Zhou and Guangxin Fu: Yan Dolinsky, Devin Sezer, Xiaonyu Xia

From control theory to deep-learning and back 2, organized by David Siska and Lukasz Szpruch: Tanut Treetanthiploet, Songbo Wang, Yufei Zhang

Propagation of chaos: Khoa Le, Benjamin Jourdain, Jean-François Mehdi Jabir

THURSDAY Afternoon

Recent advances in continuous time principal-agent problem, organised by Xiaolu Tan and Yiqing Lin: Camilo Hernandez, Hao Xing, Junjian Yang, Xihao He

Recent advances in martingal representation theorems and enlarged filtrations, organised by Claudio Fontana: Anna Aksamit, Paolo Di Tella, Barbara Torti, Jasmina Dordevic

Mean Field Systems and Applications 2: Mohamed Bahlali, Maximilien Germain, Alexander Vogler

Mean Field Systems and Applications 3: Robert Denkert, Julian Wendt, Samuel Daudin, Shahlar Meherrem

THURSDAY Evening

Backward Stochastic Partial Differential Equations and Control Theory of Stochastic Partial Differential Equations, organised by Qi Lü: Xu Liu, Qi Lü, Yanqing Wang

Optimal switching or stopping control problems, organised y Adrien Richou: Cyril Bénézet, Tiziano De Angelis, Marie-Amélie Morlais

BSDEs in infinite dimensional control, organised by Giuseppina Guatteri: Federica Masiero, Luca Scarpa, Gianmario Tessitore

Mean Field games 2, organised by Pierre Cardaliaguet and François Delarue: Aleksos Cecchin, Fabrice Djete, Emma Hubert

FRIDAY Morning

Non linear expectations, organised by Mingshang Hu: Shaolin Ji, Yongsheng Song, Mingshang Hu

Connection with PDEs 3: Mattia Martini, Etienne Pardoux, Lukas Wessels

Numerical methods for non linear McKean-Vlasov SDEs, organised by Goncalo Dos Reis and Chaman Kumar: Chaman Kumar, Goncalo Dos Reis

Mean Field Reflected Backward Stochastic Differential Equations: Wissal Sabbagh, Roxana Dumitrescu, Saïd Hamadène