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Welcome
Angers - France
08:30 - 09:00
Albert Shiryaev
Some sequential problems for Brownian motion with random drift in statistics and finance.
Angers - France
09:00 - 09:40
Hans Foellmer
Couplings on Wiener space and a new version of Talagrand’s inequality
Angers - France
09:40 - 10:20
Coffee Break
Angers - France
10:20 - 10:50
Masaaki Fukasawa
The asymptotic expansion of the regular discretization error of Itô integrals
Angers - France
10:50 - 11:20
Dr Marvin Mueller
Stochastic Stefan-type Problems and Order Book Dynamics
Angers - France
11:20 - 11:50
Prof. Marina Kleptsyna
Exact spectral asymptotics of fractional processes with applications to inference
Angers - France
11:50 - 12:20
Lunch
Angers - France
12:20 - 14:00
Prof. Nicole El Karoui
Recover Dynamic Utility from Monotonic Characteristic Processes
Angers - France
14:00 - 14:30
Prof. Ljudmila A. Bordag
Lie group analysis of an optimization problem for a portfolio with an illiquid asset
Angers - France
14:30 - 15:00
Monique Jeanblanc
Decomposition of random times, application to default times
Angers - France
15:00 - 15:30
Coffee Break
Angers - France
15:30 - 16:00
Anna Aksamit
Entropy and additional utility of a discrete information disclosed progressively in time
Angers - France
16:00 - 16:30
Yuchao Dong
Utility maximization for Lévy switching models
Angers - France
16:30 - 17:00
Break
Angers - France
17:00 - 17:10
Prof. Alexander Gushchin
The Skorokhod embedding problem and single jump martingales: a connection via change of time
Angers - France
17:10 - 17:40
Prof. Youri Kabanov
On sets of laws of continuous martingales
Angers - France
17:40 - 18:10
Welcome in the Gallery David d'Angers
Angers - France
19:00 - 20:00
Mise à jour de l'ordre du jour...
