Collection Advances in stochastic analysis for risk modeling / Analyse stochastique pour la modélisation des risques

Organisateur(s) Bouchard, Bruno ; Chassagneux, Jean-François ; Elie, Romuald ; Réveillac, Anthony ; Soner, H. Mete
Date(s) 08/09/2014 - 12/09/2014

Toutes les vidéos de la collection (4)

34:22

publiée le 11 septembre 2014

Mean-field analysis of an excitatory neuronal network: application to systemic risk modeling?

De François Delarue

35:24

publiée le 11 septembre 2014

Arbitrages in a progressive enlargement of filtration

De Monique Jeanblanc

34:13

publiée le 11 septembre 2014

CVaR hedging using quantization based stochastic approximation algorithm

De Gilles Pagès

28:17

publiée le 11 septembre 2014

Some stochastic Fubini theorems

De Martin Schweizer

Mathématiques
et Interactions

Clément Delcamp : Topological Symmetry and Duality in Quantum Lattice Models

Aggregation-Diffusion Equations & Collective Behavior: Analysis, Numerics and Applications / Conférence Chaire Jean Morlet: Equations d'agrégation-diffusion et comportement collectif: Analyse, schémas numériques et applications

Cours Sorbonne Université

Arithmetic Geometry – A Conference in Honor of Hélène Esnault on the Occasion of Her 70th Birthday

Collection Advances in stochastic analysis for risk modeling / Analyse stochastique pour la modélisation des risques

Mean-field analysis of an excitatory neuronal network: application to systemic risk modeling?

Arbitrages in a progressive enlargement of filtration

CVaR hedging using quantization based stochastic approximation algorithm

Some stochastic Fubini theorems

Dynamics of strategic agents and algorithms as PDEs

Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems

Global existence and boundedness for chemotaxis models with local sensing

Gradient flows for sampling and their deterministic interacting particle approximations

Suppression of chemotactic blow-up by buoyancy

Metallic mean Wang tiles

Topological aspects of discrete spectrum

Approximating entropy/pressure for multidimensional shifts of finite type

Phase transitions on one-dimensional symbolic systems

Symmetries in symbolic dynamics