Probabilités, Statistiques, Contrôle

Event type: Seminar (Proba-contrôle)
Start at: november 23, 2011
Place: 14h30, Salle COLBERT
Link: Page Web du Séminaire
Responsible team: OC

  • 14h30 Noufel FRIKHA (Polytechnique). Groupe de travail “Commodities and related fields”.

    CVaR hedging using quantization based stochastic approximation algorithm.

  • 15h30 - Café et discussion.

  • 16h00 - Ioana CIOTIR (Iasi, Roumanie).

    Convergence of solutions for stochastic differential equations in Hilbert spaces and applications.