9th Workshop on stochastic analysis and related topics

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

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
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.


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