| 05/05/26 | Peter Tankov | TBA |
| 14/04/26 | René Aïd | TBA |
| 07/04/26 | Olivier Guéant | TBA |
| 24/03/26 | Yadh Hafsi | TBA |
| 17/03/26 | Dimitri Sotnikov | Chasing Stationarity: Exponentially Fading Memory Signature. |
| 10/03/26 | Songbo Wang | A conditional view on mean-field limits. |
| 17/02/26 | Arthur Bourdon | Linear independence properties of the signature components of time-augmented stochastic processes. |
| 10/02/26 | Thomas Peyrat | Multivariate self-exciting processes with dependencies for insurance stress testing. |
| 03/02/26 | Alexandre Pannier | Kolmogorov equations for stochastic Volterra processes with singular kernels. |
| 27/01/26 | Conf Advances | |
| 20/01/26 | Michel De Lara (14h00-14h30) Stefan Behringer (14h30-15h15) | What Makes Information More Valuable? An Answer With Convex Analysis. Value of Information in Finance: From Shannon-Stratonovich Theory to Coherent Risk Measures. |
| 13/01/26 | Paul Maurer | Approximation of 1D Gaussian Multiplicative Chaos by a class of integrated Volterra processes |
| 06/01/26 | Pierre Cardaliaguet | Mean field control with absorption or stopping time |
| 16/12/25 | Pierre Monmarché | Convergence locale pour des flots gradients Wasserstein et leurs particules champ-moyen |
| 09/12/25 | Othmane Zarhali | From rough to multifractal multidimensional volatility: A multidimensional Log S-fBM model |
| 02/12/25 | Paul Gassiat | Martingale property and moments in signature stochastic volatility models |
| 18/11/25 | Anh Dung Le | Nonlinear weak error expansion of McKean-Vlasov stochastic differential equations |
| 04/11/25 | Thibault Jeannin | On The surjectivity of the conditional expectation given a real random variable |
| 14/10/25 | Claire Lacour | Modèles de mélange non-paramétriques à variables latentes dépendantes |
| 07/10/25 | Cyril Bénézet | Hedging Valuation Adjustment for Callable Claims |