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Accueil > Agenda > Colloques et rencontres > Archives > Agenda 2011 > Conference on Stochastic Filtrations
Conference on Stochastic Filtrations
IRMA, September 20-22, 2011
An international Conference on Stochastic Filtrations will be held in Strasbourg on September 20-21-22, 2011.
The conference intends to be a panorama of the state of the art and of recent advances concerning probabilistic aspects of filtrations generated by stochastic processes. In discrete, negative time, this includes such topics as standardness, Vershik’s criterion, etc. ; in continuous time, Brownian filtrations, weak or strong solutions to SDEs, and related themes.
The aim is twofold : to allow researchers to exchange and discuss recent results, and to provide probabilists who are not specialists in this field with an overview of results and open questions.
Registration is required (and free of charge) at the following link.
Participants having registered before July 10 will be accomodated (free of charge) in local hotels. Limited funding will be available for some travel expenses, especially for junior participants ; to apply for support, contact Michel Émery.
Location : Salle de séminaires, Institut de Recherche Mathématique Avancée, rue du Général Zimmer, Strasbourg.
Scientific committee :
Michel Émery (IRMA, Strasbourg) Christophe Leuridan (Institut Fourier, Grenoble) Anatoly Vershik (Steklov Institute, Saint Petersburg) Marc Yor (Laboratoire de Probabilités et Modèles Aléatoires, Paris)
Organization :
Michel Émery Boubacar-Binta Baldé
Financial support : ANR, programme ProbaGeo
| |
09h45 | |
10h10 | Walter Schachermayer - ViennaHiding the drift. |
11h00 | |
11h10 | |
11h30 | Christophe Leuridan - GrenobleA filtration interlinking standardness and non-standardness. |
12h20 | |
14h10 | Ioannis Karatzas - New YorkA planar diffusion with rank-based characteristics. |
15h00 | |
15h10 | Jean Brossard - GrenobleAngular part of Brownian motion and complementability. |
16h00 | |
16h10 | |
16h30 | Claude Dellacherie - RouenFiltrations indexed by ordinals. |
17h20 | |
| |
09h10 | Anatolii Vershik - Saint PetersburgIs it possible to classify the filtrations ? |
10h00 | |
10h10 | Aleksandr Gorbulskii - Saint PetersburgScaling entropy of the filtrations related to random walks in random sceneries. |
11h00 | |
11h10 | |
11h30 | Stéphane Laurent - LiègeOn Vershik’s intermediate-level standardness criterion. |
12h20 | |
14h10 | Xavier Bressaud - ToulouseStandardness for chains with infinite memory. |
15h00 | |
15h10 | Gaël Ceillier - StrasbourgUniversal parametrization for a stationary process. |
16h00 | |
16h10 | |
16h30 | Miklos Rasonyi - EdinburghRandomized strategies and optimal investment for optimal investors. |
17h20 | |
| |
09h10 | Vilmos Prokaj - BudapestOn the ergodicity of the Lévy transformation. |
10h00 | |
10h10 | Anatolii Vershik - Saint PetersburgUniversality, randomness and invariant measures on graphs and structures. |
11h00 | |
11h10 | |
11h30 | Servet Martinez - SantiagoBernoulli property of STIT tessellations. |
12h20 | |
14h10 | Jaime San Martin - SantiagoUltrametricity, filtered operators and potential theory : the matrix case. |
15h00 | |
15h10 | Liudmila Vostrikova - AngersEnlargements of filtrations, pricing and optimal strategies for exponential Lévy models with change-point. |
16h00 | |
Dernière mise à jour le 30-08-2011
