11:15am - 12:45pm
Seminar

Asymptotic formulas for rough stochastic volatility models

Paul Gassiat
Applied mathematics
11:15am - 12:45pm
    Salle 5, Site Marcelin Berthelot
    Open to all, subject to availability
    -

    Speaker(s)

    Paul Gassiat

    CEREMADE, Université Paris-Dauphine

    Events

    HJB, MFG and others (1)
    Pierre-Louis Lions

    Lecture
    9:00 - 11:00am

    A mathematical vision of Deep Learning
    Pierre-Louis Lions

    Seminar
    11:15am - 12:45pm

    HJB, MFG and others (2)
    Pierre-Louis Lions

    Lecture
    9:00 - 11:00am

    Striated Regularity of 2-D Inhomogeneous Incompressible Navier-Stokes …
    Ping Zhang

    Seminar
    11:15am - 12:45pm

    HJB, MFG and others (3)
    Pierre-Louis Lions

    Lecture
    9:00 - 11:00am

    Mini-lecture by Annalisa Buffa (at Jussieu)
    Pierre-Louis Lions

    Seminar
    11:15am - 12:45pm

    HJB, MFG and others (4)
    Pierre-Louis Lions

    Lecture
    9:00 - 11:00am

    A priori and a posteriori error estimates localized under minimal regularity
    Martin Vohralik

    Seminar
    11:15am - 12:45pm

    HJB, MFG and others (5)
    Pierre-Louis Lions

    Lecture
    9:00 - 11:00am

    Approximation of probability measures in convex order by projections for the Wasserstein distance
    Aurélien Alfonsi

    Seminar
    11:15am - 12:45pm

    HJB, MFG and others (6)
    Pierre-Louis Lions

    Lecture
    9:00 - 11:00am

    Quasi-critical reflection of internal waves in a stratified fluid
    Anne-Laure Dalibard

    Seminar
    11:15am - 12:45pm

    HJB, MFG and others (7)
    Pierre-Louis Lions

    Lecture
    9:00 - 11:00am

    HJB, MFG and others (8)
    Pierre-Louis Lions

    Lecture
    9:00 - 11:00am

    Cross-diffusion systems : weak solutions and bypassing
    Ayman Moussa

    Seminar
    11:15am - 12:45pm

    HJB, MFG and others (9)
    Pierre-Louis Lions

    Lecture
    9:00 - 11:00am

    Viscous fluid control and boundary layers
    Frédéric Marbach

    Seminar
    11:15am - 12:45pm

    Dissipative boundary conditions and entropic solutions in perfect plasticity
    Jean-François Babadjian

    Seminar
    11:15am - 12:45pm

    From Boltzmann to Navier-Stokes : convergence of strong solutions in the ill-prepared c…
    Isabelle Tristani

    Seminar
    11:15am - 12:45pm

    The Dirac equation on spherically symmetric varieties
    Anne-Sophie de Suzzoni

    Seminar
    11:15am - 12:45pm

    High-frequency limit for Einstein's equations
    Cécile Huneau

    Seminar
    11:15am - 12:45pm

    Medium-field games with a major player
    Pierre Cardaliaguet

    Seminar
    11:15am - 12:45pm

    Magnetic fields, interpolation and symmetry
    Jean Dolbeault

    Seminar
    11:15am - 12:45pm

    Self-repulsive processes and metadynamics
    Pierre-André Zitt

    Seminar
    11:15am - 12:45pm

    Emergent Behavior in Self-Organized Dynamics
    Eitan Tadmor

    Seminar
    11:15am - 12:45pm

    Optimal Regularity for the Porous Medium Equation
    Benjamin Gess

    Seminar
    11:15am - 12:45pm

    Simulation and estimation of rare events
    Arnaud Guyader

    Seminar
    11:15am - 12:45pm

    Powers of Green Potentials
    Jaime San Martin

    Seminar
    11:15am - 12:45pm

    Around the Harris-Meyn-Tweedie theory of Markov semi-groups
    Stéphane Mischler

    Seminar
    11:15am - 12:45pm

    Non-regular density and vacuum solutions for fluid mechanics models
    Raphaël Danchin

    Seminar
    11:15am - 12:45pm

    Asymptotic formulas for rough stochastic volatility models
    Paul Gassiat

    Seminar
    11:15am - 12:45pm

    See also

    Lecture related to the seminar: HJB, MFG and others
    Pierre-Louis Lions, chair Partial Differential Equations and Applications
    Applied mathematics