Numerical Schemes for SDEs and SPDEs

Europe/Paris
Université Lille 1

Université Lille 1

Description

                 

 

 

 

 

 

 

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

Abstracts 

 

How to come to Lille: https://ktzanev.github.io/venir-labopp/fr/#lille-g

 

 

Organizers: David Dereudre, Azzouz Dermoune, Nadji Rahmania et Emeline Schmisser

 

          

 

Participants
  • 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
L'ordre du jour de cette réunion est vide