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SS81: Stochastic Systems, SDEs/SPDEs, and Games with Numerics and Applications

Organizer(s):
Name:	Affiliation:	Country:
Wanyang Dai	Nanjing University	Peoples Rep of China

Abstract:
We will present the latest achievements of theory, methods, and numerics for general stochastic systems, stochastic differential equations (SDEs), and stochastic partial differential equations (SPDEs). Their interactions with and/or applications in broad areas, e.g., optimal control and game theory, queueing theory, information theory and technology, FinTech, Big Data and intelligent cloud computing, genomics and healthcare, smart material sciences and communication systems will be highlighted.

List of approved abstract
Name	Affiliation	Title
Dan Crisan	Imperial College London	Solution Properties of a 3D Stochastic Euler Fluid Dquation
Wanyang Dai	Nanjing University	Simulation and Numerics by Malliavin Calculus for Backward Stochastic Partial Differential Equations and Stochastic Differential Games
Xiao Fang	The Chinese University of Hong Kong	A Malliavin-Stein approach for multivariate approximations in Wasserstein distance
Yongjiang Guo	Beijing University of Posts and Telecommunications	The strong approximation method and the LIL and functional LIL for queues.
Shi Jin	Shanghai Jiao Tong University and University of Wisconsin-Madison	Semiclassical computational methods for quantum dynamics with uncertain band-gap
Qinghua Li	Columbia University (non-academic, PhD Columbia)	Portfolio Optimization under Shortfall Risk Constraint
Hsing Luh	National Chengchi University	A markovian queue with feedback and multiple types of customers
Federica Masiero	Milano Bicocca University	Stochastic control problems with delay
Huyen PHAM	University Paris Diderot	Zero-sum stochastic differential games of generalized McKean-Vlasov type
Michael Roeckner	Bielefeld University	Nonlinear Fokker-Planck-Kolmogorov equations and stochastic distribution dependent SDE
Chao Zhu	University of Wisconsin-Milwaukee	On Feller and Strong Feller Properties of Regime-Switching Jump Diffusion Processes with Countable Regimes