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Tutorial on Viscosity Solutions of Path Dependent PDEs
( 17 - 18 Jun 2013)

Venue: IMS Auditorium

Organizing Committee · Visitors and Participants · Overview · Activities · Venue

 

Monday, 17 Jun 2013

09:00am - 09:30am

Registration

09:30am - 10:30am

Viscosity solutions of path dependent PDEs I
Motivation and examples

Jianfeng Zhang, University of Southern California, USA

10:30am - 10:45am

--- Coffee Break ---

10:45am - 11:45am

Viscosity solutions of path dependent PDEs II
Basics of pathwise stochastic analysis

Jianfeng Zhang, University of Southern California, USA

11:45am - 01:30pm

--- Lunch ---

01:30pm - 02:30pm

Viscosity solutions of path dependent PDEs III
Viscosity solutions of path dependent heat equations

Jianfeng Zhang, University of Southern California, USA

Tuesday, 18 Jun 2013

09:00am - 09:30am

Registration

09:30am - 10:30am

Viscosity solutions of path dependent PDEs IV
Peng's nonlinear expectation

Jianfeng Zhang, University of Southern California, USA

10:30am - 10:45am

--- Coffee Break ---

10:45am - 11:45am

Viscosity solutions of path dependent PDEs V
Viscosity solutions of fully nonlinear PPDEs

Jianfeng Zhang, University of Southern California, USA

11:45am - 01:30pm

--- Lunch ---

01:30pm - 02:30pm

Viscosity solutions of path dependent PDEs VI
Wellposedness of fully nonlinear PPDEs

Jianfeng Zhang, University of Southern California, USA



Organizing Committee · Visitors and Participants · Overview · Activities · Venue

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