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Conference Stochastic Dynamics (SAMOS, 2007)

Education

Enregistrement des conférences "Stochastic Dynamics" organisées par l'équipe de recherche SAMOS les 11 et 12 juin 2007. Les résumés des intervenants sont également disponibles sur l'Espace pédagogique interactif (http://epi.univ-paris1.fr/samos-conf-stochastic-dynamics). Recommandé à : étudiant de la discipline, chercheur - Catégorie : conférences - Année de réalisation : 2007

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Episodes

  1. 01 - Intervention du président de l'Université Paris 1 - Pierre-Yves HENIN

    Monsieur Pierre-Yves Hénin, Président de l'Université Paris 1, acceuille des participants à la conférence et se félicite que le Centre Pierre Mendès-France serve de cadre à cette manifestation scientifique. Bande son disponible au format mp3 Durée : 6 mn

  2. 02 - Présentation du Centre d'Economie de la Sorbonne - Cuong LE VAN

    Monsieur Cuong Le Van, Directeur du Centre d'Economie de la Sorbonne, présente ce centre en décrivant plus particulièrement les thématiques de recherche en mathématiques qui y sont développées. Bande son disponible au format mp3 Durée : 4 mn

  3. 03 - Property of the density for a three dimensional stochastic wave equation - Marta SANZ-SOLE

    Consider the stochastic wave equation in dimension , , where denotes the formal derivative of a Gaussian stationary random field, white in time and correlated in space. Using Malliavin calculus, with Quer-Sardanyons we proved the existence and regularity of density of the law of the solution to…

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  4. 04 - Questions - Marta SANZ-SOLE

    Marta SANZ-SOLE. Universitat de Barcelona. Bande son disponible au format mp3 Durée : 4 mn

  5. 05 - Random Attractors and the Preservation of Synchronization in the Presence of Noise - Peter KLOEDEN

    The long term behaviour of dissipatively synchronized deterministic systems is determined by the system with the averaged vector field of the original uncoupled systems. This effect is preserved in the presence of environmental i.e., background or additive noise provided stochastic stationary...

  6. 06 - Questions - Peter KLOEDEN

    Peter KLOEDEN. Johann Wolfgang Goethe University. Bande son disponible au format mp3 Durée : 4 mn

  7. 07 - Applications of optimal transport theory to stochastic equations - Lorenzo ZAMBOTTI

    We want to present some results on gradient systems with convex potential in finite and infinite dimension. The techniques are based on recent developments in the theory of gradient flows in the Wasserstein metric. (joint work with L. Ambrosio & G. Savaré). Lorenzo ZAMBOTTI. Université Paris 6....

  8. 08 - Questions - Lorenzo ZAMBOTTI

    Lorenzo ZAMBOTTI. Université Paris 6. Bande son disponible au format mp3 Durée : 4 mn

  9. 09 - Reductions and deviations for stochastic partial differential equations under fast dynamical boundary conditions - Jinqiao DUAN

    As a model for multiscale systems under random influences on physical boundary, a stochastic partial differential equation under a fast random dynamical boundary condition is investigated. An effective equation is derived and justified by reducing the random dynamical boundary condition to a…

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  10. 10 - Questions - Jinqiao DUAN

    Jinqiao DUAN. Illinois Institute of Technology. Bande son disponible au format mp3 Durée : 4 mn

  11. 11 - Almost-sure Lyapunov Exponent for a directed polymer in a fractional Brownian environment - Frederi VIENS

    We consider a directed polymer on the unit circle, with a continuous direction (time) parameter , defined as a simple random walk subjected via a Gibbs measure to a Hamiltonian whose increments in time have either long memory () or semi-long memory (), and which also depends on a space parameter...

  12. 12 - Questions - Frederi VIENS

    Frederi VIENS. Purdue University. Bande son disponible au format mp3 Durée : 4 mn

  13. 13 - The Stochastic Heat Equation with a Fractional-Colored Noise: Existence of the Solution - Raluca BALAN

    In this talk we consider the stochastic heat equation in , with vanishing initial conditions, driven by a Gaussian noise which is fractional in time, with Hurst index , and colored in space, with spatial covariance given by a function . Our main result gives the necessary and sufficient condition...

  14. 14 - Questions - Raluca BALAN

    Raluca BALAN. University of Ottawa. Bande son disponible au format mp3 Durée : 7 mn

  15. 15 - Convergence of weighted power variations of fractional Brownian motion - Ivan NOURDIN

    In the first part of the talk, we will study the convergence of some weighted power variations of a fractional Brownian motion B. In the second part, we will apply the results obtained in the first part to compute the exact rate of convergence of some approximating schemes associated to scalar...

