CNRS-PAN Mathematics Summer Institute, Cracow 26 June - 4 July, 2014

In collaboration with the Faculty of Applied Mathematics, AGH University of Science and Technology, Institute of Mathematics, Jagiellonian University, Institute of Mathematics, Polish Academy of Sciences, CNRS, Imperial College London, IMP Université Paul Sabatier Toulouse, and ANR project STAB.

Organized by: Dominique Bakry (Toulouse), Szymon Peszat (Cracow), and Bogusław Zegarliński (London).


The meeting will review recent results in the area of discrete and continuous probability/stochastics intertwined with related problems and methods of mathematical analysis. Besides a number of presentation by international participants, the meeting will include one 6 hrs mini-course (suitable for PhD students and young researchers).

The venue is the Institute of Mathematics, Polish Academy of Sciences, Św. Tomasza 30/7.

Previous and related activities:



Minicourse:

List of participants:

For more information contact S. Peszat, e-mail napeszat[AT]cyf-kr.edu.pl



Tentative Program:

Wednesday 25 June Arrival day

Thursday 26 June

  • 10.00 - 11.30 Registration
  • 11.30 - 11.50 T&C
  • 11.50 - 12.30 D. Zawisza: Monotone mean-variance preferences in continuous time stochastic factor model
  • 14.30 - 16.30 T. Lévy: (Mini-course)
  • 16.30 - 16.50 T&C
  • 16.50 - 18.00 B. Zegarliński: Analysis of reaction diffusion systems via log-Sobolev inequalities
Friday 27 June

  • 10.00 - 11.30 S. Peszat: Smoothening effects of transition semigroups
  • 11.30 - 11.50 T&C
  • 11.50 - 12.50 D. Stroock: Gauss applied to Banach

Saturday 28 June

  • Excursion

Sunday 29 June

  • Excursion

Monaday 30 June

  • 10.00 - 11.30 D. Bakry: About hypergroup property
  • 11.30 - 11.50 T&C
  • 11.50 - 12.20 P. Rolla: Arbitrage in markets with bid-ask spreads
  • 14.30 - 16.30 T. Lévy: (Mini-course)
  • 16.30 - 16.50 T&C
  • 16.50 - 17.20 D. Tarłowski: Nonautonomous dynamical systems in stochastic global optimization

Tuesday 1 July

  • 10.00 - 11.30 D. Chafaï: Random walks on regular graphs and the semicircle law
  • 11.30 - 11.50 T&C
  • 11.50 - 12.30 M. Pitera: On time consistency for dynamic utility measures
  • 15.00 - 16.30 M. Ottobre: Diffusion limits for Random Walk Metropolis algorithm
  • 16.30 - 16.50 T&C
  • 16.50 - 17.20 E. Marciniak: On optimal dividend problem for an insurance risk models with surplus-dependent premiums
  • 18.30 - 20.30 History of Science Evening, Aula Jagiellońska, Collegium Maius, D. Stroock: "Mark Kac, a Simple Pole in Ithaca New York".

Wednesday 2 July

  • 10.00 - 12.00 T. Lévy: (Mini-course)
  • 14.30 - 16.00 M. Riedle: Cylindrical Lévy processes
  • 19.00 - Conference Dinner

Thursday 3 July

  • 10.00 - 11.00: Discussion groups
  • 11.00 - 11.30 T&C
  • 11.30 - 12.30: Discussion groups
  • 15.00 - 17.30 Discussion Groups
  • 17.30 - 18.00 T&C

Friday 4 July

  • 10.00 - 11.00 Discussion groups
  • 11.00 - 11.50 T&C
  • 11.50 - 12.30 Discussion groups
  • 14.30 - 16.30 Discussion Groups
  • 16.30 - 16.50 T&C