Conferences on Recent Developments in Backward Stochastic Differential Equations and Mathematical Finance

倒向随机微分方程和数学金融最新进展会议

• 批准号: 1059909
• 负责人: Jin Ma
• 金额: $ 4.5万
• 依托单位: University of Southern California
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2011
• 资助国家: 美国
• 起止时间: 2011-02-01 至 2013-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1059909&HistoricalAwards=false
• 关键词: Conferences; Recent; Developments; Backward; Stochastic

This award provides support for the 4th Western Conference in Financial Mathematics (WCFM) and the 6th International Symposium on Backward Stochastic Differential Equations (ICBSDE), held back-to-back on June 6-10, 2011 in the vicinity of the University of Southern California campus. The main objectives are to bring together researchers in the areas of financial mathematics, insurance, and statistics from the Western U.S. and international researchers in the field of BSDEs and Stochastic Analysis, among them many are experts in Mathematical Finance and Stochastic Control Theory. The WCMF conference follows a sequence started at Stanford in 2007, followed by Austin in 2008 and UC Santa Barbara in 2009. The ICBSDE Symposium commenced in 1996 at the University of Paris VI, taking place every 3 years alternately in France and China. This is the first time it will be held in the United States. The two conferences will provide platforms for applied mathematicians, probabilists, and statisticians to present their recent work and initiate new projects. It is also expected to foster fruitful exchanges of ideas and to encourage new interactions between the Financial Mathematics and the BSDE communities, since the two fields have had significant overlaps in recent years.The proposers have made notable contributions in backward stochastic differential equations and their applications in finance, and the USC Mathematical Finance Colloquium has recently hosted many prominent researchers in both BSDEs and financial mathematics. It is expected that the two conferences will involve about a hundred researchers and graduate students. It is planned to include a significant number of participants in the early stages of their careers. Special effort will be made to give visibility to women and members of minority groups as invited speakers. All papers presented at the conferences will be disseminated via a website and made available to a wide international community. The conferences will also expose advanced undergraduates and beginning graduate students to cutting-edge research and encourage them to undertake further studies in the fields of Math Finance and BSDEs.Conference web site: http://www-bcf.usc.edu/~njamison/conference/main2.html

该奖项为2011年6月6日至10日在南加州大学校园附近举行的第四届西方金融数学会议（WCFM）和第六届反向随机微分方程国际研讨会（ICBSDE）提供支持。主要目标是汇集美国西部金融数学、保险和统计学领域的研究人员以及BSDEs和随机分析领域的国际研究人员，其中许多是数学金融和随机控制理论方面的专家。WCMF会议遵循了从2007年斯坦福开始的顺序，随后是2008年的奥斯汀和2009年的加州大学圣巴巴拉分校。ICBSDE研讨会于1996年在巴黎第六大学开始，每三年轮流在法国和中国举行。这是第一次在美国举行。这两个会议将为应用数学家、概率学家和统计学家提供展示他们最近工作和启动新项目的平台。它还有望促进富有成效的思想交流，并鼓励金融数学和BSDE社区之间的新互动，因为这两个领域近年来有显著的重叠。他们在后向随机微分方程及其在金融中的应用方面做出了显著的贡献，南加州大学数学金融研讨会最近邀请了许多在BSDEs和金融数学方面的杰出研究人员。预计这两次会议将有大约100名研究人员和研究生参加。它计划包括大量处于职业生涯早期阶段的参与者。将作出特别努力，使妇女和少数群体成员成为受邀发言者。在会议上提出的所有文件将通过一个网站散发，并提供给广泛的国际社会。会议还将使高级本科生和研究生接触到前沿研究，并鼓励他们在数学金融和BSDEs领域进行进一步的研究。会议网址：http://www-bcf.usc.edu/~njamison/conference/main2.html