  16. 16 - Questions - Ivan NOURDIN

    Ivan NOURDIN. Université Paris 6. Bande son disponible au format mp3 Durée : 4 mn

  17. 01 - Modeling financial assets without semimartingale - Francesco RUSSO

    This talk does not suppose a priori that the evolution of a financial asset price is a semimartingale. The stochastic integral intervening in the definition of self-financing property is forward integral. If one requires that a certain minimal class of investor strategies are self-financing,...

  18. 02 - Questions - Francesco RUSSO

    Francesco RUSSO. Université Paris 13. Bande son disponible au format mp3 Durée : 4 mn

  19. 03 - On fractional diffusion processes - Samy TINDEL

    In this talk, we will describe some recent results concerning stochastic differential equations driven by a multidimensional fractional Brownian motion with Hurst parameter 1/3<H<1/2. Some simplifications in the rough path analysis have allowed us to study some properties of the processes...

  20. 04 - Questions - Samy TINDEL

    Samy TINDEL. Université de Nancy. Bande son disponible au format mp3 Durée : 3 mn

  21. 05 - The Korteweg-de Vries equation with multiplicative noise : existence of solutions and random modulation of solitons - Arnaud DEBUSSCHE

    In this work, we consider the Korteweg- de Vries equation perturbed by a random force of white noise type, additive or multiplicative. In a series of work, in collaboration with Y. Tsutsumi, we have studied existence and uniqueness in the additive case for very irregular noises. These use the...

  22. 06 - Questions - Arnaud DEBUSSCHE

    Arnaud DEBUSSCHE. ENS Cachan. Bande son disponible au format mp3 Durée : 2 mn

  23. 07 - A stochastic nonlinear Schrodinger equation arising in Bose-Einstein condensation - Anne de BOUARD

    We study from a mathematical point of view a model equation for Bose Einstein condensation, in the case where the trapping potential varies randomly in time. The model is a nonlinear Schrödinger equation, with a quadratic potential with white noise fluctuations in time. We prove the existence of...

  24. 08 - On the averaging principle for a general class of SPDE's - Sandra CERRAI

    We prove that an averaging principle holds for a general class of stochastic reaction-diffusion systems, having unbounded multiplicative noise, in any space dimension. We show that the classical Khasminskii approach for systems with a finite number of degrees of freedom can be extended to…

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  25. 09 - Questions - Sandra CERRAI

    Sandra CERRAI. Universita di Firenze. Bande son disponible au format mp3 Durée : 6 mn

  26. 10 - Stochastic equations driven by fractional noise in infinite dimensions - Bohdan MASLOWSKI

    Some recently obtained results on (fBm)- driven linear and semilinear stochastic equations in infinite dimensional state spaces are reviewed. Regularity of the fractional Ornstein-Uhlenbeck process is studied and some results on large time behaviour are given (existence and ergodicity of…

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  27. 11 - Questions - Bohdan MASLOWSKI

    Bohdan MASLOWSKI. Academy of sciences of the Czech Republic. Bande son disponible au format mp3 Durée : 5 mn

About this show

Enregistrement des conférences "Stochastic Dynamics" organisées par l'équipe de recherche SAMOS les 11 et 12 juin 2007. Les résumés des intervenants sont également disponibles sur l'Espace pédagogique interactif (http://epi.univ-paris1.fr/samos-conf-stochastic-dynamics). Recommandé à : étudiant de la discipline, chercheur - Catégorie : conférences - Année de réalisation : 2007

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Frequently asked questions

How many episodes does Conference Stochastic Dynamics (SAMOS, 2007) have?

Conference Stochastic Dynamics (SAMOS, 2007) has 27 episodes on PodParley. The most recent episode was published on June 10, 2007.

What is Conference Stochastic Dynamics (SAMOS, 2007) about?

Enregistrement des conférences "Stochastic Dynamics" organisées par l'équipe de recherche SAMOS les 11 et 12 juin 2007. Les résumés des intervenants sont également disponibles sur l'Espace pédagogique interactif (http://epi.univ-paris1.fr/samos-conf-stochastic-dynamics). Recommandé à : étudiant de...

How often does Conference Stochastic Dynamics (SAMOS, 2007) release new episodes?

Conference Stochastic Dynamics (SAMOS, 2007) publishes daily, based on its 27 episodes since May 2007.
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