Numerical Schemes for SDEs and SPDEs
Université Lille 1
This workshop will provide a forum for the presentation of recent developments in numerical schemes for stochastic differential equations, stochastic partial differential equations and theoretical analysis. We hope to bring together specialists and interested graduate students to share the exciting developments and to stimulate the exchange of information in this area.
Program:
All the talks will be given in the room "Salle de réunion" in building M2, excepted wednesday morning
- 1st June
8h30-9h30: Welcome
9h30-11h: D. Talay (mini course, in the room "Kampé de Fériet" building M2)
11h-11h30: Coffee Break
11h30-12h30: P. Etoré (in the room "Kampé de Fériet", building M2)
12h30-14h: Lunch
14h15-15h15: Y. Ouknine
15h15-16h15: K. Zygalakis (Slides)
16h15-16h45: Coffee Break
16h45-17h45: A. Lejay (Slides)
19h30: Social Diner: Restaurant "La Fossetta" in the City Center, 15 rue des fossés
- 2nd June
8h30-10h: D. Ounaissi (Thesis defense)
10h-10h30: Coffee Break
10h30-11h30: D. Talay (mini course)
11h30-12h30: M. Giles (Slides)
12h30-13h45: Lunch
14h-15h: E. Gobet (Slides)
15h-16h: G. Pichot
16h-16h30: Coffee Break
16h30-17h30: E. Tanré (Slides)
- 3th June
8h30-9h30: A. Jentzen
9h30-10h30: S. Mazzonetto (Slides)
10h30-11h: Coffee Break
11h-12h L. Lenôtre
How to come to Lille: https://ktzanev.github.io/venir-labopp/fr/#lille-g
Organizers: David Dereudre, Azzouz Dermoune, Nadji Rahmania et Emeline Schmisser
Antoine Lejay
Arnulf Jentzen
Azzouz Dermoune
Chi Tran
Daoud Ounaissi
David Dereudre
David Sabonis
Denis Talay
Emmanuel Gobet
Etienne Tanré
Lionel Lenôtre
Mike Giles
Nadji Rahmania
Nicolas Wicker
Octave Moutsinga
Pichot Géraldine
Pierre Etoré
Pierre HOUDEBERT
Sara Mazzonetto
Sylvie Roelly
Wei Fang
Youssef Ouknine
Zygalakis Konstantinos
Émeline Schmisser