Asymptotic formulas for rough stochastic volatility models

Speaker(s)

Paul Gassiat

CEREMADE, Université Paris-Dauphine

Events

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

HJB, MFG and others (6)

Quasi-critical reflection of internal waves in a stratified fluid

HJB, MFG and others (7)

HJB, MFG and others (8)

Cross-diffusion systems : weak solutions and bypassing

HJB, MFG and others (9)

Viscous fluid control and boundary layers

Seminar

25 Jan 2019

11:15 - 12:45

Jean-François Babadjian

Dissipative boundary conditions and entropic solutions in perfect plasticity

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

Seminar

15 Feb 2019

11:15 - 12:45

Anne-Sophie de Suzzoni

The Dirac equation on spherically symmetric varieties

High-frequency limit for Einstein's equations

Medium-field games with a major player

Magnetic fields, interpolation and symmetry

Self-repulsive processes and metadynamics

Emergent Behavior in Self-Organized Dynamics

Optimal Regularity for the Porous Medium Equation

Simulation and estimation of rare events

Powers of Green Potentials

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

Non-regular density and vacuum solutions for fluid mechanics models

Asymptotic formulas for rough stochastic volatility models

Speaker(s)

Paul Gassiat

Events

HJB, MFG and others (1)

A mathematical vision of Deep Learning

HJB, MFG and others (2)

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

HJB, MFG and others (3)

Mini-lecture by Annalisa Buffa (at Jussieu)

HJB, MFG and others (4)

A priori and a posteriori error estimates localized under minimal regularity

HJB, MFG and others (5)

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

HJB, MFG and others (6)

Quasi-critical reflection of internal waves in a stratified fluid

HJB, MFG and others (7)

HJB, MFG and others (8)

Cross-diffusion systems : weak solutions and bypassing

HJB, MFG and others (9)

Viscous fluid control and boundary layers

Dissipative boundary conditions and entropic solutions in perfect plasticity

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

The Dirac equation on spherically symmetric varieties

High-frequency limit for Einstein's equations

Medium-field games with a major player

Magnetic fields, interpolation and symmetry

Self-repulsive processes and metadynamics

Emergent Behavior in Self-Organized Dynamics

Optimal Regularity for the Porous Medium Equation

Simulation and estimation of rare events

Powers of Green Potentials

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

Non-regular density and vacuum solutions for fluid mechanics models

Asymptotic formulas for rough stochastic volatility models

See also