Seminar Probabilités-Statistiques-Contrôle

Event type:
Seminar
Event name:
Probabilités-Statistiques-Contrôle
Start at:
april 22, 2024
Place:
ENSTA Paris, Salle 2320
Responsible team:
OC
Title:
Seminars of "Irregular stochastic analysis"
Detail:

  • 15h30 - Lukasz MADRY (CEREMADE, Dauphine). Regularization by fractional noise and zero noise limit.

  • 16h30 - Pause café et discussion.

  • 17h00 - Alessandro BONDI (CMAP, Ecole Polytechnique). A sharp càdlàg property for jump diffusions and dynamic programming principle.