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Conferences

2018

JKE 2018, 26-28 septembre 2018, Évry, France

Présentation
L'atelier JKE 2018 (Journées Kolmogorov à Evry 2018) est organisé par des analystes et des probabilistes du LaMME (Laboratoire de Mathématiques et Modélisation d''Évry) qui dialoguent sur les EDP déterministes ou stochastiques, avec un accent sur les propriétés de régularité et sur les équations de la mécanique des fluides.

Il portera sur ce type de thématique (Navier-Stokes, turbulence, EDPS pour l'hydrodynamique, régularisation par le bruit, opérateurs de Kolmogorov) avec deux journées probabilistes et une journée hydrodynamique.

Comité scientifique

  • Diego Chamorro (LaMME U. Évry)
  • Pierre Gilles Lemarié-Rieusset (U. Évry)
  • Stéphane Menozzi (U. Évry & HSE Moscou)
  • Sergio Polidoro (U. Modena)
  • Enrico Priola (U. Torino)
  • Alexander Veretennikov (U. Leeds & HSE Moscou)

Conférenciers invités

  • Tobias BARKER (post-doc Paris Diderot)
  • Rémi CATELLIER (Nice)
  • Paul-Éric CHAUDRU DE RAYNAL (U. Savoie)
  • Marie FARGE (CNRS - ENS Paris)
  • Julien GUILLOD (Paris Diderot)
  • Igor HONORÉ (Évry)
  • Alessia KOGOJ (Urbino)
  • Roger LEWANDOWSKI (Rennes 1)
  • Vahagn NERSESYAN (Versailles Saint-Quentin)
  • Andrea PASCUCCI (Bologna)
  • Christophe PRANGE (CNRS - Bordeaux)
  • Anthony RÉVEILLAC (INSA Toulouse)
  • Francesco RUSSO (ENSTA)
  • Giulio TRALLI (Roma Sapienza)

Programme des journées

Mercredi 26 / Wednesday 26th : Mécanique des fluides / Fluid Mechanics

- 09h15-10h00 accueil (bâtiment I.B.G.B.I.)

- 10h00-10h50 Marie FARGE (CNRS - ENS Paris) Energy dissipation caused by boundary layer instability at vanishing viscosity.
- 11h00-11h50 Julien GUILLOD (Paris Diderot) On the nonuniqueness of Leray solutions.

- 12h00-13h30 Repas - buffet

- 13h30-14h20 Roger LEWANDOWSKI (Rennes 1) Équation satisfaite par la moyenne en temps long d’une solution de Leray des équations de Navier-Stokes incompressibles avec un terme source non constant.
- 14h30-15h20 Christophe PRANGE (CNRS - Bordeaux) Solutions d'énergie infinie pour Navier-Stokes dans le demi-espace.

- 15h30-15h40 Pause Café

- 15h40-16h30 Tobias BARKER (post-doc Paris Diderot) Weak* Stability properties of weak solutions of the Navier-Stokes equations and applications.

Jeudi 27 / Thursday 27th : EDPS et équation de Kolmogorov / SPDEs and Kolmogorov equation

- 10h00-10h50 Igor HONORÉ (Évry) Sharp Schauder Estimates for some Degenerate Kolmogorov Equations.
- 11h00-11h50 Alessia KOGOJ (Urbino) On the Dirichlet problem in cylindrical domains for evolution Oleinik–Radkevic PDE’s : a Thychonov-type theorem

- 12h00-13h30 Repas - buffet

- 13h30-14h20 Giulio TRALLI (Roma Sapienza) Two regularity issues for a class of Kolmogorov-type operators.
- 14h30-15h20 Andrea PASCUCCI (Bologna) The parametrix method for parabolic SPDEs.

- 15h30-15h40 Pause Café

- 15h40-16h30 Vahagn NERSESYAN (Versailles Saint-Quentin) Ergodicity for PDEs perturbed by a highly degenerate noise.

