‹ Friday, May 28, 2021 | |
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
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›9:00 (10min)
›9:10 (40min)
›9:50 (40min)
High-Frequency Statistics for a Semimartingale with Jump Activity varying with time
Jean Jacod (Chairman : Damien Lamberton) ›10:20 (30min)
›10:50 (35min)
›11:30 (40min)
›12:10 (1h50)
›14:00 (40min)
Fast hybrid schemes for fractional Riccati equations (rough but not so tough)
Giorgia Callegaro (Chairman : Denis Talay) ›14:40 (40min)
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) ›15:20 (30min)
›15:50 (40min)
Exploration noise for learning linear-quadratic mean field games
François Delarue (Chairman : Marc Hoffmann) ›16:30 (40min)
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Session | Speech | Logistics | Break | Tour |