Probabilités, Statistiques, Contrôle

Event type:
Seminar
Event name:
Proba-contrôle
Start at:
june 01, 2011
Place:
14h30, Salle 451
Responsible team:
OC
Title:
Probabilités, Statistiques, Contrôle
Detail:
  • 14h30 - [Agnès SULEM] (Inria, ROCQUENCOURT). Portfolio optimization under model uncertainty in an Itô-Lévy market. A BSDE and FBSDE game approach.

  • 15h30 - Café et discussion.

  • 16h00 - [Ahmed KEBAIER] (Paris 13).
    Inference for ergodic and nonergodic square-root diffusions.