Frontiers in Stochastic Analysis-Bsdes, Spdes and Their Applications: Edinburgh, July 2017 Selected, Revised and Extended Contributions (Paperback, 2019)

Preface.- Dirk Becherer, Martin Buttner, Klebert Kentia, On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples.- Mireille Bossy, Jean-Fran?ois Jabir, On the wellposedness of some McKean models with moderated or singular diffusion coefficient.- Philippe Briand, Adrien Richou, On the uniqueness of solutions to quadratic BSDEs with non-convex generators.- Antonella Calzolari, Barbara Torti, An example of martingale representation in progressive enlargement by an accessible random time.- Samuel N. Cohen, Martin Tegner, European option pricing with stochastic volatility models under parameter uncertainty.- Nicole El Karoui, Caroline Hillairet, Mohamed Mrad, Construction of an aggregate consistent utility, without Pareto optimality. Application to Long-Term yield curve modeling.- Monique Jeanblanc, Dongli Wu, BSDEs and enlargement of filtration.- Gon?calo dos Reis, Greig Smith, An unbiased Ito type stochastic representation for transport PDEs: A toy example.- Mauro Rosestolato, Path-dependent SDEs in Hilbert spaces.