• Aucun résultat trouvé

Editorial - Spring School Mons Random differential equations and gaussian fields

N/A
N/A
Protected

Academic year: 2022

Partager "Editorial - Spring School Mons Random differential equations and gaussian fields"

Copied!
1
0
0

Texte intégral

(1)

ESAIM: PS 16 (2012) Sp-1 ESAIM: Probability and Statistics

DOI:10.1051/ps/2012023 www.esaim-ps.org

Rapide Note Special Issue

Editorial

Spring School Mons Random differential equations and Gaussian fields

This special issue of ESAIM P&S originates from the spring school held in Mons, France, 15-19 June 2009.

This spring school “Random differential equations and Gaussian fields” was supported by the French “Agence Nationale de la Recherche”. It was organized around four main lectures given by Fabrice Baudoin (Purdue)

“Stochastic Taylor expansions and heat kernels asymptotics”, Laure Coutin (Toulouse) “Introduction to rough paths theory with applications”, Serge Cohen (Toulouse) and Michael Lifshits (St Petersburg) “Stationary Gaussian Random fields on Hyperbolic Spaces and Euclidean Spheres” and Jacques Istas (Grenoble) “Manifold indexed fractional fields”. This issue is constituted of the four lectures notes.

The editors Jacques Istas Serge Cohen

Article published by EDP Sciences c EDP Sciences, SMAI 2012

Références

Documents relatifs

The model is based on the power curve of the chosen wind turbine and is basically a power flow model that considers bulk production losses and potential energy variation with the

Notre étude porte d’une part sur l’évaluation de la qualité des eaux dures du Hamma et Fourchi et d’autre part sur l’inhibition du pouvoir entartrant de ces eaux

Then, using a time splitting with respect to the velocity, we prove that the characteristics (X, V ) are a perturbation of those given by the free transport equation as stated

L’objectif de cette thèse est d’étudier, dans le cadre de la G-espérance, certaines équations dif- férentielles stochastiques rétrogrades à croissance quadratique

‫ﺍﻨﺘﻅﻤﺕ ﺍﻝﺨﻁﺔ ﻓﻲ ﻓﺼل ﺘﻤﻬﻴﺩﻱ ﻭﺜﻼﺙ ﻓﺼﻭل ﻭﺨﺎﺘﻤﺔ‪ .‬ﺘﻀﻤﻥ ﺍﻝﺘﻤﻬﻴﺩ ﺇﻁﺎﺭﺍ ﻋﺎﻤﺎ ﻋﻥ‬ ‫ﻤﻔﻬﻭﻡ ﺍﻝﻤﺸﺎﺭﻜﺔ ﺍﻝﺴﻴﺎﺴﻴﺔ ﻤﻥ ﺨﻼل ﺘﻌﺭﻴﻔﻬﺎ‪ ،‬ﻤﺴﺘﻭﻴﺎﺘﻬﺎ‪

Keywords : Backward stochastic differential equations, utility maximisation, viscosity solutions, American options, mean-field games, forward-backward SDEs. Abstract : This thesis

In this chapter, we study in the non-markovian case a discrete time approximation scheme for the solution of a doubly reflected Backward Stochastic Differential Equation (DRBSDE