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

Introduction

Damien Lamberton

On the behavior of stopped diffusions

Arturo Kohatsu Higa (Chairman : Damien Lamberton)

High-Frequency Statistics for a Semimartingale with Jump Activity varying with time

Jean Jacod (Chairman : Damien Lamberton)

Coffee break

How to predict the local variance of the wind ?

Mireille Bossy (Chairman : Jean Jacod)

Bivariate Coupling via a "Universal Random Generator

Jean-Claude Fort (Chairman : Jean Jacod)

Lunch

Fast hybrid schemes for fractional Riccati equations (rough but not so tough)

Giorgia Callegaro (Chairman : Denis Talay)

Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with $L^q-L^\rho $ drift coefficient and additive noise

Stéphane Menozzi (Chairman : Denis Talay)

Coffee break

Exploration noise for learning linear-quadratic mean field games

François Delarue (Chairman : Marc Hoffmann)

Quantization and preservation of the convex order

Benjamin Jourdain (Chairman : Marc Hoffmann)

Program