Programme

Semaine Mar. 21 Mer. 22 Jeu. 23 Ven. 24 Sam. 25 Dim. 26 Lun. 27 Mar. 28 Mer. 29 Jeu. 30 Ven. 31 Liste

	Mar. 21	Mer. 22	Jeu. 23	Ven. 24	Sam. 25	Dim. 26	Lun. 27	Mar. 28	Mer. 29	Jeu. 30	Ven. 31
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	Accueil 10:00 - 10:30 (30min) Accueil Pause café Ouverture 10:30 - 11:00 (30min) Ouverture 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 Déjeuner 12:00 - 14:00 (2h) Déjeuner 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 Pause café 15:30 - 16:00 (30min) Pause café 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 Pause café 10:00 - 10:30 (30min) Pause café 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 Déjeuner 12:00 - 14:00 (2h) Déjeuner 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 Pause café 15:30 - 16:00 (30min) Pause café 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 Pause café 9:30 - 10:00 (30min) Pause café 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 Déjeuner 11:30 - 14:00 (2h30) Déjeuner 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 Pause café 15:30 - 16:00 (30min) Pause café Pause café Discussions 16:00 - 18:00 (2h) Discussions Salle de Conférences	Discussions 9:00 - 10:00 (1h) Discussions Salle de Conférences Pause café 10:00 - 10:30 (30min) Pause café 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 Déjeuner 12:00 - 14:00 (2h) Déjeuner 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 Table ronde 15:00 - 16:30 (1h30) Table ronde Carré Plantagenet - Le Mans - Centre Ville			Pause café 9:30 - 10:00 (30min) Pause café 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	Pause café 9:30 - 10:00 (30min) Pause café 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	Pause café 9:30 - 10:00 (30min) Pause café 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	Visite du Mont Saint Michel 8:00 - 18:00 (10h) Visite du Mont Saint Michel Visite du Mont Saint Michel	PhD students' day 9:30 - 12:30 (3h) PhD students' day Salle de Conférences

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