mercredi 20 juin 2018
Heures | événement | |
10:00 - 10:45 | Accueil des participants | |
10:45 - 11:00 | Ouverture | |
11:00 - 12:30 | Solution Theory for Quasilinear Singular Stochastic PDEs - Martin HAIRER | |
12:30 - 14:00 | Déjeuner | |
14:00 - 14:45 | Some Results on Uniqueness for RDE Driven by Fractional Brownian Motion - Laure COUTIN | |
14:45 - 15:30 | On Fractional Volatility Models - Elisa ALÓS | |
15:30 - 15:45 | Pause café | |
15:45 - 16:30 | Existence of Densities for the Dynamic Phi_4^3 Model - Paul GASSIAT | |
16:30 - 17:15 | Convergence to Equilibrium for Gaussian Driven SDEs - Alexandre RICHARD | |
17:15 - 17:30 | Pause café | |
17:30 - 18:00 | Malliavin Calculus for Independent Random Variables - Hélène HALCONRUY | |
18:00 - 18:30 | Differential Inclusions Perturbed by Rough Paths - Antoine BRAULT |
jeudi 21 juin 2018
Heures | événement | |
09:00 - 10:30 | Mini-cours de calcul de Malliavin (1/2) - Laurent DECREUSEFOND | |
10:30 - 11:00 | Pause café | |
11:00 - 12:30 | A Short Introduction to Rough Paths (1/2) - Antoine LEJAY | |
12:30 - 14:00 | Déjeuner | |
14:00 - 14:45 | Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices - Ivan NOURDIN | |
14:45 - 15:30 | On the Regularity of Time Occupation Functional for Gaussian Processes - Marie KRATZ | |
15:30 - 15:45 | Pause café | |
15:45 - 16:30 | Rough Integration with Respect to Non-Commutative Processes - Aurélien DEYA | |
16:30 - 17:15 | Mean-Field Rough Differential Equations - Rémi CATELLIER | |
17:15 - 17:30 | Pause café | |
17:30 - 18:00 | Renormalization Phenomena in Stochastic PDEs with Reflection - Henri ELAD ALTMAN | |
18:00 - 18:30 | Stochastic Heat Equation and Rough Paths - Carlo BELLINGERI | |
20:00 - 23:00 | Banquet |
vendredi 22 juin 2018
Heures | événement | |
09:00 - 10:30 | Mini-cours de calcul de Malliavin (2/2) - Laurent DECREUSEFOND | |
10:30 - 11:00 | Pause café | |
11:00 - 12:30 | A Short Introduction to Rough Paths (2/2) - Antoine LEJAY | |
12:30 - 14:00 | Déjeuner | |
14:00 - 14:45 | Functional Central Limit Theorems for Rough Volatility - Blanka HORVATH | |
14:45 - 15:30 | Parametric Estimation at High-Frequency - Alexandre BROUSTE | |
15:30 - 16:15 | Recent Developments in Stochastic Calculus via Regularizations with Jumps and Applications to BSDEs - Francesco RUSSO |