Conference of Numerical Probability in honour of Gilles Pagès' 60th birthday

Introduction

Nicole El Karoui

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

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

Coffee break

Simulation of Gibbs mesures for non linear Schrödinger equations

Jacques Printems (Chairman : Michel Benaim)

Invertible-flow non equilibrium sampling

Eric Moulines (Chairman : Michel Benaim)

https://gp60.sciencesconf.org/data/program/gp60_moulines.pdf

Lunch

Optimal Vector Quantization

Harald Luschgy (Chairman : Huyên Pham)

https://gp60.sciencesconf.org/data/program/gp60_luschgy.pdf

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

Coffee break

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

Approximation of Stochastic Volterra Equations

Ahmed Kebaier (Chairman : Nizar Touzi)

https://gp60.sciencesconf.org/data/program/gp60_kebaier.pdf