Evolution Equations for Deterministic and Stochastic Systems

23 May 2005 - 26 May 2005

Aims

This is the third annual workshop of the european research project with the same title (Research Training Network HPRN-CT-2002-00281). This project brings together mathematicians from the fields of evolution equations, control systems, and stochastic differential equations. The covered topics are:

Optimal synthesis and regularity of value functions, Stochastic interpretation of solutions to some partial differential equations, Backward stochastic differential equations, Stochastic differential equations in Banach spaces, Controllability and stabilizability of evolution equations, Utility maximization, Term structure of interest rates and stochastic viability, and related subjects of Mathematical Finance.

We expect to have short talks of the young researchers who got NRT grants, and general talks of the leading researchers involved in the project.