Scientific Committee
Comité scientifique
Nicole EL Karoui (Sorbonne Université)
Jean-Pierre Fouque (University of California Santa Barbara)
Terry Lyons (University of Oxford)
Bruno Torresani (Aix-Marseille Université)
Nizar Touzi (École polytechnique)
Organizing Committee
Comité d’organisation
Beatrice Acciaio (ETH Zürich)
Stéphane Crepey (Université Paris Cité)
François Delarue (Université Côte d’Azur)
Daniel Lacker (Columbia, New-York)
Mathieu Laurière (NYU Shanghai)
Mike Ludkovski (UC Santa Barbara)
Sergey Nadtochiy (Illinois Institute of Technology)
Nadia Oudjane (EDF, Paris)
Once your registration is submitted, you will receive a confirmation email if it is accepted. Due to high demand, we encourage participants to register as soon as possible, and no later than March 15th, 2025. Please note that registration is not guaranteed and may be subject to availability. If possible, we will reopen registration from March 15th to April 15th.
We will make every effort to cover accommodation expenses for all participants
In exceptional cases, we may consider funding travel expenses, but please note that this is available for a limited number of requests. In such cases, please contact François Delarue directly via email with the details of your request.
IMPORTANT WARNING: Scam / Phishing / SMiShing ! Note that ill-intentioned people may be trying to contact some of participants by email or phone to get money and personal details, by pretending to be part of the staff of our conference center (CIRM). CIRM and the organizers will NEVER contact you by phone on this issue and will NEVER ask you to pay for accommodation/ board / possible registration fee in advance. Any due payment will be taken onsite at CIRM during your stay.
The conference will bring together international specialists related to the scientific work of René Carmona, a native of Marseille and currently a professor at Princeton. The topics discussed will cover stochastic analysis, and more generally, probability theory and its connections with partial differential equations, with a particular focus on models of rational agents in mean-field interaction and their applications to financial mathematics. Several presentations will also address signal theory, another area René Carmona has worked on throughout his career.
René Carmona is a leading member of the applied mathematics community. He has been a professor at Princeton University since 1995. He has gained international prominence in stochastic analysis, financial mathematics and signal theory. He has nearly 130 publications referenced on the bibliometric site ‘MathSciNet’ and has authored, among others, seven books on all these subjects, including two books on mean-field game theory, for which he was awarded the American Mathematical Society’s Doob Prize in 2020. He was founding editor of several journals that are now recognized as among the best in the field: Electronic Journal of Probability, Electronic Communications in Probability and SIAM Journal on Financial Mathematics.
René Carmona was born in Marseille in 1947. He was assistant professor at the University of Marseille from 1972 to 1978, where he obtained his doctorate in 1977. He then moved to Saint-Etienne, before leaving France in the early 1980s to pursue a brilliant career in the USA. The community close to René Carmona’s subjects now wishes to honor his career by organizing a conference. With his agreement and the unanimous agreement of his close colleagues, it was agreed that Marseille was the best place for this. René Carmona has retained a very special attachment to the city of his birth.
La conférence réunira parmi les meilleurs spécialistes d’analyse stochastique et de mathématiques financières, deux des thématiques les plus étudiées par René Carmona au cours de ses années à Princeton, et aussi de traitement du signal. Une large place sera aussi faite à l’accueil de jeunes chercheurs, dont beaucoup travaillent aujourd’hui sur des sujets auxquels René Carmona a contribué de façon significative.
René Carmona est un membre éminent de la communauté des mathématiques appliquées. Il est professeur à l’Université de Princeton depuis 1995. Il a acquis une visibilité internationale de premier plan en analyse stochastique, mathématiques financières et théorie du signal. Il a près de 130 publications référencées sur le site bibliométrique ‘MathSciNet’ et a parmi d’autres rédigé sept livres sur l’ensemble de ces sujets, dont deux ouvrages sur la théorie des jeux à champ moyen, qui lui ont valu en 2020 le prix Doob de l’American Mathematical Society. Il a été éditeur fondateur de plusieurs revues devenues aujourd’hui reconnues comme parmi les meilleures dans les domaines : Electronic Journal of Probability, Electronic Communications in Probability et SIAM Journal on Financial Mathematics.
René Carmona est né en 1947 à Marseille. Il a été maître assistant à l’Université de Marseille de 1972 à 1978 et y a obtenu son doctorat d’état en 1977. Il est parti ensuite à Saint-Etienne, avant de quitter la France aux débuts des années 80 et de poursuivre une brillante carrière aux Etats-Unis. La communauté proche des sujets de René Carmona souhaite aujourd’hui honorer sa carrière par l’organisation d’une conférence. Avec son accord et à l’unanimité des collègues qui lui sont proches, il a été convenu que Marseille était le meilleur endroit pour cela. René Carmona a en effet gardé un attachement très particulier pour sa ville de naissance.
SPEAKERS
Clémence Alasseur (EDF)
Yacine Ait-Sahalia (Princeton University)
Erhan Bayraktar (University of Michigan)
Alan Bensoussan (UT Dallas)
Mireille Bossy (INRIA Sophia Antipolis)
Pierre Cardaliaguet (Université Paris Dauphine)
Albina Danilova (London School of Economics)
Gökçe Dayanıklı (University of Illinois Urbana-Champaign)
Valdo Durrleman (Eisler Capital London)
Nicole El Karoui (Sorbonne Université)
Peter Friz (TU Berlin)
Xin Guo ( UC Berkeley, California)
Emma Hubert (Princeton University)
Pierre-Louis Lions (Collège De France, Paris)
Terry Lyons (Oxford University)
Roland Malhame (Polytechnique Montréal)
Sylvie Méléard (Ecole Polytechnique Paris)
David Nualart (University of Kansas)
Anastasia Papavissiliou (University of Warwick)
Etienne Pardoux (Aix-Marseille Université)
Birgit Rudloff (WU Vienna)
Ronnie Sircar (Princeton University)
Mete Soner (Princeton University)
Takis Souganidis (University of Chicago)
Denis Talay (Inria Sophia-Antipolis)
Peter Tankov (ENSAE)
Ludovic Tangpi (Princeton University)
Mike Tehranchi (University of Cambridge)
Bruno Torresani (Aix-Marseille Université)
Frederi Viens (Rice University, Texas)
Thaleia Zariphopoulou (University of Austin, Texas)
SPONSORS
