The conference will bring together international specialists related to the scientific work of René Carmona, a native of Marseille and currently a professor at Princeton. The topics discussed will cover stochastic analysis, and more generally, probability theory and its connections with partial differential equations, with a particular focus on models of rational agents in mean-field interaction and their applications to financial mathematics. Several presentations will also address signal theory, another area René Carmona has worked on throughout his career.

René Carmona is a leading member of the applied mathematics community. He has been a professor at Princeton University since 1995. He has gained international prominence in stochastic analysis, financial mathematics and signal theory. He has nearly 130 publications referenced on the bibliometric site ‘MathSciNet’ and has authored, among others, seven books on all these subjects, including two books on mean-field game theory, for which he was awarded the American Mathematical Society’s Doob Prize in 2020. He was founding editor of several journals that are now recognized as among the best in the field: Electronic Journal of Probability, Electronic Communications in Probability and SIAM Journal on Financial Mathematics.

René Carmona was born in Marseille in 1947. He was assistant professor at the University of Marseille from 1972 to 1978, where he obtained his doctorate in 1977. He then moved to Saint-Etienne, before leaving France in the early 1980s to pursue a brilliant career in the USA. The community close to René Carmona’s subjects now wishes to honor his career by organizing a conference. With his agreement and the unanimous agreement of his close colleagues, it was agreed that Marseille was the best place for this. René Carmona has retained a very special attachment to the city of his birth.