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Design: Mathieu Desailly, lejardingraphique.com
Construction: S. Vũ Ngọc, Ch. Sorger, F. Malrieu, J. Angst.
Mentions légales
Construction: S. Vũ Ngọc, Ch. Sorger, F. Malrieu, J. Angst.
Mentions légales
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- Workshop 3: Backward Stochastic Differential EquationsMay 22, 2013 to May 24, 2013
List of (confirmed) speakers
Philippe Briand, Chambéry
Rene Carmona, Princeton
Patrick Cheridito, Princeton
Samuel Cohen, Oxford
François Delarue, Nice
Nicole El Karoui, Paris
Marco Fuhrman, Milan
Stefan Geiss, Jyväskylä
Emmanuel Gobet, École Polytechnique
Giuseppina Guatteri, Milan
Saïd Hamadène, Le Mans
Peter Imkeller, Berlin
Monique Jeanblanc, Évry
Hanqing Jin, Oxford
Michael Kupper, Berlin
Anis Matoussi, Le Mans
Shige Peng, Shandong and Paris
Huyên Pham, Paris Diderot
Anthony Réveillac, Paris Dauphine
Adrien Richou, Bordeaux
Gianmatio Tessitore, Milan
Hao Xing, LondresDates: Wednesday 22 to Friday 24 May 2013
Location: Rennes
Contact: M. Gradinaru, Y. HuGoal
Since the first theoretical results for backward stochastic differential equations in the early 90s, this theory has continued to grow due to its applications in the fields of partial differential equations, stochastic geometry, finance and of stochastic control. The conference will provide an opportunity to take stock of recent developments and to consider new perspectives in this field.
Registration is closed
- Summer School on KPZ Equation and Rough PathsJun 3, 2013 to Jun 7, 2013
Courses
Integrable probability and the KPZ equation
Ivan Corwin, MITLectures on Rough Paths and Applications
Peter Friz, TU-BerlinThe KPZ equation
Martin Hairer, University of WarwickConfirmed speakers
Yuri Bakhtin, Georgia Institute of Technology Atlanta
Marton Balazs, University of Budapest
Patrik Ferrari, University of Bonn
Massimiliano Gubinelli, Université Paris Dauphine
Tomohiro Sasamoto, Chiba University
Samy Tindel, Université de LorraineDates: Monday 3 to Friday 7 June 2013
Location: Rennes
Contact: A. Debussche, M. GradinaruGoal
This summer school will be mainly devoted to three courses by Ivan Corwin and Martin Hairer on Khardar-Parisi-Zhang (KPZ) equation and Peter Friz on rough paths. Several others talks will present the most recent advances on these topics.
Guiding principle in the courses will be to present the theory of rough paths and recent work by Martin Hairer who managed to solve rigorously the KPZ equation using this theory among other ones. In conjunction with recent breakthroughs on the exact statistics of the KPZ equation (the topic of Ivan Corwin's mini-course), these results will likely validate a number of predictions in the physics literature in which this equation is often seen as a universal limit. The method developed by Martin Hairer will also allow progresses on other very singular equations.
Registration
The registration is closed. If you already registered, click here to access the payment form. The speakers of this event are exempted from this registration.
You can find here a list of hotels in Rennes.
- Lebesgue Master Scholarships 2013-2014Jun 10, 2013
The Lebesgue Center offers 10000€ scholarships to up to ten outstanding mathematics students applying for a master program in mathematics in Rennes or Nantes. The stipend is 10,000 euros per year. A student applying for the first year of a master (M1) will be allowed to apply for another scholarship for the second year (M2). Foreign students will have assistance to get housing. The Lebesgue Center also provides french courses for Foreign students.
The scholarship cannot be combined with any other regular remuneration.
Contact
Candidates can obtain further information on the following pages:
Application
Registration for 2013-2014 is now open. Complete the online form and send it before June 10, 2013. Only electronic submission using the online form will be considered.
Deadlines
Applications for the 2012-2013 Lebesgue Master scholarships will be closed on June 10, 2013. Applicants will be informed of the outcome of the selection process at the end of June 2013.
Eligibility criteria
The M1 scholarships are open to all students who have completed a bachelor's degree in mathematics (or related) at the end of the academic year 2012-2013 and have not started a master in mathematics.
The M2 scholarships are open to all students who have completed the first year of a master in mathematics (or related) at the end of the academic year 2012-13.
The selection process will be based on the academic quality of the transcript and recommendation letters.
Selection process
The selection will be carried out by the Lebesgue Scientific Committee and the heads of the Master programs in Rennes and Nantes.
PhD grant
After receiving a Lebesgue Master 2 scholarship, the students are entitled to a PhD grant subject to the approval of their motivation, and provided that they obtain an overal grade of at least 14/20 at the end of the Master 2 programme.