Advances in Stochastic Analysis for Risk Modeling

The last years have seen a period of important contributions in stochastic analysis motivated by the management of risks in finance and insurance. New mathematical tools have been introduced, contributing both to pure research in applied mathematics and to a better understanding of practical problems. These include martingale optimal transport, path-dependent PDEs, new questions and methods in Skorohod embedding, new insights in homogenization for PDEs, probabilistic approaches for mean-field games, new problems in the analysis of random graphs, and other topics.
The aim of this workshop is to bring together leading researchers who have mainly contributed to these advances, well-established specialists of related fields, and young researchers who could contribute to new advances. The emphasis will be on new mathematical techniques, but we also want to invite some more applied researchers able to furnish a critical point of view towards industrial applications.

This workshop will take place from November 13-17, 2017 at the CIRM in Luminy (near Marseille). Participation is by invitation only.

Update from 04.04.2017: The list of participants is complete. Extra registrations cannot be accepted.

Most of the information about the workshop and the CIRM can be found at external pagehttp://scientific-events.weebly.com/1730.htmlcall_made and at http://www.cirm-math.com/visitors.html. We have at this stage only very few extra points for invited participants we want to mention:

• We cover the accommodation as well as the meals from Sunday evening until Friday lunch (both included). If you want to stay longer, please check directly with the CIRM about reservations and costs.
• We expect that participants will cover their travel costs themselves. For young researchers, we may be able to find extra funding if they apply and explain their situation.
• Due to limited space, some participants will have to share rooms. More information about this will be provided at a later stage.
  
• Due to limited time, not all participants will be able to give a talk. We try to maximise interaction by having a lot of time for discussion and collaboration.