JFP'08

Journées Fractionnaires Parisiennes
(seconde édition)

Paris,
9 et 10 Juin 2008





Lundi 9 juin 2008

13h30-14h15: Mikhail LIFSHITS (Saint-Pétersbourg) "Some New Results on Small Deviations" [Résumé]

14h25-15h10: Jorge A. LEÓN (Mexico) "Itô's formula for linear fractional PDEs (jointly with Samy Tindel)" [Résumé]

15h10-15h40: Pause café

15h40-16h25: Fabrice BAUDOIN (Toulouse) "Whitaker's functions and exponential functionals of multidimensional Brownian" [Résumé]

16h35-17h20: Ciprian A. TUDOR (Paris 1) "Self-similarity order estimation via Malliavin calculus: Variations and Wavelets" [Résumé]

17h30-18h15: Frederi G. VIENS (Purdue) "Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes" [Résumé]

19h30-...: Dîner à la Pizzeria del Navona (60 avenue des Gobelins, Paris 13ème)


Mardi 10 juin 2008

9h-9h45: Marta SANZ-SOLÉ (Barcelone) "Solutions to a parabolic SPDE driven by a fractional Brownian motion" [Résumé]

9h55-10h40: Serge COHEN (Toulouse) "Convergences vers un processus stable fractionnaire associé aux temps locaux d'un MBF" [Résumé]

10h40-11h10: Pause café

11h10-11h55: Giovanni PECCATI (Paris 6) "Stein's method and convergence of functionals of fractional fields" [Résumé]

12h05-12h50: Andreas NEUENKIRCH (Francfort) "Approximation of the Fractional Lévy Area" [Résumé]

13h-14h: Déjeuner au restaurant administratif de Chevaleret

14h-14h45: Jérémie UNTERBERGER (Nancy) "Complex analytic methods for multi-dimensional fractional Brownian motion with small Hurst parameter" [Résumé]

14h55-15h40: Samy TINDEL (Nancy) "Some fractional differential systems" [Résumé]

_______________________________________________________________________

Pour toute question relative à cette conférence, veuillez m'écrire à inourdin@gmail.com