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Fudan-Warwick workshop

  2nd Fudan-Warwick Workshop on Financial Mathematics and Stochastic Analysis
30.07.2019 MB2.22, Mathematical Sciences Building
2:00-3:00 Shige Peng (Shandong University)
  Spatial and temporal white noises under sublinear G-expectation
3:00-4:00 Kai Du (Fudan University)
  On stochastic parabolicity conditions for SPDEs
4:00-5:00 Jing Zhang (Fudan University)
  Systems of Reflected Stochastic PDEs in a Convex Domain: Analytical Approach
31.07.2019 MB2.22, Mathematical Sciences Building
9:00-10:00 Horatio Boedihardjo (University of Reading)
  The signature of rough paths
10:00-11:00 Yufei Zhang (Oxford University)
  Deep neural network approximations to high-dimensional control and games
11:00-12:00 Wenqiang Li (Yantai Universtity/Loughborough University)
  Stochastic differential games with long-run average payoff

For further information, please contact the workshop organiser Gechun LIANG.