COSA 2026 · 4TH EDITION
Conference on Ordered Structures and their Applications
With a Special Focus on Applications to Finance,
Actuarial Science and Mathematical Finance
Dates
September 14–18, 2026
Arrival
Sunday, September 13
Venue
CIRM
Luminy, Marseille
Luminy, Marseille
Language
English
Scientific Programme
Monday, September 14
Chairwoman:
Emma Hubert
09:00–09:15
Opening Welcome Speech
Emmanuel Lepinette · Amine Ben Amor · Amal Omrani
Welcome and opening of COSA 2026
09:20–10:00
Emmanuel Lepinette
Paris-Dauphine PSL University, France
Fundamental concepts in financial mathematics
10:05–10:20
☕ Coffee Break
10:25–11:25
Mathieu Rosenbaum
Paris-Dauphine PSL University, France
A unified theory of order flow, market impact and volatility
11:35–12:10
Jamel Jaber
University of Carthage, Tunisia
Extreme points of convex sets of positive operators
12:30–13:30
🍽 Lunch
14:00–14:40
Yuri Kabanov
Université Marie et Louis Pasteur, Besançon, France,
and Lomonosov MSU, Russia
On exit probabilities for generalized
Ornstein–Uhlenbeck processes
14:50–15:20
Asma Benrjab
Tunis El Manar University, Tunis, Tunisia
Order properties of Free Banach Lattices
15:30–16:00
Eugene Bilokopytov
University of Alberta, Edmonton, Canada
Order Semicontinuity and Fatou Properties in Normed
Lattices: New Characterizations and Embedding Theorems
16:05–16:20
☕ Coffee Break
16:25–16:55
Anke Kalauch
Faculty of Mathematics, TU Dresden, Germany
Pre-Riesz Spaces: what we know, what we don’t know
17:05–17:35
Janko Stennder
TU Dresden University, Dresden, Germany
A Nakano-type theorem in pervasive pre-Riesz spaces
17:45–18:15
Timur Oikhberg
University of Illinois at Urbana-Champaign, USA
Free Banach lattices and associated function spaces
19:30–20:30
🍽 Dinner
Tuesday, September 15
Chairwoman:
Laurence Carassus
09:00–09:40
Pedro Tradacete
Instituto de Ciencias Matemáticas – CSIC, Spain
Recent progress in Banach lattices
09:50–10:20
Gonzalo Martínez Fernández
UCM University, Madrid, Spain
Free products of Banach lattices
10:25–10:40
☕ Coffee Break
10:45–11:25
Crista Cuchiero
University of Vienna, Austria
Dynamic universal approximation and optimal control
for path-dependent systems via signature SDEs
11:35–12:15
Johannes Langner
MICS, CentraleSupélec, Université Paris-Saclay, France
P-Sensitive Functions and Localizations
12:30–13:30
🍽 Lunch
14:00–14:40
Luciano Campi
University of Milan, Italy
Optimal Mean Field CCEs; Optimal Coarse Correlated
Equilibria in Mean Field Games: Linear Programming
and No-Regret Learning
14:50–15:20
Duc Thinh Vu
Ghent University, Ghent, Belgium
Optimal Additional Voluntary Contributions in the
Presence of Jumps
15:30–16:00
Ahsen Sena Yurtoğlu
Bursa Technical University, Department of Mathematics,
Bursa, Turkey
Quasi KB Operators and Their Demi Versions
16:05–16:20
☕ Coffee Break
16:25–16:55
Samuel Tiersma
Leiden University, Netherlands
A generalization of Kadison’s antilattice theorem
17:00–17:30
Sezer Bolat
Hacettepe University, Department of Mathematics,
Ankara, Turkey
Extending the (bo)-Fragment Theory to the Complex Setting
17:40–18:10
Hamza Hafsi
University of Tunis, Tunisia
Transfer Results for AL-, AM-, and KB-Properties
in Truncated Normed Riesz Spaces
19:30–20:30
🍽 Dinner
Wednesday, September 16
Chairman:
Emmanuel Lepinette
09:00–09:30
Youssef Azouzi
Tunis El Manar University
On Komlós’ Theorem in Banach lattices, part 1
09:40–10:10
Wassim Dhifaoui
Tunis El Manar University
On Komlós Theorem in Banach lattices, part 2
10:15–10:30
☕ Coffee Break
10:35–11:10
Laurence Carassus
CentraleSupélec, Paris-Saclay University
On the existence of personal equilibria in multistep
incomplete financial markets
11:20–11:55
Tahir Choulli
University of Alberta, Edmonton, Canada
Novel Esscher Concepts for various Risks in Finance
and Insurance: Theory and empirical studies
12:00–13:00
🍽 Lunch
13:15
Excursion
Departure by bus
Thursday, September 17
Chairman:
Amine Ben Amor
09:00–09:40
Bruce Watson
Wits University, South Africa
Riesz spaces, stochastics and ergodic theory
09:50–10:20
Kawtar Ramdane
Ibn Tofail University, Morocco
Concentration Inequalities in Riesz Spaces
10:25–10:40
☕ Coffee Break
10:45–11:25
Emma Hubert
Paris-Dauphine University, Paris, France
Revisiting contract theory with volatility control
11:35–12:15
Amal Omrani
Paris-Dauphine PSL University, France
Explicit Characterization and Backward Construction
of Superhedging Prices with Transaction Costs
12:30–13:30
🍽 Lunch
14:00–14:40
Michèle Vanmaele
UGhent University, Ghent, Belgium
Numerical Valuation of European Options under
Two-Asset Infinite-Activity Exponential Lévy Models
14:50–15:20
Mihail Zervos
LSE, London, England
Long-run portfolio optimisation in the presence
of proportional transaction costs: equivalent risk
sensitive and robust formulations
15:25–15:40
☕ Coffee Break
15:45–16:15
Roman Drnovšek
Faculty of Mathematics and Physics,
University of Ljubljana, Slovenia
Positive Commutators on Banach lattices
16:25–16:55
David Munoz Lahoz
ICMAT-UAM University, Madrid, Spain
Wickstead’s conjecture on positive projections
and non-representable Banach lattice algebras
17:05–17:35
Ezgi Han Eryükesel
University of Ankara, Turkey
Different Types of bo-Convergences in Lattice
Scaled Spaces
17:45–18:15
Vladimir Troitsky
University of Alberta, Edmonton, Canada
Linear operators: continuity vs boundedness
19:30–20:30
🍽 Dinner
Friday, September 18
Chairman:
Amal Omrani
09:00–09:40
Jawad H’Michane
Ibn Tofail University, Kénitra, Morocco
About L-weakly compact sets and limited sets
09:50–10:20
Florian Boisen
TU Dresden University, Dresden, Germany
Finitely additive measures and the T-strong dual
of L∞(T)
10:25–10:40
☕ Coffee Break
10:45–11:40
Paolo Guasoni
DCU University, Dublin, Ireland
Holding Stocks, Trading Bonds
11:50–12:10
Closing Speech
Closing of COSA 2026
12:30–13:30
🍽 Lunch