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Invited Speakers	Topic
Lectures
Bruno BOUCHARD Université Paris Dauphine	Pricing and Hedging under Risk Constraints: the Stochastic Target Point of View
Laurent DENIS Université d'Evry Val d'Essonne	Méthode de la Particule Prêtée
Emmanuel GOBET Ecole Polytechnique - Palaiseau	Asymptotic Expansions and local volatility models
Mingshang HU Shandong University - Jinan	G-Levy Processes under Sublinear Expectations
Ying HU Université de Rennes 1	Utility Maximization and Forward Backward Stochastic Differential Equations of Quadratic Growth
Youri KABANOV Université de Franche Comté- Besançon	Selected Topics of the Arbitrage Theory
Juan LI Shandong University- Weihai	Optimal Control Problem of fully Coupled FBSDEs
Gilles PAGES Université Paris 6	Delaunay dual quantization schemes for reflected BSDE's
Shige PENG Shandong University - Jinan	Available later
Yongsheng SONG Academy of Mathematics and System Science - Beijing	The representation theorem for G-martingales
Jianfeng ZHANG University of Southern California - Los Angeles	On viscosity solutions of path dependent PDEs
Contributed Talks
Piernicola BETTIOL Université de Bretagne Occidentale - Brest	Some Analytical Tools in State Constrained Optimal Control
Philippe BRIAND Université de Savoie - Chambéry	Simulation of BSDEs and Wiener chaos expansions
Mhamed EDDAHBI Université Cadi Ayyad - Marrakech	Available later
Romuald ELIE Université Paris Dauphine	Exact replication under portfolio constraint: a viability approach
Dan GOREAC Université Paris Est Marne la Vallée & Oana Silvia SEREA Université de Perpignan	Stochastic Control Problems: Linear Formulations, Dynamic Programming, state constraints
Said HAMADENE Université du Maine - Le Mans	The  Multi-Player Non Zero-Sum Dynkin
Jin MA University of Southern California - Los Angeles	Utility Optimization on Defaultable Assets with Incomplete Information
Anis MATOUSSI Université du Maine - Le Mans	Second order Reflected BSDE's and applications
Marie-Amélie MORLAIS Université du Maine - Le Mans	Study of a general switching game
Marc QUINCAMPOIX Université de Bretagne Occidentale - Brest	Value function of differential games without Isaacs conditions
Adrien RICHOU Université Bordeaux 1	Time discretization of markovian quadratic and superquadradic BSDEs with an unbounded terminal condition
PhD Students
Matteo BEDINI Friedrich Schiller Universitat - Jena	Information process and compensator
Paolo DI TELLA Friedrich Schiller Universitat - Jena	On the predictable representation property for martingales associated to a Lévy process
Anton IBRAGIMOV Università di Milano Bicocca	G-expectations in infinite dimensional spaces and related PDE
Nabil KAZI-TANI Ecole Polytechnique - Palaiseau	Inf-convolution of Choquet integrals and applications in optimal risk transfer
Xinpeng LI Université de Paris 1	Martingale approximations for G-normal distribution and its applications
Tianyang NIE Université de Bretagne Occidentale - Brest	Forward-backward stochastic differential equations with subdifferential operators and associated variational inequalities
Jing ZHANG Université d'Evry	The Obstacle Problem of Quasilinear Stochastic PDES
Chao ZHOU Ecole Polytechnique - Palaiseau	Robust Utility Maximization in non dominated models and 2BSDEs with quadratic growth

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The school is sponsored by the European FP7 Marie Curie ITN programme