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08:00 09:00 10:00 11:00 12:00 13:00 14:00 15:00 16:00 17:00 18:00 19:00 20:00 21:00 22:00	Welcome 10:00 - 10:30 (30min) Welcome Pause café Opening 10:30 - 11:00 (30min) Opening Salle de Conférences Nakahiro Yoshida 11:00 - 11:30 (30min) Nakahiro Yoshida Asymptotic expansions for functionals of a fractional Brownian motion https://30ans-lmm.sciencesconf.org/data/program/Nakahiro_Yoshida_ok.pdf Arnak Dalalyan 11:30 - 12:00 (30min) Arnak Dalalyan Some results on the creativity of Wasserstein GANs https://30ans-lmm.sciencesconf.org/data/program/Arnak_Dalalyan_ok.pdf Lunch 12:00 - 14:00 (2h) Lunch Salle de Déjeuner Pavel Chigansky 14:00 - 14:30 (30min) Pavel Chigansky Salle de Conférences Asymptotic analysis in some problems with fractional Brownian motion https://30ans-lmm.sciencesconf.org/data/program/Pavel_Chiganski_ok.pdf Massaki Fukasawa 14:30 - 15:00 (30min) Massaki Fukasawa Salle de Conférences Realized cumulants for martingales https://30ans-lmm.sciencesconf.org/data/program/Masaaki_Fukasawa_ok.pdf Stefano Iacus 15:00 - 15:30 (30min) Stefano Iacus Salle de Conférences Network Stochastic Differential Equations Coffee break 15:30 - 16:00 (30min) Coffee break Pause café Sergei Dachian 16:00 - 16:30 (30min) Sergei Dachian Salle de Conférences On Smooth Change-Point Location Estimation for Poisson Processes and Skorokhod Topologies https://30ans-lmm.sciencesconf.org/data/program/Serge_Dachian_ok.pdf Azzouz Dermoune 16:30 - 17:00 (30min) Azzouz Dermoune Salle de Conférences Forcasting the amplitude, the location and the width of the peak of a time series using the weighted median https://30ans-lmm.sciencesconf.org/data/program/Azzouz_Dermoune_ok.pdf Discussions 17:00 - 18:00 (1h) Discussions Conférence's dinner 19:30 - 22:00 (2h30) Conférence's dinner Restaurant Brasserie Madeleine	Discussions 9:00 - 10:00 (1h) Discussions Coffee break 10:00 - 10:30 (30min) Coffee break Pause café Shige Peng 10:30 - 11:00 (30min) Shige Peng Salle de Conférences Space-time white noises in a nonlinear expectation space https://30ans-lmm.sciencesconf.org/data/program/Shige_Peng_ok.pdf Etienne Pardoux 11:00 - 11:30 (30min) Etienne Pardoux Salle de Conférences Recent results on epidemic models https://30ans-lmm.sciencesconf.org/data/program/Etienne_Pardoux_ok.pdf Nizar Touzi 11:30 - 12:00 (30min) Nizar Touzi Salle de Conférences Viscosity solution for the HJB on the process space https://30ans-lmm.sciencesconf.org/data/program/Nizar_Touzi_ok.pdf Lunch 12:00 - 14:00 (2h) Lunch Salle de Déjeuner Sylvie Méléard 14:00 - 14:30 (30min) Sylvie Méléard Salle de Conférences Exponent dynamics for branching processes https://30ans-lmm.sciencesconf.org/data/program/Sylvie_Meleard_ok_1.pdf Vlad Bally 14:30 - 15:00 (30min) Vlad Bally Salle de Conférences CLT in distribution norms and zeros of trigonometric polynomials https://30ans-lmm.sciencesconf.org/data/program/Vlad_Bally_ok.pdf Jianfeng Zhang 15:00 - 15:30 (30min) Jianfeng Zhang Salle de Conférences Set Values and Efficiency of Non-zero Sum Games https://30ans-lmm.sciencesconf.org/data/program/Jianfeng_Zhang_ok.pdf Coffee break 15:30 - 16:00 (30min) Coffee break Pause café Andrey Piatnitsky 16:00 - 16:30 (30min) Andrey Piatnitsky Large time behaviour of jump Markov process in high contrast media https://30ans-lmm.sciencesconf.org/data/program/Andrei_Piatnitski_ok.pdf Jaime San Martin 16:30 - 17:00 (30min) Jaime San Martin Salle de Conférences Pathwise uniqueness for a system of SDE with singular coefficients https://30ans-lmm.sciencesconf.org/data/program/Jaime_San_Martin_ok.pdf Discussions 17:00 - 18:00 (1h) Discussions	Discussions 9:00 - 9:30 (30min) Discussions Salle de Conférences Coffee break 9:30 - 10:00 (30min) Coffee break Pause café Alain Bensoussan 10:00 - 10:30 (30min) Alain Bensoussan Salle de Conférences An Overview of Hawkes Processes Mathieu Rosenbaum 10:30 - 11:00 (30min) Mathieu Rosenbaum Salle de