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08/06/2026 14:00
Decay rate of logarithmic signature
It was conjectured by T. Lyons and N. Sidorova that, with the exceptions of straight lines, the logarithmic signatures of tree-reduced bounded variation paths have infinite radius of convergence. This conjecture was confirmed in the same work for certain types of paths and the general BV case remains unsolved.
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In this talk, we develop a deeper... -
08/06/2026 15:30
Unbounded nonconvex Young differential inclusions: existence of a measurable selection of solutions
We study the differential inclusion $\text{d} z_t\in F(z_t)\text{d} x_t$, with initial condition $z_0=\xi$,
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where $F$ is a nonconvex-valued multifunction, and $x$ a path of bounded $q$-variation,
for some $1\le q<2$, extending the work of Bailleul, Brault and Coutin (2020).
We obtain... -
08/06/2026 16:30
Ergodicity of fractional SDEs with singular drift
In this talk I will present a result on the construction of the unique invariant measure of the singular SDE with fractional Brownian noise (fBm), equipped with a linear damping. We build up on the theory of regularisation by noise, developed in recent years by Catellier, Gubinelli, Galeati and many others, and merge it with ergodic theory...
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09/06/2026 09:50
Directed polymers in a singular fractional environment: well-posedness and free-energy asymptotics
Directed polymers in random environments describe paths which are subject to competition between entropy, which favours diffusion, against the energy of a random, disordered medium, which favours localisation. After a brief word on polymer models in continuous space-time media, I will turn...
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09/06/2026 11:15
Why trees in Runge-Kutta methods
While Runge-Kutta methods for solving ODE have been introduced around 1900, J. Butcher presented in the 1970's a set of algebraic techniques to check the order of a Runge-Kutta method.
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This approach in now one of the pillars of the geometric integration theory. We give an intuitive account on why trees appear in such a problem and how transform is into an... -
09/06/2026 14:00
Stroock--Varadhan martingale problem of Young stochastic differential equations
Under mild regularity assumptions, we prove that the martingale problem associated with the hybrid Young-Lyons-Itô differential equation admits a unique solution, thereby establishing probabilistic weak well-posedness. Our proof relies on analysis of the associated Kolmogorov equations, which are Young-type...
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09/06/2026 15:30
Chasing Stationarity: Exponentially Fading Memory Signature
We introduce the exponentially fading memory (EFM) signature, a time-invariant transformation of an infinite (possibly rough) path that serves as a mean-reverting analogue of the classical path signature. We construct the EFM-signature via rough path theory, carefully adapted to accommodate improper integration from minus infinity....
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09/06/2026 16:30
Gaussian driven Mckean-Vlasov equation
We study McKean--Vlasov equations driven by Gaussian rough noise. We exploit a regularization effect in the measure variable to transform the equation into one with a time-dependent vector field of complementary Young regularity.
The regularity gain is obtained through Gaussian integration by parts and the Duhamel formula from rough path theory,...
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10/06/2026 09:00
Tensor-to-Tensor Models with Fast Iterated Sum Features
We present a new class of tensor-to-tensor (in particular: image-to-image) models based on iterated sums.
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Their efficient computation is inspired by recent breakthrough results in the field of permutation pattern counting.
Work in progress with R. Ibraheem, L. Schmitz and Y. Wue. -
10/06/2026 10:30
An SPDE model: the $\Phi_3^4$ equation for the harmonic oscillator
We will first present the physical motivations behind this model, then turn to the comparison with its "standard" counterpart, in which the harmonic oscillator (on $\mathbb{R}^3$) is replaced by the Laplacian on the torus.
The results, from joint work with Reika Fukuizumi (Tokyo) and Laurent Thomann (Nancy), include the...
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10/06/2026 11:30
A general paracontrolled ansatz for singular SPDE
In this talk, we will present the paracontrolled approach to singular SPDEs and discuss its main ingredients. This framework enables us to give a definition for the ill-posed non-linearities from the equation at hand, and perform a fixed point argument in some suitable space of paracontrolled distributions. We will try to genaralize these...
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