Organizing Committee

Andrea Pascucci
Università di Bologna
Sergio Polidoro
Università di Modena e Reggio Emilia

Scientific Abstract

Probabilistic and analytical methods are fundamental in the modeling of physical and natural phenomena and in the description of financial markets.

The purpose of this meeting is to highlight the new methods, directions and the most recent developments in the theories of Probability and Partial Differential Equations. Special emphasis will be placed on applications to Physics and Mathematical Finance. The meeting will focus on the existence and regularity of solutions to nonlinear and free boundary problems and connected applications. Contributions on related topics are welcome.

Invited Speakers

Vlad Bally (Université Paris-Est, Marne-la-Vallée)

Mireille Bossy (INRIA Sophia Antipolis)

Paul Feehan (Rutgers, The State University of New Jersey)

Valentin Konakov (Academy of Science, Moscow)

Damien Lamberton (Université Paris-Est, Marne-la-Vallée)

Peter Laurence (Sapienza Università di Roma - Courant Institute, New York)

Luca Lorenzi (Università di Parma)

Alessandra Lunardi (Università di Parma)

Carlo Marinelli (Università di Bolzano)

Stéphane Menozzi (Universite de Paris VII, Paris)

Kaj Nyström (Umeå University)

Marco Papi (Engineering School, Università CBM, Roma)

Enrico Priola (Università di Torino)

Sandro Salsa (Politecnico di Milano)

Henrik Shahgholian (KTH - Royal Institute of Technology, Stockholm)

Denis Talay (INRIA Sophia Antipolis - École Polytechnique Paris Tech)