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

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）和第六届向后随机微分方程国际研讨会（ICBEE）提供支持。 主要目标是汇集来自美国西部的金融数学，保险和统计领域的研究人员以及BSDES和随机分析领域的国际研究人员，其中许多人是数学金融和随机控制理论的专家。 WCMF会议遵循2007年在斯坦福大学开始的顺序，随后是2008年的奥斯汀和2009年的加州大学圣巴巴拉。 国际生物多样性公约研讨会于1996年在巴黎第六大学开始，每三年轮流在法国和中国举行。 这是它首次在美国举行。 这两个会议将为应用数学家，概率学家和统计学家提供平台，介绍他们最近的工作并启动新项目。 由于近年来金融数学和Bethesda社区之间有着重大的重叠，因此预计它也将促进富有成效的思想交流，并鼓励这两个领域之间的新的互动。提出者在向后随机微分方程及其在金融中的应用方面做出了显着的贡献，南加州大学数学金融学术讨论会最近举办了许多著名的研究人员在这两个BSDES和金融数学。 预计这两次会议将有大约一百名研究人员和研究生参加。 计划让相当多的参与者在职业生涯的早期阶段参加。 将作出特别努力，使妇女和少数群体成员作为特邀发言人受到重视。 在会议上提出的所有文件将通过一个网站传播，并提供给广大国际社会。 会议还将使高年级本科生和研究生接触前沿研究，并鼓励他们在数学金融和BSDEs领域进行进一步研究。会议网站：http://www-bcf.usc.edu/~njamison/conference/main2.html

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