19/06/23 | Loucas Pillaud-Vivien | TBA |
15/05/23 | Grégoire Szymanski | TBA |
17/04/23 | Olivier Lopez | TBA (Salle F103) |
03/04/23 | Julien Claisse | TBA |
27/03/23 | Laurence Carassus | The Uniform Diversification Strategy Is Optimal for Expected Utility Maximization under High Model Ambiguity |
20/03/23 | Christophe Profeta | Valeurs extrêmes pour certains processus de Lévy branchants |
13/03/23 | Alexandre Pannier | Rough volatility, path-dependent PDEs and weak rates of convergence |
06/03/23 | Elise Bayraktar | Estimation of pure-jump stable CIR processes |
13/02/23 | Badr-Eddine Chérief-Abdellatif | Bayes meets Bernstein in Meta Learning |
06/02/23 | Bastien Mallein | Particules extrêmes du mouvement brownien branchant en dimension d |
30/01/23 | Zhongyuan Cao | Graphon mean-field backward stochastic differential equations with jumps and associated dynamic risk measures |
23/01/23 | Mohamed Mrad | Solving some Stochastic Partial Differential Equations driven by non-finite Lévy measure using two SDEs |
16/01/23 | Damien Lamberton | Régularité de la frontière d'exercice : une approche probabiliste |
09/01/23 | Stéphane Menozzi | Multidimensional Stable driven McKean-Vlasov SDEs with distributional interaction kernel - a regularization by noise perspective. |
12/12/22 | Djibril Sarr | *** Reporté *** |
05/12/22 | Pierre Bras | Convergence of Langevin-Simulated Annealing algorithms with multiplicative noise |
28/11/22 | Hervé Andrès | Signature-based validation of real-world economic scenarios |
21/11/22 | Guillaume Szulda | CBI-time-changed Lévy processes |
14/11/22 | Roberta Flenghi | Central limit theorem for the stratified selection mechanism |
07/11/22 | Edoardo Lombardo | High order approximations of the Cox-Ingersoll-Ross process semigroup using random grids |
10/10/22 | Nerea Vadillo | A stochastic volatility model for the valuation of temperature derivatives |
03/10/22 | Julien Guyon | Volatility Is (Mostly) Path-Dependent |