July 7th 2025 (Monday)
15h30: Seminar of Yong Jung KIM (KAIST, South Korea)
Title: Heterogeneous random walk and diffusion phenomenon.
16h30: Coffee and discussion
17h: Seminar of Ioana CIOTIR (INSA, Rouen)
Title: A stochastic Stefan problem with mushy region and turbulent transport noise.
Location: ENSTA (Palaiseau, Bâtiment principal), Main building (Bâtiment principal).
December 9th 2024 (Monday)
15h30: Seminar of Mao Fabrice DJETE (CMAP, Polytechnique)
Title: McKean–Vlasov equations beyond Wasserstein topology and their applications.
16h30: Coffee and discussion
17h: Seminar of Benoît NIETO (CMAP, Polytechnique)
Title: Estimation of parameters and applications of Multi Mean Reverting processes.
Location: ENSTA (Palaiseau, Bâtiment principal), Main building (Bâtiment principal).
November 18th 2024 (Monday)
15h30: Seminar of Nadia OUDJANE (EDF)
Title: Optimizing over probability measures to manage distributed flexibilities in power systems.
16h30: Coffee and discussion
17h: Seminar of Thibaut BOURDAIS (ENSTA and EDF)
Title: About entropy penalized stochastic control problems.
Location: ENSTA (Palaiseau, Bâtiment principal), Main building (Bâtiment principal).
June 3rd 2024 (Monday)
15h30: Seminar of Monique JEANBLANC (Evry)
Title: Projections of semimartingales and applications.
16h30: Coffee and discussion
17h: Seminar of Beatrice ONGARATO (Padova and ENSAE)
Title: Semi-static variance-optimal hedging with self-exciting jumps.
Location: ENSTA (Palaiseau, Bâtiment principal), Main building (Bâtiment principal).
April 22nd 2024 (Monday)
15h30: Seminar of Lukasz MADRY (CEREMADE, Dauphine)
Title: Regularization by fractional noise and zero noise limit.
16h30: Coffee and discussion
17h: Seminar of Alessandro BONDI (CMAP, Ecole polytechnique)
Title: A sharp càdlàg property for jump diffusions and dynamic programming principle.
Location: ENSTA (Palaiseau, Bâtiment principal), Main building (Bâtiment principal).
March 27th 2023 (Monday)
15h30: Seminar of Yoan TARDY (CMAP, Ecole polytechnique)
Title: Collisions of the supercritical Keller-Segel particle system.
16h30: Coffee and discussion
17h: Seminar of Josué KNORST (UniCamp and ENSTA)
Title: Convergence rate for moderate interaction particles.
Location: ENSTA (Palaiseau, Bâtiment principal), Main building (Bâtiment principal).
November 27th 2023 (Monday)
15h30: Seminar of Lorenzo MARINO (ENSTA Paris)
Title: Universality of Constants in Schauder and Sobolev estimates for multi-fractional Kolmogorov models.
16h30: Coffee and discussion
17h: Seminar of Thomas CAVALLAZZI (CentraleSupélec)
Title: Propagation of chaos for mean-field systems driven by stable Lévy processes.
Location: ENSTA (Palaiseau, Bâtiment principal), room 2.3.20, 828, Bd. des Maréchaux, ENSTA Paris, Main building (Bâtiment principal).
July 3rd 2023 (Monday)
Seminar of Prof. Stefano PAGLIARANI (Università di Bologna)
Title: Numerical solutions to McKean-Vlasov equations via stochastic gradient descent.
Time: from 15h30 to 17h
Location: ENSTA (Palaiseau, Bâtiment principal), room 2.3.20.
828, Bd. des Maréchaux
ENSTA Paris, Main building (Bâtiment principal)
March 27th and April 3rd 2023 (Monday)
Minicourse by Prof. Franco FLANDOLI (Scuola Normale Superiore Pisa) on Regularisation by noise
Time: from 15h30 to 18h.
Location: ENSTA (Palaiseau, Bâtiment principal), room 1.2.24.
828, Bd. des Maréchaux
Abstract: The theory of Regularization by noise has a long history, but emerged as a subject around 2010. We will review a number of directions of this theory both in finite and infinite dimensions. The theory in finite dimension is very advanced and complete; the talks will include a modern approach to the classical Veretennikov result and remarks about Catellier-Gubinelli approach. In infinite dimensions, namely for PDEs, it proved to be very difficult but particularly challenging; about it two examples will be touched, the case of linear transport equations and some ideas about the case of 3D Navier-Stokes equations. Remarks will be added on the problem of selection by noise for the limit deterministic equation.