Confirmed talks
Conferences and
Speakers
- Luigi Accardi (Roma2 University, Italy)
- Sergio Albeverio (Bonn University, Germany): some new developments in stochastic neurodynamics
- Rim Amami (University of Toulouse III, France): Impulse Control Applied to the Management of switching technology
- Andrea Andrisani (University of Bari, Italy): Kinematics of Lévy processes
- Marc Arnaudon (University of Poitiers, France) : Horizontal diffusion in C^1 path space Wided Ayed (7 November at Carthage University, Tunisia).
- Khaled Bahlali (Université du Sud Toulon-Var, France): BSDEs approach to the Lp-viscosity solution to PDEs with measurable coefficients
- Seid Bahlali (University of Bisjra, Algeria): Stochastic maximum principle. A new approach
- Dominique Bakry (Toulouse III, France)
- Abdessatar Barhoumi (Sousse University, Tunisia): White Noise Meixner Processes and Related $star$-Lie Algebras Mounir Bedhiafi,(Tunis El-Manar University, Tunisia).
- Viachesla Belavkin (Nottingham University, UK): Quantum Ito *-Algebras, Noncommutative Girsanov Transformation, Levy Decomposition and Applications.
- Andrea Barth (CMA, University of Oslo) : An infinite diimensional approach to forward dynamics in energy markets
- Sara Biagini (Pisa University, Italy) admissible strategies for general stochastic processes and applications
- Jaleleddine Ben Amor (ESTT, University of Tunis, Tunisia) : Pricing with Lagrangian duality methods
- Philippe Blanchard (Bielefeld, Germany): A network perspective on the Mathematical Analysis of Complex Systems.
- Marek Bożejko (Wroclaw University, Poland): Generalized Brownian Motions and Infinitely divisible laws in the free probability.
- Demni Nizar (Tunis University , Tunisia)?
- Sonia Chaari (Tunis El-Manar University, Tunisia) ?
- Laura Cattaneo ( Imperial College London, UK): Open quantum systems via infinite dimensional oscillatory integrals
- Fernanda Cipriano (Lisbon University, Portugal) : Statistical study of the 2D Euler equation
-
Laure Coutin
(University
Paul Sabatier, France) coutin@cict.fr
Boualem Djehiche (Department of Mathematics, KTH): Systems of backward SDEs with inter-connected obstacles - Nicole El Karoui (Ecole Polytechnique, Paris. France): Progressive utilities and stochastic flows
- Julius Esunge (University of Mary USA): A Class of Anticipating Linear Stochastic Differential Equations
- Franco Fagnola, (Politecnico di Milano, Italy): Quantum detailed balance conditions
-
Ahmed Fitouhi (University
of Tunis El Manar):
Uncertanty
principles /unification
Mohammud Foondun (University of Utah , USA): Lévy processes and Stochastic partial differential equations - Hans Foellmer ( Humbolt Univrtsity, Berlin, Germany): Dynamic risk measures: time consistency and the role of "bubbles"
- Pierre Fougères ( University of Toulouse III, France): Semilinear Problems associated to Sobolev type Inequalities
- Nils Christian Framstad (Oslo university, Norway ): On arbitrage opportunities in random walk markets with short-sale constraints and transaction costs, and weak convergence to Gaussian continuous-time processes
- Sarra Frikha (Tunis El-Manar University, Tunisia): Forward Integrals and Instantly Independent integrals
- Soumaya Gheryani (Gafsa University, Tunisia) The Gibbs conditioning principle for white noise distributions: Interacting and Non-Interacting cases
- Martin Grothaus ( University of Kaiserslautern, Germany): An invariance principle for a tagged particle process in continuum with singular interactions
- Skander Hachicha (ISSAT, Sousse University, Tunisia): Classification of invariant state of generic Quantum Markov semigroups: the gaussian
- Kei Harada (Nagoya University, Japan): A relationship between usual and exotic Hida-Kubo-Takenaka Spaces
- Astrid Hilbert (Växjö University, Sweden): Asymptotic Expansions for the Heat Kernel and the Trace of a Stochastic Geodesic Flow
- Takeyuki Hida (Nagoya University, Japan): White noise and class II subgroups of the infinite dimensional rotation group
- Caroline Hillairet ( CMAP Ecole Polytechnique, France): Credit Risk with asymetric information on the default threshold
- Sameh Horrigue (Gabes University, Tunisia): Rotation-invariant of Quantum Gross Laplacian
- Peter Imkeller (Humboldt university Berlin, Germany): Simple dynamical models interpreting climate data and their meta-stability
- Jeanblanc Monique ( University of Evry, France): Characterisation of martingales in an enlargement of filtration framework
- Elyes Jouini (Dauphine) Equilibrium of Heterogeneous Traders with Intermediate Consumption Narjes Khalifa (Tunis El-Manar University, Tunisia).
