Special sessions have been organised to bridge the meeting's fields Special sessions: organisers and titles Multidimensional quadratic BSDEs and their applications P. Luo, M. Kupper & H. Xing Path-dependent PDEs, non-Markovian stochastic control, and applications D. Possamai & X. Tan Recent advances on optimal switching problems (via BSDE methods) M.-A. Morlais Advanced numerical methods for non-linear stochastic equations E. Gobet & M. M'rad BSDEs, Malliavin Calculus, Analytic Methods, and Application P. Cheridito & S. Geiss Continuous time contract theory and BSDEs H. Xing BSDEs and SDEs with mean reflexion and particles systems P. Briand & A. Guillin BSDEs, Reflected BSDEs and the General Theory of Processes M. Grigorova SPDEs and PDEs on singular spaces M. Hinz BSDE techniques for XVA calculations S. Crepey & S. Sturm Martingale Representation, BSDEs and Enlargement of Filtrations P. Di Tella & M. Jeanblanc & H.-J. Engelbert BSDEs in Game and Control theory R. Buckdahn & J. Li Games and BSDEs S. Hamadene SPDEs for limit order book models U. Horst & D. Kreher Pathwise stochastic calculus N. Perkowski & G. dos Reis McKean-Vlasov: SDEs: Control, Regularity and Numerics J.-F. Chassagneux & L. Szpruch Numerical methods for BSDEs A. Lionnet Numerical approximations of high-dimensional BSDEs and PDEs M. Hutzenthaler & A. Jentzen Numerical approximations and regularity of SPDEs M. Hutzenthaler & A. Jentzen Mathematical Finance T. Zariphopoulou & M. Shkolnikov Notes and guidelines: The length of each talk will be 30 minutes (including time for questions). All meeting participants, including special session organizers and special session speakers, are expected to pay the meeting registration fee. The Organizing Committee and the Special Sessions organizers will work together to implement any necessary adjustment needed to ensure that the event runs smoothly. Download the Special Sessions Guidelines in PDF. This article was published on 2025-04-22
