Programme
| 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 |
|
| 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 |
|
| 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 |
|
|