- Asma Khedher (CMA, Oslo university, Norway): Robustness in Jump Diffusion Framework Model
- An Ta Thi Kieu ( CMA, University of Oslo) : Stochastic linear quadratic optimal control problem with jumps.
- Karima Kimouche (UMC Algeria): The local asymptotic normality of the diagonal bilinear models
- Hui-Hsiung Kuo (Louisiana State University, USA). : An extension of the Ito integral
- Alberto Lanconelli (University of Bari, Italy ): Holder inequalities for the Gaussian Wick product
- Radia Lessak (Mentouri University, Constantine, Algeria): On Markov-switching bilinear processes
-
Paul Lescot (University
of Rouen, France): Affine
processes as Bernstein processes
Jozsef Lorinczi (Loughborough University; UK) Feynman-Kac-type formulae for cadlag processes and applications in mathematical physic - Andrzej Luczak ( Lodz University): Quantum sufficiency - basic ideas and results
- Paul Malliavin ( University Paris 6, France) Deterministic fluid dynamic on Tori through Stochastic Analysis
- Anis Matoussi (Le Mans, France): The Obstacle Problem for quasilinear Stochastic PDE :Backward SDE technics
- Penka Mayster (Tunis/Sofia University): Stationary Distributions of Branching Processes in Random Environment
- Rui Vilela Mendes (Lisbon university, Portugal) Fractional stochastic processes: Finite and infinite dimensions
- Brahim Mezerdi (University of Biskra, Algeria): On some aspects of singular stochastic control
- Mohamed Mnif (Enit, Tunisia) Maximization Stochastic Differential Utility: A Dynamic Maximum Principle Approach
- Peter Nyman (University of Vaxjo, Sweden): On consistency of the quantum-like representation algorithm
- Nobuaki Obata (Tohoku University, Japan): Quantum white noise derivatives and applications
- Bernt Oksendal (Oslo University, Norway) Optimal control of PDEs and forward-backward SDEs, with applications to risk minimization.
- Habib Ouerdiane (University of Tunis El-Manar, Tunisia): Generalized fractional evolution equation
- Olivier Menoukeu Pamen (University of the Witwatersrand, South Africa): Decomposition of order statistics of semimartingales using local times
- Adam Paszkiewicz( University of Lodz, Poland): On limit properties of some reinsurence systems.
- Nicolas Privault (City University of Hong Kong): Finite time blowup of a family of one-dimensional semilinear PDEs
- Frank Proske ((University of Oslo, Norway)
- Habib Rebei (Gabes University, Tunisia): ?
- Hafedh Reguigui (University of Monastir, Tunisia): Transforms on the nuclear algebra of entire functions with two variables and applications
- Michael Röckner (Bielefeld University , Germany) Fokker- Planck equations on Hilbert Spaces
- Anis Riahi (Gabes University, Tunisia): Pascal white noise process
- Barbara Ruediger (Koblenz University, Germany): SDE with Lévy noise and applications to HJMM –Model for forward interest rates
- Albert Shiryaev (Steklov Math. Institut,, Moscou, Russia): Talk1: On the duality principle in option pricing for exponential semi -martingale models. Talk. 2: To 75 Anniversary of the Kolmogorov's "Foundations of the Theory of Probability" (Grundbegriffe der Wahrscheinlichkeitsrechnung, Springer,Berlin, 1933): On the evolution of the concepts of randomness
- J. Luis Silva (Madeira University, Portugal).
- Si Si (Aichi Prefectural University, Japan) : Multiple Markov generalized Gaussian process
- Aurel Stan (Ohio State University, USA): Hölder type inequalities for norms of Wick products
- Ludwig Streit (Bielefeld University, Germany) Path Integrals: New Methods and Results
- Haidar Al-Talibi (Växjö University , Sweden) : Nelson-type Limit for a Particular Class of Lévy Processes
- Nizar Touzi (Ecole Polytechnique Paris, France): Second order backward SDEs
- Jan Ubøe (Oslo University, Norway): Some aspects of random utility theory
- Wilhelm Von Waldenfels (Heidelberg University, Germany): Diffraction in the limit of geometrical optics.
- Yeliz Yolcu Okur (Oslo University, Norway) A Malliavin calculus approach to general stochastic differential games with partial information