Conference of Numerical Probability
in honour of Gilles Pagès' 60th birthday
26-28 May 2021 Paris (France)
Login
Lost password ?
Create account
Main menu
Home
Registration
List of Participants
Program
Map
Sponsors
HELP
@ Contact
Program
Week
Wed. 26
Thu. 27
Fri. 28
List
‹
Thursday, May 27, 2021
›
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
›9:00 (10min)
Introduction
Nicole El Karoui
9:00 - 9:10 (10min)
Introduction
Nicole El Karoui
›9:10 (40min)
The method of discretizations in existence problems for stochastic evolution equations
Adam Jakubowski (Chairman : Nicole El Karoui)
9:10 - 9:50 (40min)
The method of discretizations in existence problems for stochastic evolution equations
Adam Jakubowski (Chairman : Nicole El Karoui)
https://gp60.sciencesconf.org/data/program/Paris_2021_GP60_jakubowski.pdf
›9:50 (40min)
Probability distributions of first hitting times of solutions to SDEs w.r.t. the Hurst parameter of the driving fractional Brownian noise: A sensitivity analysis
Denis Talay (Chairman : Nicole El Karoui)
9:50 - 10:30 (40min)
Probability distributions of first hitting times of solutions to SDEs w.r.t. the Hurst parameter of the driving fractional Brownian noise: A sensitivity analysis
Denis Talay (Chairman : Nicole El Karoui)
https://gp60.sciencesconf.org/data/program/gp60_talay.pdf
›10:20 (30min)
Coffee break
10:20 - 10:50 (30min)
Coffee break
›10:50 (40min)
Simulation of Gibbs mesures for non linear Schrödinger equations
Jacques Printems (Chairman : Michel Benaim)
10:50 - 11:30 (40min)
Simulation of Gibbs mesures for non linear Schrödinger equations
Jacques Printems (Chairman : Michel Benaim)
›11:30 (40min)
Invertible-flow non equilibrium sampling
Eric Moulines (Chairman : Michel Benaim)
11:30 - 12:10 (40min)
Invertible-flow non equilibrium sampling
Eric Moulines (Chairman : Michel Benaim)
https://gp60.sciencesconf.org/data/program/gp60_moulines.pdf
›12:10 (1h50)
Lunch
12:10 - 14:00 (1h50)
Lunch
›14:00 (40min)
Optimal Vector Quantization
Harald Luschgy (Chairman : Huyên Pham)
14:00 - 14:40 (40min)
Optimal Vector Quantization
Harald Luschgy (Chairman : Huyên Pham)
https://gp60.sciencesconf.org/data/program/gp60_luschgy.pdf
›14:40 (40min)
Markovian and non-markovian neural networks compared to HJB for the control of a fishing site
Olivier Pironneau (Chairman : Huyên Pham)
14:40 - 15:20 (40min)
Markovian and non-markovian neural networks compared to HJB for the control of a fishing site
Olivier Pironneau (Chairman : Huyên Pham)
https://gp60.sciencesconf.org/data/program/gp60_pironneau.pdf
›15:20 (30min)
Coffee break
15:20 - 15:50 (30min)
Coffee break
›15:50 (40min)
RELU-based Neural Network as generative model of Fractional Brownian motion
Emmanuel Gobet (Chairman : Nizar Touzi)
15:50 - 16:30 (40min)
RELU-based Neural Network as generative model of Fractional Brownian motion
Emmanuel Gobet (Chairman : Nizar Touzi)
https://gp60.sciencesconf.org/data/program/gp60_gobet.pdf
›16:30 (40min)
Approximation of Stochastic Volterra Equations
Ahmed Kebaier (Chairman : Nizar Touzi)
16:30 - 17:10 (40min)
Approximation of Stochastic Volterra Equations
Ahmed Kebaier (Chairman : Nizar Touzi)
https://gp60.sciencesconf.org/data/program/gp60_kebaier.pdf
Session
Speech
Logistics
Break
Tour
Online user:
3
Privacy
Loading...