- Luigi Accardi (University of Roma2, Italy): The Quantum decompositions of classical infinitely divisible random variables.
- Haidar Al-Talibi (Linnaeus University, Sweden): Differentiable approximation of diffusion equations by stochastic Newton equations with fractional Brownian motion
- Riadh Baazaoui (University of Tunis El-Manar, Tunisia): Numerical Solution of SDE and Application
- Abdessatar Barhoumi (University of Sousse, Tunisia): From white noise to quantum white noise operators: examples and related normal-ordered WNDE.
- Jocelyne Bion-Nadal (Ecole Polytechnique de Paris, France): Time consistent dynamic processes and second order partial differential equations
- Philippe Blanchard (University of Bielefeld, Germany): Mathematical Analysis of Complex Networks
- Fateh Ben Atia (University of Biskra, Algeria): A semiparametric estimation procedure for multi-parameter Archimedean copulas based on L-moments method
- Mohamed Ben Alaya (University of Paris 13, France): Asymptotic Behavior of The Maximum Likelihood Estimator For Ergodic and Nonergodic Sqaure-Root Diffusions
- Wolfgang Bock (University of Kaiserslautern, Germany) : Hamiltonian integrands as distributions of white noise
- Brahim Brahimi (University of Biskra, Algeria) : Involving the copula models in conditional value at risk for multivariate losses
- Mounir Bedhiaf (University of Tunis El Manar): Limit theorem for a rough path differential equation with a random coefficient
- Sonia Chaari (University of Tunis El-Manar, Tunisia): Stokes formula on the dual space of the Schwartz space
- Luciano Campi (University of Paris 13, France) : A structural risk-neutral model for pricing and hedging electricity derivatives
- Djalil Chafai (University Paris-Est Marne-la-Valee, France ): Aspects of the logarithmic potential
- Fernanda Cipriano (University of Lisbon, Portugal): On the vanishing viscosity limit for the 2D Navier-Stokes equations
- Madalina Deaconu (INRIA, Nancy-Grand Est , France) : Simulation of Bessel hitting times by a random walk on moving spheres approach
- Serge Darolles (university of Paris Dauphine,France): Survival of Hedge Funds: Frailty vs Contagion
- Ameur Dhahri (University of Tunis El-Manar, Tunisia): Polynomial extensions of the Weyl C* -algebra
- Giulia Di Nunno (CMA-University of Oslo, Norway): Orthogonal polynomials and stochastic calculus for doubly stochastic Poisson random fields
- Nicole El Karoui (Ecole Polytechnique, Paris. France): Consistent dynamic, Utilities and applications
- Karl-Theodor Eisele (University of Strasbourg, France): Alouglu’s theorem for L1-Modules
- Franco Fagnola (Politecnico di Milano, Italy): Entopy production for quantum Markov semigroups
- Ivan Gentil (University of Lyon1, France): Exponential convergence of diffusion equation in Wasserstein distance.
- Emmanuel Gobet (Ecole Polytechnique and CNRS, France): Stochastic expansions for averaged diffusions and applications to pricing*
- Martin Grothaus (University of Kaiserslautern, Germany): Bargmann–Segal space, generalized functions and Feynman–Kac formula
- Sven Haadem (CMA, University of Oslo, Norway): A maximum principle for jump diffusion processes with infinite horizon
- Fatma Haba (University of Tunis El-Manar, Tunisia): Asymptotic arbitrage, large deviationand optimal
- Astrid Hilbert (Linnaeus University, Sweden): On a Singular Stochastic Newton Equation derived from a Quantum Model
- Sameh Horrigue (University of Mahdia, Tunisia): Bi-quantum white noise operators
- Wissem Jedidi (University of Tunis El-Manar, Tunisia): Interplay Betwen Bernstein Functions and the HCM Property - Applications to Subordinators
- Alderic Joulin (University of Toulouse III, France): Concentration of invariant probability measures: beyond the case of Lipschitz observables
- Narjes Khalifa (University of Tunis El-Manar, Tunisia): Relation between the Backward and Kuo-Ayed integrals
- Ruth Kaila (Aalto University, Finland): The option implied integrated variance in pricing and hedging
- Asma Khedher (CMA, University of Oslo, Norway): Pricing of spread options in a bivariate Lévy market and stability to model risk
- Hui-Hsiung Kuo (Louisiana State University, USA): The Ito formula for a new stochastic integral
- Coenraad Labuschagne (University of the Witwatersrand, South Africa): Stochastic processes in vector lattices
- Alberto Lanconelli (University of Bari, Italy): Fundamental theorem of calculus for a family of stochastic integrals and related Wong-Zakai type theorems
- Yuh-Jia Lee (National University of Kaohsiung, Taiwan): Clark formula of Generalized Lévy Functionals
- Yves le Jan (University Paris Sud, France): Signature of Brownian paths
- Anis Matoussi (Le Mans University, France): TBA
- Penka Mayster (Institute of mathematics and informatics, Bulgaria): Infinitesimal generator of the subordinated Markov branching processes
- Rui Vilela Mendes (University of Lisbon, Portugal): Superprocesses on distributions and nonlinear pde's
- Brahim Mezerdi (University of Biskra, Algeria): An existence result in the control of forward backward stochastic differential equations
- Mohamed Mnif (Enit, University of Tunis El-Manar, Tunisia): Numerical scheme for SPDEs with backward doubly stochastic
- Abdelhakim Necir (University of Biskra, Algeria): Statistical Inference for Distortion Risk Measures
- Torstein Nilssen (CMA, University of Oslo, Norway): A Variational Approach To The Construcion And Malliavin Differentiability of Strong Solutions of SDE’S
- Nobuaki Obata (Tohoku University, Japan): Quantum probabilistic spectral analysis of networks and applications
- Bernt Oksendal (CMA, University of Oslo, Norway): Optimal pricing strategies and Stackelberg equilibria in time-delayed stochastic differential games.
- Habib Ouerdiane (University of Tunis El-Manar, Tunisia): Unitarizing measure for the representation of a Lie group
- Krzysztof Paczka (University of Oslo, CMA, Norway): Malliavin calculus for Teugels martingales
- Habib Rebei (University of Gabes, Tunisia): Kolmogorov isomorphism associated to the Lévy process
- Hafedh Rguigui (University of Monastir, Tunisia): The powers of the quantum euler operator
- Anis Riahi (University of Sousse, Tunisia): Meixner White Noise calculus and chaotic decomposition property of the Lévy Noise space
- Mathieu Rosenbaum (Université Paris 6, France): Asymptotically optimal discretization of hedging strategies with jumps
- Barbara Ruediger (University of Wuppertal, Germany): Ito formula for mild solutions of SPDE with Gaussian and Levy noise
- Wolfgang Runggaldier (University of Padova, Italy): On stochastic filtering applications in finance
- Maren Diane Schmeck (University of Oslo, Norway): Stability of Merton's portfolio optimization problem for for Levy models
- Michael Skeide (University of Molise, Italy): Subproduct systems
- Ludwig Streit (Bielefeld University, Germany): Self-repelling Fractional Brownian Motion - the Edwards Polymer Model
- Padmanabhan Sundar (Louisiana State University, USA): Ergodic Control for the Two-dimensional Stochastic Navier-Stokes Equations
- Herry Pribawanto Suryawan (University of Kaiserslautern, Germany): On the Feynman integrand for electrons in random media
- Stefania Ugolini (University of Milano, Italy): Stochastic Description of a Bose-Einstein Condensate