Parallel Session 9 :: Wednesday, 12/18, 8:00-10:00                  Capital Suite 10
8:30-9:00	Laurent Denis (Le Mans University, France)  Stochastic PDEs driven by $G-$Brownian motion and the associated Backward Doubly Stochastic Differential Equations

Parallel Session 11 :: Wednesday, 12/18, 14:45-16:45                  Capital Suite 10
16:15-16:45	Chuanzhi Xing (Shandong University, Peoples Rep of China)  Path-dependent controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle