a conference in honor of A.S. Üstünel for his 60th birthday
Telecom ParisTech
46, rue Barrault, Paris 13 (click here for access informations)
Room B310
June, 14th and 15th, 2010
Invited Speakers
- F. Baccelli : Géométrie stochastique et théorie de l’information
- G. Ben Arous : random walks on trees
- A. Bensoussan : Control of inventories with Markov demand
- J.M. Bismut : le processus de Langevin
- N. El Karoui : An Exact Connection between two Solvable SDEs and a
Non Linear Utility Stochastic PDEs - S. Méléard : Slow and fast scales in a superprocess limit for interacting age and trait-structured particle systems
- A. Millet : On the stochastic non linear Schrodinger equation
- D. Nualart : Clark-Ocone formula and Central Limit Theorems for Brownian local time
- B. Øksendal : Optimal control of delayed SDE and time advanced BSDE
- E. Pardoux : Feller’s diffusion with logistic growth : Ray-Knight theorem and genealogies
- M. Pontier : Contrat de partenariat public-privé
- N. Privault : Quasi-nilpotent transformations on the Wiener and Poisson spaces
- M. Soner : Choquet Capacity, Fully nonlinear PDE’s and Hedging
- D. W. Stroock : Maps which take Gaussian Measures to Gaussian
Measures - D. Talay : Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities
with Neumann Boundary Conditions - S. Tindel : Skorohod calculus for Gaussian processes via rough paths method
- M. Yor : Effeuillage du mouvement brownien
Monday 14th
| 9h | 9h30 | Registration | Coffee break | |
|---|---|---|---|---|
| 9h30 | 10h | G. Memmi | Welcome | |
| 10h | 10h40 | J.P. Kahane & D. Stroock | The mathematical works of P. Malliavin | |
| 10h40 | 11h20 | A. Millet | On the stochastic non linear Schrodinger equation | |
| 11h20 | 12h00 | M. Pontier | Contrat de partenariat public-privé | |
| 12h00 | 12h40 | F. Baccelli | Géométrie aléatoire et théorie de l’information | |
| 12h40 | 14h00 | Lunch | ||
| 14h00 | 14h40 | A. Bensoussan | Control of inventories with Markov demand | |
| 14h40 | 15h20 | M. Soner | Choquet Capacity, Fully nonlinear PDE’s and Hedging | |
| 15h20 | 16h00 | S. Tindel | Skorohod calculus for Gaussian processes via rough paths method | |
| 16h | 16h30 | Pause-café | ||
| 16h30 | 17h10 | S. Méléard | Slow and fast scales in a superprocess limit for interacting age and trait-structured particle systems | |
| 17h10 | 17h50 | G. Ben Arous | Random walks on trees |
Tuesday 15th
| 10h | 10h40 | J.M. Bismut | Langevin process | |
|---|---|---|---|---|
| 10h40 | 11h20 | B. Oksendal | Optimal control of delayed SDE and time advanced BSDE | |
| 11h20 | 12h00 | D. Talay | Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions |
|
| 12h00 | 12h40 | E. Pardoux | Feller’s diffusion with logistic growth : Ray-Knight theorem and genealogies | |
| 12h40 | 14h00 | Lunch | ||
| 14h | 14h40 | D. Stroock | Maps which take Gaussian Measures to Gaussian Measures |
|
| 14h40 | 15h20 | N. El Karoui | An Exact Connection between two Solvable SDEs and a Non Linear Utility Stochastic PDEs |
|
| 15h20 | 16h00 | N. Privault | Quasi-nilpotent transformations on the Wiener and Poisson spaces | |
| 16h | 16h30 | Pause-café | ||
| 16h30 | 17h10 | D. Nualart | Clark-Ocone formula and Central Limit Theorems for Brownian local time | |
| 17h10 | 17h50 | M. Yor | Effeuillage du Mouvement Brownien |
To simplify organization, please be kind enough to register by sending a mail to the organizing committee.
Organizing committee
- P. Bourgade
- L. Decreusefond
- J. Najim
Nos sponsors
Ce colloque est parrainé par la SMAI et la SMF.
Fondation J. Hadamard
