Mathematical Finance, Probability, and Partial Differential Equations Conference

数学金融、概率论和偏微分方程会议将于2017年5月17日至19日在新不伦瑞克的罗格斯大学举行。（参见http://finmath.rutgers.edu/partial-differential-equations-conference）科学主题是随机分析及其在数学金融和偏微分方程中的应用。这些主题涉及随机微分对策、倒向随机微分方程、随机投资组合理论和系统风险等高度活跃的研究领域。本次会议旨在鼓励和促进早期职业数学家。会议将汇集杰出的资深演讲者和广泛的初级数学家，并将有助于支持、培训和鼓励下一代研究人员。免费的平行会议将为研究生和初级数学家提供机会来展示他们的研究并获得专家的反馈。罗格斯大学将于2017年5月17日至19日主办一场关于数学金融、概率论和偏微分方程的会议。一般来说，随机分析和概率论为从平均场博弈理论到均衡理论等领域提供了强大的数学工具。特别是在倒向随机微分方程、大相互作用粒子系统及其在与均衡理论、投资决策和系统风险相关的随机控制理论中的应用方面取得了重大进展。应用领域包括大型股票市场的投资，银行系统的系统性风险，以及定价和最佳退休计划的模型选择。会议的目的是将研究这些不同主题的专家聚集在一起，促进参与者之间的思想交流，并为研究生和初级数学家提供机会。

A conference on mathematical finance, probability theory, and partial differential equations will be held at Rutgers University, New Brunswick, May 17--19, 2017. (See http://finmath.rutgers.edu/partial-differential-equations-conference.) The scientific themes are stochastic analysis and its applications to mathematical finance and partial differential equations. These topics touch upon the highly active research areas of stochastic differential games, backward stochastic differential equations, stochastic portfolio theory, and systemic risk. This conference seeks to encourage and promote early-career mathematicians. The conference will bring together distinguished senior speakers and a wide range of junior mathematicians, and will help to support, train and encourage the next generation of researchers. Contributed talks free of competing parallel sessions will give an opportunity to graduate students and junior mathematicians to present their research and to obtain feedback from experts.Rutgers University will host a conference on mathematical finance, probability theory, and partial differential equations, May 17--19, 2017. Stochastic analysis and probability theory in general provide powerful mathematical tools for areas ranging from mean field game theory to equilibrium theory. In particular, significant progress has been made on backward stochastic differential equations, large interacting particle systems, and their applications to stochastic control theory related to equilibrium theory, investment decisions, and systemic risk. The areas of application include investment in large equity markets, systemic risk in banking systems, and model selection for pricing and optimal retirement planning. The aim of the conference is to bring together experts working on these different topics, to foster the exchange of ideas among the participants, and to provide exposure to graduate students and junior mathematicians.