Sino-French Summer Institute: 
Stochastic Modeling and Applications

 

 

June 13th –July 1st, 2011

Beijing, Siyuan Building (Academy of Mathematics and Systems Science)

 No. 55, Zhongguancun East Road, Beijing

 

 

 

Introduction of Summer Institute

 

Sino-French Summer Institute 2011 in Stochastic Modeling and Applications (CNRS-NSFC Joint institute of Mathematics), will be hold at Academy of Mathematics and System Science, Beijing, on June 13rd –July 1st, 2011.

This summer institute is organized by

l        Institute of Applied mathmatics, AMSS, Key Laboratory of Random Complex Structures and Data Science, CAS,

l        Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie - Paris VI et Université Paris Diderot - Paris VII

The themes of the summer institute are around the stochastic modeling: theory and applications. We are going to organize several mini-courses in the first two weeks (June 13th –June 26th ) and a workshop in the last week (June 26th –June 30th ). We focus mainly on the following topics.

1.        Numerical probabilities and related topics

2.        New approaches in stochastic analysis

3.        Financial mathematics and models

Mini-courses in Summer Institute

(Each course is for 4-8hours)

 

June 13th –June 17th : Mini-course on

l        On the concentration properties of mean field particle models (Pierre Del Moral, INRIA)

l        Impulsional stochastic control and applications to finance (Huyên Pham, Université de Paris 7)

l        Pricing and risk management with Lévy processes (Peter Tankov, Ecole Polytechnique)

l        An introduction to G-expectation (Yongsheng Song, Institute of Applied Maths, AMSS, CAS)

l        Large Deviation (Liming Wu, Institute of Applied Maths, AMSS, CAS)

 

June 20th-June 25th : Mini-course on

l        Mallivain calculus and some application (Zhao Dong, Institute of Applied Maths, AMSS, CAS)

l        Fractional regularity: applications in stochastics (Emmanuel Gobet, Ecole Polytechnique)

l        Enlargement of filtrations and applications to credit risks (Monique Jeanblanc, Université d’Evry)

l        Introduction to stochastic approximation with application to finance (Gilles Pagès, Université de Paris 7)

l        A New Approach in Backward Stochastic Differential Equation (Zhongming Qian, Oxford University)

l        Second order Backward Stochastic Differential Equation (Jianfeng Zhang, University of Southern California)

Abstracts of Mini-course

 

Schedule of Mini-course

Registration Time: June 13th , 8:45-9:30

Place: 1st Floor, Siyuan Building

No. 55, Zhongguancun East Road, Beijing


 

Workshop on Stochastic Modeling and Applications

(June 27th  –June 30th  )

 

Confirmed Speakers (the list will be updated regularly):

Ø        Mohamed Ben Alaya (Université de Paris 13)

Ø        Nan Chen (Chinese University of Hong Kong),

Ø        Rama Cont (Université de Paris 6),

Ø        Areski Cousin (Université de Lyon I)

Ø        Stephane Crepey (Université d’Evry),

Ø        Min Dai (National University of Singapore),

Ø        Sylvain Delattre (Université de Paris 7)

Ø        Laurent Denis (Université d’Evry),

Ø        Nicole El Karoui (Université de Paris 6),

Ø        Caroline Hillairet (Ecole Polytechnique),

Ø        Mingshang Hu (Shandong University)

Ø        Xiangdong Li (Institute of Applied Maths, AMSS, CAS)

Ø        Gechun Liang (Oxford University)

Ø        Chunhua Ma (Nankai University)

Ø        Anis Matoussi (Université du Maine)

Ø        Jin Ma (University of Southern California) ,

Ø        Shige Peng (Shandong University),

Ø        Monique Pontier (Université de Toulouse),

Ø        Mathieu Rosenbaum (Ecole Polytechnique)

Ø        Simone Scotti (Université de Paris 7)

Ø        Shiqi Song (Université d’Evry)

Ø        Nizar Touzi (Ecole Polytechnique)

Ø        Dewen Xiong (Shanghai Jiaotong University)
Ø        Zuoquan XU (Hong Kong Polytechnic University)

Ø        Phillip Yam (Chinese University of Hong Kong)

Ø        Zhongxing Ye (Shanghai Jiaotong University)

Ø        Qi Zhang (Fudan University)

Ø        Xunyu Zhou (Chinese University of Hong Kong, Oxford University)

Abstracts of talks in Workshop

Registration Time: June 26 th , 14:30-20:00

Place: 1 st Floor, Siyuan Building

No. 55, Zhongguancun East Road, Beijing

 

Scientific Committee

 

Nicole El Karoui, Zhiming Ma, Shige Peng, Liming Wu, Jia-An Yan, Nizar Touzi.

 

Organization Committee

Fuzhou Gong, Ying Jiao, Gilles Pagès, Mingyu Xu

Secretary: Xiaoyun Zhai

 

Supports and Sponsors

 

Travel and Visitor's Information

 

l          Visa

l          Currency

l          Hotels

l          Restaurants

l          Sightseeing

l          Mobile Communication

l          Transportation

IImportant warnings about local customs and amenities amenities

 

Contact to us

Ying Jiaojiao@math.jussieu.fr),Mingyu Xu (xumy@amss.ac.cn)

Registration is closed since April 20th

There is no registration fee for student, however summer institute cannot support students’ hotel expenses.

Here is a list of hotels near AMSS(Walking distance).

If you want to join us, please send us your name, title, department, your department, address and your contacts(email and tel).

 

Hotel Information

 

Hotels near Academy of mathematics and System Science (Walking distance)

·  Wu Ke Hotel (物科宾馆)010-82649482 or 010-82649140 Fax: 010-82649491

·  Ke Yuan Hotel (科苑公寓)010-82628538

·  Tian Chuang Hotel (天创宾馆) 010-51192066 or 51192000, Fax: 010-51192077

·  Heng Xing Hotel (恒兴商务酒店): 010-62629988 Fax:01062560102

 

 

 


This Homepage is created by AMSS.Update on