Cohen S., Gyöngy I., dos Reis G., Siska D., Szpruch,L. (eds.) Frontiers in Stochastic Analysis-BSDEs, SPDEs and their Applications

Springer, 2019. — 303 p.This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs.
The volume addresses recent advances involving backward stochastic differential equations (BSDEs) and stochastic partial differential equations (SPDEs). These equations are of fundamental importance in modelling of biological, physical and economic systems, and underpin many problems in control of random systems, mathematical finance, stochastic filtering and data assimilation. The papers in this volume seek to understand these equations, and to use them to build our understanding in other areas of mathematics.
This volume will be of interest to those working at the forefront of modern probability theory, both established researchers and graduate students.Front Matter
On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples
On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient
On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators
An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time
European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling
BSDEs and Enlargement of Filtration
An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example
Path-Dependent SDEs in Hilbert Spaces