Long-Time Behaviour and Statistical Inference for Stochastic Processes: from Markovian to Long-Memory Dynamics
20-21 Nov 2019 Gif-sur-Yvette (France)
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Planning
Wednesday, November 20, 2019
Time
Event
09:30
-
10:30
Welcome
10:30
-
11:15
Asymptotic expansion in terms of cumulants
-
C. Tudor
11:15
-
12:00
Pathwise techniques for rough differential equations: existence and longtime behavior
-
M.J. Garrido-Atienza
12:00
-
14:00
Lunch
14:00
-
14:45
Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process
-
S. Lemler
14:45
-
15:30
A dynamical systems approach to singular stochastic delay differential equations
-
S. Riedel
15:30
-
16:00
Coffee break
16:00
-
16:45
A drift estimation procedure for stochastic differential equations with additive fractional noise
-
M. Varvenne
Thursday, November 21, 2019
Time
Event
09:30
-
10:15
Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
-
F. Comte
10:15
-
10:30
Coffee break
10:30
-
11:15
Rates in almost sure invariance principle for slowly mixing dynamical systems
-
F. Merlevède
11:15
-
12:00
Analysis of Adaptive Biasing Methods for diffusion processes
-
C.E. Brehier
12:00
-
14:00
Lunch
14:00
-
14:45
A parabolic Anderson model with space-time fractional noise
-
A. Deya
14:45
-
15:15
Coffee break
15:15
-
16:00
Convergence to equilibrium in some singular parabolic SPDEs
-
N. Berglund
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