BSDEs, Information and McKean-Vlasov equations
- Date: Monday 10 September 2018
- Location: University of Leeds
- Interval: Every day
- Until: Wednesday 12 September 2018
- Type: Conferences
- Cost: Free
The objective of the meeting is to disseminate recent results in stochastic analysis among the scientific community in the UK and strengthen its links with European experts in the field.
We address three topics which are popular in stochastic analysis, namely Backward Stochastic Differential Equations (BSDEs), Information and McKean-Vlasov equations. They are typically studied independently and so what we propose is an unusual combination. Our rationale is that there is an undisclosed potential here that can be realised by the interplay between the topics. Indeed they have several interesting features in common and at the same time, they complete each other. This mix may bring new insights and open the door to new applications and related research problems. The goal of the workshop is to bring together researchers from these areas and to allow the interplay of ideas and techniques.
For further information, please visit BSDEs, Information and McKean-Vlasov equations website.