Vendredi 28 / Friday 28th : Régularisation par le bruit / Regularization by noise

- 10h00-10h50 Rémi CATELLIER (Nice) Pathwise regularization by noise : deterministic criterion and applications.
- 11h00-11h50 Paul-Éric CHAUDRU DE RAYNAL (U. Savoie) Regularization effect of a noise propagating through a chain of differential equations

- 12h00-13h30 Repas - buffet

- 13h30-14h20 Anthony RÉVEILLAC (INSA Toulouse) TBA
- 14h30-15h20 Francesco RUSSO (ENSTA) Recent developments in stochastic calculus via regularizations with jumps and applications to BSDEs.


Informations pratiques
Lieu du colloque
Grand amphi, Bât. I.B.G.B.I.,
23 Bd. de France, Évry.
Comment venir?


Organisateurs
Contact:

Les journées sont organisées avec le soutien du LaMME (unité mixte du CNRS (UMR 8071) et de l'Université d'Evry Val d'Essonne), de la Commission de la Recherche de l'Université d'Evry Val d'Essonne et de la Fondation Mathématique Jacques Hadamard.


Inscription
L'inscription est gratuite mais obligatoire (avant le 10 septembre).

Envoyer un mail aux organisateurs en précisant votre nom, prénom, institution,statut (doctorant, post-doctorant, chercheur ou enseignant-chercheur).

Doctorants: préciser si vous avez besoin d'une attestation de participation pour valider le colloque comme formation doctorale.

2017

Second Paris-Asia Conference in Quantitative Finance

Calculus of Variations and Optimal Transportation

Le LaMME en collaboration avec l’INRIA-Paris et avec le soutien de la FMJH organise le colloque internationale “Calculus of Variations and Optimal Transportation” en l’honneur de Yann Brenier pour son 60eme anniversaire à l’IHP-Paris du 10 au 13 janvier 2017 (https://project.inria.fr/brenier60/)

2016

Risk Measures, XVA Analysis, Capital Allocation and Central Counterparties Second Workshop

   
   Shanghai Advanced Institute for Finance (SAIF) 
   Shanghai Jiao Tong University
   West Huaihai Road 211, Shanghai, 200030 China

http://www.samuel-drapeau.info/workshop/

Frontiers in Stochastic Modelling for Finance

February 02-12, 2016

Frontiers in Stochastic Modelling for Finance

The international Conference on “Frontiers in Stochastic Modelling for Finance” in Padua will be held from 2-5 February 2016. The aim of this conference is to enhance existing connections and foster new collaboration between researchers in the fields of modelling for finance, stochastic control and quantitative finance. The conference will be followed by a winter school on the same theme in Padua, from 7-12 February 2016. This conference is jointly organized by Mathematical Finance teams at University of Padova, LaMME - University of Evry and ENSIIE, and LPMA - University Paris Diderot.


Enlargement of Filtration and Financial Applications (University of Evry, May 2-3 2016 and University of Zurich, September 8-9 2016)

Organizers: Stéphane Crépey (Evry), Monique Jeanblanc (Evry) et Ashkan Nikeghbali (Zurich).

link to the effa conference website

Since the occurrence of the global financial crisis, the field of enlargement of filtration sees a vigorous revival in relation with applications such as counterparty risk or insider trading. The department of mathematics of Zurich university and the probability and finance team of the university of Evry are jointly organizing two companion workshops on enlargement of filtration and financial applications. The focus will be both expository, including a keynote presentation of Jean Jacod about the beginnings of enlargement of filtration in the 1980s, and cutting-edge, with recent developments in relation with topical mathematical finance issues. Presentations are on invitation only. Registration is free but mandatory, by email at valerie.picot@univ-evry.fr for the Evry May event (more details to come for the Zurich September event).


University of Evry, May 2-3 2016:

For the Evry part the conference venue is in Paris, at IHP , see http://www.ihp.fr/fr/guide_pratique.

