université Paris 1

statistique appliqée modélisation stochastique

centre d'économie de la Sorbonne CONFERENCE ON STOCHASTIC ANALYSIS
centre national de la recherche scientifique STOCHASTIC DYNAMICS

June 11-12 2007



Université Paris 1

Centre Pierre Mendès-France

90 rue de Tolbiac, 75013 Paris

Salle des thèses C2204 *

centre Pierre Mendès-France


* 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, ...

Online audio recordings

Schedule

Monday, June 11
9hWelcome of participants
9h30 - 10h20

Marta SANZ-SOLÉ

Universitat de Barcelona

Properties of the density for a three dimensional stochastic wave equation
10h20 - 10h40Coffee break
10h40 - 11h30

Peter KLOEDEN

Johann Wolfgang Goethe University, Frankfurt a. M.

Random Attractors and the Preservation of Synchronization in the Presence of Noise
11h35 - 12h25

Lorenzo ZAMBOTTI

Université Paris 6

Applications of optimal transport theory to stochastic equations
  Lunch
14h15 - 15h05

Jinqiao DUAN

Illinois Institute of Technology

Reductions and deviations for stochastic partial differential equations under fast dynamical boundary conditions
15h10 - 16h00

Frederi VIENS

Purdue University

Almost-sure Lyapunov Exponent for a directed polymer in a fractional Brownian environment
16h00 - 16h20Coffee break
16h20 - 17h10

Raluca BALAN

University of Ottawa

The Stochastic Heat Equation with a Fractional-Colored Noise: Existence of the Solution
17h15 - 18h05

Ivan NOURDIN

Université Paris 6

Convergence of weighted power variations of fractional Brownian motion
  Conference dinner
Tuesday, June 12
8h45 - 9h35

Francesco RUSSO

Université Paris 13

Modeling financial assets without semimartingale
9h40 - 10h30

Samy TINDEL

Université de Nancy

On fractional diffusion processes
10h30 - 10h50Coffee 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 - 16h20Coffee break
16h20 - 17hDiscussion

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 still register after the deadline but we cannot guarantee the reservation for the cafeteria and for the conference dinner.

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

Metro Tolbiac (line 7), Place d'Italie (lines 7, 5, 6), Bibliothèque François Mitterrand (line 14)

autobus

Bus 83 or 62 stop ’Tolbiac Baudricourt’

Organization

List of participants : Participants.pdf