CONFERENCE ON STOCHASTIC ANALYSIS | ||
STOCHASTIC DYNAMICS | ||
June 11-12 2007 |
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Université Paris 1 Centre Pierre Mendès-France 90 rue de Tolbiac, 75013 Paris Salle des thèses C2204 * |
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* Red lifts, 22nd floor |
The goal of this conference is to present recent results on stochastic evolution equations driven by a Gaussian noise : existence and uniqueness of solutions, numerical approximation schemes, ergodic properties and long term behaviour, large deviations, optimal transport, ...
Schedule
8h45 - 9h35 | Francesco RUSSO Université Paris 13 |
Modeling financial assets without semimartingale | 9h40 - 10h30 | Samy TINDEL Université de Nancy |
On fractional diffusion processes |
10h30 - 10h50 | Coffee break | |
10h50 - 11h40 | Arnaud DEBUSSCHE ENS Cachan |
The Korteweg-de Vries equation with multiplicative noise : existence of solutions and random modulation of solitons |
11h40 - 12h30 | Anne de BOUARD Université Paris 11 |
A stochastic nonlinear Schrodinger equation arising in Bose-Einstein condensation |
Lunch | ||
14h15 - 15h05 | Sandra CERRAI Universita di Firenze |
On the averaging principle for a general class of SPDE's |
15h10 - 16h | Bohdan MASLOWSKI Academy of Sciences, Prague |
Stochastic equations driven by fractional noise in infinite dimensions |
16h00 - 16h20 | Coffee break | |
16h20 - 17h | Discussion |
Booking
Please note that the
total number of participants is limited by the conference facilities.
If you would like to attend this meeting, which is free of charge, it
is essential to register before 4 June at stocdyn@univ-paris1.fr. You can have lunch in the cafeteria. It includes a main course, plus three dishes among first dish and dessert, drink and coffee. The price is 10 Euros per day and will be paid in the morning of the first day. If you are interested, we urge you to say so when you register (it will be too late to choose this lunch in the morning). |
Contact
Access | The Map of the neighboorhood |
Metro Tolbiac (line 7), Place d'Italie (lines 7, 5, 6), Bibliothèque François Mitterrand (line 14) |
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Bus 83 or 62 stop ’Tolbiac Baudricourt’ |
Organization
Annie Millet SAMOS-MATISSE, CES, Université Paris 1
Ciprian Tudor SAMOS-MATISSE, CES, Université Paris 1
List of participants : Participants.pdf