LIASFMA Summer School 2013:

Probability and PDE, Interactions

 

July 1th –July 19st, 2013

Beijing, Siyuan Building (Academy of Mathematics and Systems Science)

 No. 55, Zhongguancun East Road, Beijing

 

 

 

Introduction of Summer School

 

This summer school one activity of Sino-French International Associate Laboratory in Applied Mathematics (LIASFMA in short).
Its purpose is to present recent developments in stochastic analysis, which have enabled new interactions between probability and PDEs. More precisely, the themes of the summer school are concentrated in: Particle systems and mean field models, mean field games, path dependent PDE, backward stochastic differential equation (BSDEs) and optimal transportation under stochastic dynamics.

The Summer School will be held from 1st  to 19th  July 2013 at the Academy of Mathematics and System Sciences, Chinese Academy of Sciences (Beijing). We are going to organize several mini-courses in the first and the last weeks (July 1st --July 6th  and July 15th  –July 19th ) and a workshop in the second week (July 8th  –July 13th ).

Mini-courses in Summer Institute

 

 

July 1st  –July 6th  : Mini-course on

l  Particles systems: Probabilistic approach (P. Del Moral, INRIA, Bordeaux),

l  Particles systems: PDE approach (A. Guillin, Université Blaise Pascal),

l  Mean field games: Probabilistic approach (F. Delarue, Université de Nice),

l  Mean field games:  PDE approach (O. Gueant, Université de Paris 7),

 

 

July 15th -July 19th  : Mini-course on

l  Path dependent Parabolic Second order PDEs (Jianfeng Zhang, University of Southern California)

l  Optimal transportation under stochastic dynamics (Nizar Touzi, Ecole Polytechnique and Xiaolu Tan, Université du Dauphine)

l  Nonlinear expectation, Mean-Field Games and Related PDE (Shige Peng, Shandong University)   

l  Arbitrage and Duality in Nondominated Discrete-Time Models (Bruno Bouchard, Université de Paris 9)

 

 

 

Abstracts of Mini-course

 

 

Workshop  on

 

NEW DEVELOPMENTS IN STOHASTIC ANALYSIS:

Probability and PDE interactions

 

(July 8th   –July 13th )

 

Confirmed Speakers (the list will be updated regularly):

 

Ø  Francois Bolley (Université de Paris 9)

Ø  Rainer Buckdahn  (Université de Brest)

Ø   Laurent Denis (Université d’Evry),

Ø  Nicole El Karoui (Université de Paris 6),

Ø  Nicolas Fournier (Université de Paris Est)

Ø  Emmanuel Gobet (Ecole Polytechnique)

Ø  Arnaud Guillin (Université Blaise Pascal)

Ø  Saïd Hamadène  (Université du Maine)

Ø  Maxime Hauray (Universite Aix-Marseille I)

Ø  Mingshang Hu (Shandong University)

Ø  Peng Hu (Oxford University)

Ø  Monique Jeanblanc(Université d’Evry)

Ø  Shaolin Ji (Shandong University)

Ø Benjamin Jourdain  (Ecole des Ponts ParisTech)

Ø  Xiangdong Li (Institute of Applied Maths, AMSS, CAS)

Ø  Gechun Liang (Oxford University)

Ø  Chunhua Ma (Nankai University)

Ø  Anis Matoussi (Université du Maine)

Ø  Jin Ma (University of Southern California)

Ø  Marcel Nutz (Columbia University)

Ø  Jan Obloj (Oxford University)

Ø  Huyên Pham, (Université de Paris 7)

Ø  Dylan Possamaï (Université de Paris 9)

Ø  Filippo Santambroggio (Université Paris-Sud)

Ø  Yufeng Shi (Shandong University)

Ø  Xiaolu Tan (Université de Paris 9)

Ø  Liming Wu (Institute of Applied Maths, AMSS, CAS)

Ø  Zhen Wu  (Shandong University)

Ø  Zuoquan Xu (PUHK)

Ø   Jia-An Yan (Institute of Applied Maths, AMSS, CAS)

Ø  Qi Zhang (Fudan University)

Ø  Xu Zhang (Sichuan University)

Ø  Chao Zhou (NUS)

Ø  Xunyu Zhou (CUHK)

 

 

 

Scientific Committee

 

Rainer Buckdhan, Nicole El Karoui, Fuzhou Gong, Zhiming Ma, Shige Peng, Jia-An Yan.

 

Organization Committee

Arnaud Guillin, Ying Jiao, Nizar Touzi, Liming Wu, Mingyu Xu.

 

Supports and Sponsors

 

Travel and Visitor's Information

 

l         Visa

l          Currency

l          Hotels

l          Restaurants

l          Sightseeing

l          Mobile Communication

l          Transportation

 

Important warnings about local customs and amenities amenities

 

Contact to us

Ying Jiaojiao@math.jussieu.fr),Mingyu Xu (xumy@amss.ac.cn)

There is no registration fee for student, however summer institute cannot support students’ local expenses.

If you want to join us, please send us your name, University, title(student/professor) and your contacts(email and tel).

 

Hotel Information

 

Hotels near Academy of mathematics and System Science (Walking distance)

 

·  Liaoning Building (辽宁大厦) Tel: 86-10-62589999

·  Wu Ke Hotel (物科宾馆)010-82649482 or 010-82649140 Fax: 010-82649491

·  Ke Yuan Hotel (科苑公寓)010-82628538

·  Tian Chuang Hotel (天创宾馆) 010-51192066 or 51192000, Fax: 010-51192077

·  Heng Xing Hotel (恒兴商务酒店): 010-62629988 Fax:01062560102

 

 

 


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