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.