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

    Lecture
    9:00 - 11:00am
    Pierre-Louis Lions

    HJB, MFG and others (1)
    Seminar
    11:15am - 12:45pm
    Pierre-Louis Lions

    A mathematical vision of Deep Learning

    Lecture
    9:00 - 11:00am
    Pierre-Louis Lions

    HJB, MFG and others (2)
    Seminar
    11:15am - 12:45pm
    Ping Zhang

    Striated Regularity of 2-D Inhomogeneous Incompressible Navier-Stokes …
    Lecture
    9:00 - 11:00am
    Pierre-Louis Lions

    HJB, MFG and others (3)
    Seminar
    11:15am - 12:45pm
    Pierre-Louis Lions

    Mini-lecture by Annalisa Buffa (at Jussieu)
    Lecture
    9:00 - 11:00am
    Pierre-Louis Lions

    HJB, MFG and others (4)
    Seminar
    11:15am - 12:45pm
    Martin Vohralik

    A priori and a posteriori error estimates localized under minimal regularity
    Lecture
    9:00 - 11:00am
    Pierre-Louis Lions

    HJB, MFG and others (5)
    Seminar
    11:15am - 12:45pm
    Aurélien Alfonsi

    Approximation of probability measures in convex order by projections for the Wasserstein distance
    Lecture
    9:00 - 11:00am
    Pierre-Louis Lions

    HJB, MFG and others (6)
    Seminar
    11:15am - 12:45pm
    Anne-Laure Dalibard

    Quasi-critical reflection of internal waves in a stratified fluid
    Lecture
    9:00 - 11:00am
    Pierre-Louis Lions

    HJB, MFG and others (7)
    Lecture
    9:00 - 11:00am
    Pierre-Louis Lions

    HJB, MFG and others (8)
    Seminar
    11:15am - 12:45pm
    Ayman Moussa

    Cross-diffusion systems : weak solutions and bypassing
    Lecture
    9:00 - 11:00am
    Pierre-Louis Lions

    HJB, MFG and others (9)
    Seminar
    11:15am - 12:45pm
    Frédéric Marbach

    Viscous fluid control and boundary layers
    Seminar
    11:15am - 12:45pm
    Jean-François Babadjian

    Dissipative boundary conditions and entropic solutions in perfect plasticity
    Seminar
    11:15am - 12:45pm
    Isabelle Tristani

    From Boltzmann to Navier-Stokes : convergence of strong solutions in the ill-prepared c…
    Seminar
    11:15am - 12:45pm
    Anne-Sophie de Suzzoni

    The Dirac equation on spherically symmetric varieties
    Seminar
    11:15am - 12:45pm
    Cécile Huneau

    High-frequency limit for Einstein's equations
    Seminar
    11:15am - 12:45pm
    Pierre Cardaliaguet

    Medium-field games with a major player
    Seminar
    11:15am - 12:45pm
    Jean Dolbeault

    Magnetic fields, interpolation and symmetry
    Seminar
    11:15am - 12:45pm
    Pierre-André Zitt

    Self-repulsive processes and metadynamics
    Seminar
    11:15am - 12:45pm
    Eitan Tadmor

    Emergent Behavior in Self-Organized Dynamics
    Seminar
    11:15am - 12:45pm
    Benjamin Gess

    Optimal Regularity for the Porous Medium Equation
    Seminar
    11:15am - 12:45pm
    Arnaud Guyader

    Simulation and estimation of rare events
    Seminar
    11:15am - 12:45pm
    Jaime San Martin

    Powers of Green Potentials
    Seminar
    11:15am - 12:45pm
    Stéphane Mischler

    Around the Harris-Meyn-Tweedie theory of Markov semi-groups
    Seminar
    11:15am - 12:45pm
    Raphaël Danchin

    Non-regular density and vacuum solutions for fluid mechanics models
    Seminar
    11:15am - 12:45pm
    Paul Gassiat

    Asymptotic formulas for rough stochastic volatility models

    See also

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