Dates: Wednesday 22 to Friday 24 May 2013
Contact: M. Gradinaru, Y. Hu
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.
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.
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here to access the payment form. The speakers of this event are exempted from this registration.
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.
Candidates can obtain further information on the following pages:
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.
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.
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.
The selection will be carried out by the Lebesgue Scientific Committee and the heads of the Master programs in Rennes and Nantes.
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.
Perspectives in Analysis and Probability - Opening Conference
Dating back to Kolmogorov's construction of probabilistic diffusions from solutions of partial differential equations in the early 30's and the joint development of potential theory and Markov process in the early 50's, Analysis and Probability theory have never ceased their fruitful interactions, feeded by practical problems from physics, engineering, finance and others. The inaugural conference of the semester Perspectives in Analysis and Probability will provide a panorama of this domain of interaction, by gathering top international researchers at the interface of Analysis, Probability theory and Partial Differential Equations.