The workshop "Fractional Brownian Motion and its Applications" is a scientific meeting that brings together leading researchers working on fractional processes and related areas such as SPDEs, rough path theory, rough volatility models, Malliavin calculus and limit theorems, etc. to discuss recent results covering both theoretical and applied aspects.

It will take place at the Belval campus in the Grand Duchy of Luxembourg.

You can use the following map or the dedicated webpage from the University of Luxembourg to find your way to Belval campus.

-MSA 3.200 on Tuesday 23rd April.

-MSA 3.120 on Wednesday 24th April.

14:00 - 14:45: Talk by Mathieu Rosenbaum (Ecole Polytechnique, France)

14:45 - 15:30: Talk by Arturo Jaramillo Gil (CIMAT, Mexico)

15:30 - 16:00: Coffee Break

16:00 - 16:45: Alexandre Richard, (CentraleSupélec, France)

16:45 - 17:30: Lorenzo Cristofaro (University of Luxembourg)

19:00 - ...: Conference Dinner

10:00 - 10:45: Talk by Céline Esser (University of Liège, Belgium)

10:45 - 11:15: Coffee Break

11:15 - 12:00: Talk by Yassine Nachit (University of Luxembourg)

12:00 - ...: Lunch boxes

Joint work with Prof. Beghin and Prof. Mishura.

Joint work with L. Anzeletti, L. Galeati and E. Tanré.

This is joint work with Bruno Durin and Grégoire Szymanski.

The conference dinner will take place from 7 pm at L'Osteria restaurant (located less than 5 minutes walking distance from the conference room and the hotel) and will be offered to all registered participants.

Travel and accomodation costs are in charge of the particpants.

We recommend the hotel ibis Esch Belval which is located on campus and within walking distance of the conference venue.

Chiara Amorino, Universitat Pompeu Fabra in Barcelona (Spain)

Antoine Ayache, Université de Lille (France)

Gaspard Bernard, University of Luxembourg

Lucia Celli, University of Luxembourg

Francesca Cottini, University of Luxembourg

Charles-Philippe Diez, University of Luxembourg

Céline Esser, University of Liège (Belgium)

Ujan Gangopadhyay, University of Luxembourg

Louis Gass, University of Luxembourg

Akram Heidari, University of Luxembourg

Ronan Herry, Centre Henri Lebesgue, Rennes (France)

Arturo Jaramillo, CIMAT (Mexico)

Andrey Latyshev, University of Luxembourg

Nicolas Lengert, University of Luxembourg

Laurent Loosveldt, University of Liège (Belgium)

Leonardo Maini, University of Luxembourg

Yassine Nachit, University of Luxembourg

Ivan Nourdin, University of Luxembourg

Giovanni Peccati, University of Luxembourg

Pierre Peruchaud, University of Luxembourg

Francisco Pina, University of Luxembourg

Francesca Pistolato, University of Luxembourg

Mark Podolskij, University of Luxembourg

Alexandre Richard, CentraleSupélec, Université Paris-Saclay (France)

Mathieu Rosenbaum, Ecole Polytechnique (France)

Giacomo Salvati, University of Luxembourg

Krzysztof Smutek, University of Luxembourg

Michele Stecconi, University of Luxembourg

Xiaochuan Yang, Brunel University London (England)

Antoine Ayache, Université de Lille (France)

Gaspard Bernard, University of Luxembourg

Lucia Celli, University of Luxembourg

Francesca Cottini, University of Luxembourg

Charles-Philippe Diez, University of Luxembourg

Céline Esser, University of Liège (Belgium)

Ujan Gangopadhyay, University of Luxembourg

Louis Gass, University of Luxembourg

Akram Heidari, University of Luxembourg

Ronan Herry, Centre Henri Lebesgue, Rennes (France)

Arturo Jaramillo, CIMAT (Mexico)

Andrey Latyshev, University of Luxembourg

Nicolas Lengert, University of Luxembourg

Laurent Loosveldt, University of Liège (Belgium)

Leonardo Maini, University of Luxembourg

Yassine Nachit, University of Luxembourg

Ivan Nourdin, University of Luxembourg

Giovanni Peccati, University of Luxembourg

Pierre Peruchaud, University of Luxembourg

Francisco Pina, University of Luxembourg

Francesca Pistolato, University of Luxembourg

Mark Podolskij, University of Luxembourg

Alexandre Richard, CentraleSupélec, Université Paris-Saclay (France)

Mathieu Rosenbaum, Ecole Polytechnique (France)

Giacomo Salvati, University of Luxembourg

Krzysztof Smutek, University of Luxembourg

Michele Stecconi, University of Luxembourg

Xiaochuan Yang, Brunel University London (England)

Registration to the event is free but mandatory. If you wish to participate, please email ivan.nourdin@gmail.com or charles-philippe.diez@uni.lu.