Conférences The two square root laws of market impact and the role of sophisticated market participants Nicole El Karoui 11:00 - 11:30 (30min) Nicole El Karoui Salle de Conférences Level sets methods in pathwise stochastic optimization problems: examples of revealed utilities and bandit problems. https://30ans-lmm.sciencesconf.org/data/program/Nicole_ElKaroui_ok.pdf Lunch 11:30 - 14:00 (2h30) Lunch Salle de Déjeuner Boualem Djehiche 14:00 - 14:30 (30min) Boualem Djehiche Salle de Conférences A quantum computing approach to some health and disability insurance contracts https://30ans-lmm.sciencesconf.org/data/program/Boualem_Djehiche_ok.pdf Christian-Yann Robert 14:30 - 15:00 (30min) Christian-Yann Robert Salle de Conférences Tail index regression for panel data with unobserved heterogeneity Roxana Dumitrescu 15:00 - 15:30 (30min) Roxana Dumitrescu Salle de Conférences Energy transition: a mean-field game approach https://30ans-lmm.sciencesconf.org/data/program/Roxana_Dumitrescu_ok.pdf Coffee break 15:30 - 16:00 (30min) Coffee break Pause café Discussions 16:00 - 18:00 (2h) Discussions Salle de Conférences	Discussions 9:00 - 10:00 (1h) Discussions Salle de Conférences Coffee break 10:00 - 10:30 (30min) Coffee break Salle de Déjeuner Marie Kratz 10:30 - 11:00 (30min) Marie Kratz Salle de Conférences Efficient estimation in extreme value regression models of hedge funds tail risks https://30ans-lmm.sciencesconf.org/data/program/Marie_Kratz_ok.pdf Lionel Truquet 11:00 - 11:30 (30min) Lionel Truquet Salle de Conférences Stability Properties of Certain Markov Chain Models in Random Environments Gilles Stupfler 11:30 - 12:00 (30min) Gilles Stupfler Salle de Conférences Inference for extremal regression with dependent heavy-tailed data https://30ans-lmm.sciencesconf.org/data/program/Gilles_Stupfler_ok.pdf Lunch 12:00 - 14:00 (2h) Lunch Olivier Lopez 14:00 - 14:45 (45min) Olivier Lopez Carré Plantagenet - Le Mans - Centre Ville Actuarial science and emerging risks: how to push away the frontiers of insurability Round table 15:00 - 16:30 (1h30) Round table Carré Plantagenet - Le Mans - Centre Ville			Coffee break 9:30 - 10:00 (30min) Coffee break Gilles Pagès 10:00 - 12:00 (2h) Gilles Pagès Salle de Conférences Stochastic optimization: when Langevin comes into the game https://30ans-lmm.sciencesconf.org/data/program/Gilles_Pages.pdf Hiroki Masuda 13:30 - 15:30 (2h) Hiroki Masuda Salle de Conférences Gaussian quasi-likelihood inference for ergodic Lévy driven SDE https://30ans-lmm.sciencesconf.org/data/program/Hiroki_Masuda_1.pdf	Coffee break 9:30 - 10:00 (30min) Coffee break Hiroki Masuda 10:00 - 12:00 (2h) Hiroki Masuda Salle de Conférences Gaussian quasi-likelihood inference for ergodic Lévy driven SDE https://30ans-lmm.sciencesconf.org/data/program/Hiroki_Masuda.pdf Gilles Pagès 13:30 - 15:30 (2h) Gilles Pagès Salle de Conférences Stochastic optimization: when Langevin comes into the game https://30ans-lmm.sciencesconf.org/data/program/Gilles_Pages_1.pdf Thomas Kruse 16:00 - 18:00 (2h) Thomas Kruse Algorithms for Solving High Dimensional PDEs and BSDEs: From Nonlinear Monte Carlo to Machine Learning Spring schools' dinner 19:30 - 22:00 (2h30) Spring schools' dinner Restaurant	Coffee break 9:30 - 10:00 (30min) Coffee break Thomas Kruse 10:00 - 12:00 (2h) Thomas Kruse Salle de Conférences Algorithms for Solving High Dimensional PDEs and BSDEs: From Nonlinear Monte Carlo to Machine Learning Mathieu Rosembaum 13:30 - 15:30 (2h) Mathieu Rosembaum Salle de Conférences A rough volatility tour from market microstructure to complex options Mathieu Rosembaum 16:00 - 18:00 (2h) Mathieu Rosembaum Salle de Conférences A rough volatility tour from market microstructure to complex options	Mont Saint Michel visit 8:00 - 18:00 (10h) Mont Saint Michel visit Mont Saint Michel visit	PhD students' day 9:30 - 12:30 (3h) PhD students' day Salle de Conférences

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