This two-and-a-half-day conference is on mathematical finance, probability theory, and partial differential equations to be held at Rutgers University, New Brunswick, May 17-19, 2017 (for the precise time and place, see under Schedule). The scientific themes are stochastic analysis and its applications to mathematical finance and partial differential equations. These topics touch upon the highly active research areas of stochastic differential games, backward stochastic differential equations, stochastic portfolio theory, and systemic risk.
The invited speakers include:
- Solesne Bourguin, Boston University
- Asaf Cohen, University of Michigan
- Igor Cialenco, Illinois Institute of Technology
- Jaksa Cvitanic, California Institute of Technology
- Ryan Hynd, University of Pennsylvania
- Soumik Pal, University of Washington
- Birgit Rudloff, Vienna University of Economics and Business
- Alex Schied, University of Waterloo
- Frederi Viens, Michigan State University
- Jiongmin Yong, University of Central Florida
- Jianfeng Zhang, University of Southern California
- Paul Feehan, Rutgers University
- Kasper Larsen, Carnegie Mellon University
- Kihun Nam, Rutgers University
- Daniel Ocone, Rutgers University
- Triet Pham, Rutgers University
- Mykhaylo Shkolnikov, Princeton University
- Kim Weston, University of Texas at Austin
Our conferences seek to encourage and promote early-career mathematicians: The conference schedule will allow for sixteen contributed talks without parallel sessions. Priority for travel funding will be given to presenters who are graduate students, other junior mathematicians, and those from underrepresented groups.
We have limited financial support available for junior US-located researchers (including graduate students, post docs, and tenure tracks). Please see under registration.