Spring School
Stochastic Control in Finance"

List of Lectures and Talks will be proposed

Invited Lecturers Lecture Topic
Bernard DE MEYER
UniversitÚ de Paris 1, Paris, France
Repeated Games with incomplete information and finance
UniversitÚ du Maine, Le Mans, France
Optimal Switching problems
UniversitÚ de Franche ComtÚ, Besanšon, France
Hamilton-Jacobi-Bellman equations in financial models with transaction cost
Jorge LEON
CINVESTAV Instituto Politecnico National- Mexico City- Mexico
Stochastic integration with respect to the fractional Brownian motion and some application to SDE's

- Fractional Brownian Motion
- A strong Uniform Approximation of FBM by Means of Transport Processes
- An Extension of the Divergence Operator for Gaussian Processes
- Forward Integral and Fractional Stochastic Differential Equations
- Fractional Delay Equations in the Young Sense
- Stochastic Integration with respect to FBM
- Semimartingale Approach for Stochastic Integration
- Stratonovich Calculus for FBM with Parameters less than 1/2

Juan LI- Rainer BUCKDAHN
Shangdong University, Branch of Weihai, Weihai, PR China
UniversitÚ de Bretagne Occidentale, Brest, France
2-Persons Zero-Sum Stochastic Differential Games

Introduction      SDG       Appendix 2     
Jing MA
University of Southern California, Los Angeles USA
Actuarial models and their connection with finance

File 1    File 2    File 3   File 4    File 5
Shige PENG
Shangdong University, Jinan, PR China
G-expectation in stochastic control and finance

File 1      File 2       File 3       File 4
 Shanjian TANG
Fudan University, Shangai, PR China
Linear quadratic optimal Stochastic control and its application in finance
Marco FUHRMAN & Fausto GOZZI
Universita di Milano Bicocca, Milano & LIUSS University, Roma, Italy
Hamilton-Jacobi-Bellman equations in infinite dimensions
PhD Students
Friedrich Schiller Universitńt, Jena, Germany
The pathwise solution of an SPDE with fractal noise
Hanbing LIU
Alexandru Ioan Cuza Universtatea, Iasi, Romania
Maximum Principle of State-Constraint Optimal Control governed by Navier-Stokes equations in 2-D
UniversitÓ di Milano Bicocca, Milano, Italy
Alexandru Ioan Cuza Universtatea, Iasi, Romania