Tuesday, February 26, 2013

AMS Fall Eastern Sectional Meeting: Special Session on Partial Differential Equations, Stochastic Analysis, and Applications to Mathematical Finance

October 12-13, 2013
Temple University
Philadelphia, PA

Organizers: Paul Feehan (Rutgers University), Ruoting Gong (Rutgers University), and Camelia Pop (University of Pennsylvania)

Description: The purpose of this special session is to highlight new methods, directions and recent research in partial differential equations, stochastic analysis, and their application to probability theory and mathematical finance. Topics may include backward stochastic differential equations, degenerate elliptic and parabolic PDEs, fully nonlinear PDEs, obstacle and free boundary problems, nonlocal PDEs, optimal stopping problems, stochastic PDEs, stochastic representations, stochastic control, and applications to mathematical finance.
  • Deadline for all abstract submissions: August 20, 2013