RESEARCH SCHOOL - ÉCOLE DE RECHERCHE

Stochastic and Deterministic Analysis for Irregular Models
Analyse stochastique et déterministe pour les modèles irréguliers

8 – 12 January, 2024

Scientific Committee 
Comité scientifique 

Anne de Bouard (CNRS – École Polytechnique)
Gabriela Planas (UNICAMP)
Paolo Ruffino (UNICAMP)
Frederi Viens (Rice University)

Organizing Committee
Comité d’organisation

Christian Olivera (UNICAMP)
Alexandre Richard (Université Paris-Saclay)
Francesco Russo (ENSTA Paris)
Milica Tomašević (CNRS, École polytechnique)

   The main goal of this school is to promote recent advances in irregular stochastic analysis, in particular in the study of models with irregular coefficients and non-Markovian properties. Special emphasis will be put on multiscale phenomena and the relation between their microscopic and macroscopic behaviours. Those will be investigated in the context of mathematical physics (for instance hydrodynamics), as well as in life science (for instance in chemotaxis and oncology), chemistry, economics, or complex systems.

   L’objectif principal de cette école est de promouvoir les avancées récentes en analyse stochastique irrégulière, en particulier l’étude de modèles à coefficients irréguliers avec ses propriétés non-markoviennes. Une attention particulière sera dirigée vers des phénomènes multi-échelles et à la relation entre leurs comportements microscopique et macroscopique. Ces phénomènes seront étudiés dans le contexte de la physique mathématique (par exemple l’hydrodynamique), mais aussi dans les sciences de la vie (par exemple en chimiotaxie et en oncologie), en chimie, ou dans les systèmes complexes.

LECTURES

Ana Bela Cruzeiro (Instituto Superior Técnico, Lisboa): Stochastic Lagrangian flows in hydrodynamics
Franco Flandoli (Scuola Normale Superiore, Pisa)    Mean-field limits of interacting filaments in turbulence
Benjamin Jourdain (Ecole des Ponts et Chaussées)    Numerical methods for SDEs with singular coefficients

 

 

TALKS

Rémi Catellier (Université Côte d’Azur)  Regularization by noise for rough differential equations driven by Gaussian rough paths
Ioana Ciotir (INSA Rouen)  The stochastic fast logarithmic equation in $R^d$ with multiplicative Stratonovich noise
Mhamed Eddahbi (King Saud University)  Existence of solutions singular stochastic differential equations with jumps
Benjamin Gess (University of Bielefeld and Leipzig)  From fluctuations in conservative systems, to large deviations, to PDEs with irregular coefficients
Elena Issoglio (University of Torino)  Degenerate McKean-Vlasov SDEs with singular coefficients
Khoa Lê (University of Leeds)  Sewing methods in differential equations
Eva Löcherbach (Université Paris Panthéon Sorbonne)  Mean field limits of interacting particle systems having alpha-stable jump heights
Andreas Neuenkirch (University of Mannheim)  SDEs driven by fractional Brownian motion: dependence on the Hurst parameter
Wladimir Neves (Federal University of Rio de Janeiro)  Homogenization of Schrödinger equations. Extended Effective Mass Theorems for non-crystalline matter
Alberto Ohashi (University of Brasilia)  Isometries for stochastic integrals driven by fractional Brownian motion
Youssef Ouknine (Cadi Ayyad University & Mohammed VI Polytechnic University)  Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies
Matthew Rosenzweig (MIT)  The attractive log gas: stability, uniqueness, and propagation of chaos

 

SHORT SALKS

Lukas Anzeletti (Vienna University of Technology)  Density of the solution to SDEs with distributional drift and fractional Brownian noise
Alexandre Batista De Souza (State University of Campinas)   Rate of convergence of N-player Games of Moderate Interactions to the associated MFG PDEs
Thibaut Bourdais (ENSTA Paris)   Entropy weighted optimization problems with applications to stochastic optimal control
Thomas Cavallazzi (CentraleSupélec)  Quantitative weak propagation of chaos for McKean-Vlasov SDEs driven by $alpha$-stable processes
Claudia Espitia (State University of Campinas)  Invariant measures for stochastic nonlinear partial differential equations in the space of almost periodic functions
Josué Knorst (State University of Campinas)  Systems of particles with singular interaction under common noise
Juan David Londoño Acevedo (State University of Campinas)  Stochastic Euler equations with multiplicative noise
Giacomo Lucertini (University of Bologna)  Optimal regularity for degenerate Kolmogorov equations with rough coefficients and applications to SDEs’ uniqueness
Lukasz Madry (Université Paris Dauphine-PSL)  Some recent progress on the small noise question of singular SDEs
Lorenzo Marino (ENSTA Paris)   About the regularity of degenerate non-local Kolmogorov operators under L’evy perturbations
Benjamin Alexander Robinson (University of Vienna)  Bi-causal optimal transport for SDEs with irregular coefficients
Davide Trevisani (University of Coruna)  Degenerate SDEs with drift in anisotropic negative Besov spaces
Piero Visconti (INSA Rouen Normandie)  Optimality conditions for parabolic stochastic optimal control problems with boundary controls
Johanna Weinberger (Technion – Israel Institute of Technology)  Stochastic Differential Equations Involving the Local Time of the Unknown Process Driven by Stable Processes
Jérémy Zurcher (Université de Lille)    Spatial Sojourn Time of Stochastic Wave Equation

SPONSORS

SDAIM