The provisional program is as follows.

Monday May 2 (IHP, room 314)

10h Jean Jacod, University Pierre et Marie Curie
11h Coffee break
11h30 Tahir Choulli, University of Alberta
12h20 Martin Larsson, ETH Zurich
13h Lunch time
14h10 Ying Jiao, Université Claude Bernard Lyon 1
14h50 Coffee break
15h20 Libo Li, University of New South Wales
16h Ashkan Nikeghbali, University of Zurich
17h End of the day

Monday May 3 (IHP, amphithéâtre Hermite)

9h Thierry Jeulin, Université Paris 7
10h Kostas Kardaras, London School of Economics
10h50 Coffee break
11h20 Peter Tankov, Université Paris 7
12h Christophette Blanchet-Scalliet, École Centrale de Lyon
12h40 Lunch time
13h50 Delia Coculescu, University of Zurich
14h30 Coffee break
15h Umut Cetin, London School of Economics
15h40 Philip Protter, Columbia University
16h40 End of the workshop


University of Zurich, September 8-9 2016:

Already confirmed Speakers (University of Zurich, September 8-9 2016): Anna Aksamit (University of Oxford) , Stéphane Crépey (University of Evry), Caroline Hillairet (University of Evry), Claudio Fontana (university Paris Diderot), Jean Jacod (University Pierre et Marie Curie), Monique Jeanblanc (University of Evry), Dörte Kreher (Humboldt-Universität), Shiqi Song (University of Evry).


Théorie des nombres et Applications, Ecole de recherche CIMPA-ALGERIE

22 mai - 4 juin 2016

http://www.usthb.dz/CIMPA/

Théorie des nombres et Applications, Ecole de recherche CIMPA-ALGERIE, Tipaza, Algérie, 22 mai - 4 juin 2016:

Responsables administratifs et scientifiques

- BAYAD Abdelmejid, Université d’Evry Val d’Essonne, France, abayad@maths.univ-evry.fr

- HERNANE Mohand Ouamar, USTHB, Alger, Algérie, mhernane@usthb.dz

Pour les inscriptions:http://www.usthb.dz/CIMPA/spip.php?article8

Second International Congress on Actuarial Science and Quantitative Finance

June 15-18, 2016

Second International Congress on Actuarial Science and Quantitative Finance

The Second International Congress on Actuarial Science and Quantitative Finance will be in Cartagena, Colombia from June 15 to June 18 of 2016. It is organized by Universidad Nacional de Colombia, Universidad de Cartagena, Universidad del Rosario, Universidad Externado de Colombia, Universidad de los Andes and ENSIIE/Université d’Évry-Val-d’Essonne. It also has support from Universidad Industrial de Santander, professional organizations and financial and insurance industries. The event builds on the success of the first ICASQF. This second edition consolidates the Congress as the premier event in Actuarial Science and Quantitative Finance in Colombia, the Andean Region (Peru, Colombia, Venezuela, Ecuador, and Bolivia) and the Caribbean Region.


2015

Southeast Asia Conference in Mathematical Finance

Seminar of Mathematical Finance

October 15, 2015

SMF-ENSIIE-2015

Statistical analysis of massive genomic data

November 19-20, 2015

This two-day cross-disciplinary conference will bring together biologists, geneticists, clinicians, bioinformaticians and statisticians in order to discuss emerging challenges raised by the analysis of high-throughput genomic data, and present dedicated innovative approaches. Applications will first concern personalized and predictive medicine, but also include various questions related to genetics, epigenetics, molecular phenotypes and metagenomics. This conference is part of Genopole’s strategic objective to host new research teams or researchers within the next few years in the field of biomathematics and biostatistics. The two-days program will include invited talks as well a contributed poster session where participants will present their work in an interactive mode.

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evenements/conferences.txt · Last modified: 2018/09/04 14:07 by Diego Chamorro

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