Machine generated contents note: 1.Non-linear evolution equations driven by rough paths / Jan Tudor -- 2.Optimal stopping times with different information levels and with time uncertainty / Xin Guo -- 3.Finite horizon optimal investment and consumption with CARA utility and proportional transaction costs / Kun Zhao -- 4.Uniform integrability of exponential martingales and spectral bounds of non-local Feynman-Kac semigroups / Zhen-Qing Chen -- 5.Continuous-time mean-variance portfolio selection with finite transactions / Duan Li -- 6.Quantifying model uncertainties in the space of probability measures / G. He -- 7.A PDE approach to multivariate risk theory / Hailiang Yang -- 8.Stochastic analysis on loop groups / Shizan Fang -- 9.Existence and stability of measure solutions for BSDE with generators of quadratic growth / Jianing Zhang -- 10.Convex capital requirements for large portfolios / Thomas Knispel --

Contents note continued: 11.The mixed equilibrium of insider trading in the market with rational expected price / Hong Liu -- 12.Some results on backward stochastic differential equations driven by fractional Brownian motions / Jian Song -- 13.Potential theory of subordinate Brownian motions revisited / Zoran Vondracek -- 14.Research on social causes of the financial crisis / Steven Kou -- 15.Wick formulas and inequalities for the quaternion Gaussian and β-permanental variables / Ang Wei -- 16.Further study on web Markov skeleton processes / Chuan Zhou -- 17.MLE of parameters in the drifted Brownian motion and its error / Weian Zheng -- 18.Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs / Tusheng Zhang -- 19.Simulation of diversified portfolios in continuous financial markets / Renata Rendek -- 20.Coupling and applications / Feng-Yu Wang -- 21.SDEs and a generalised Burgers equation / Wei Yang.