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Unité de Recherche en Mathématiques - FSTC

Probability Seminar

Day Time Speaker Title Salle

Th, 05.12.2013 14:30 Robert NEEL (Lehigh University, USA) Minimal surfaces, couplings, and generalizations B14

Th, 28.11.2013 14:30 Vilmos PROKAJ (Eötvös Loránd University, Budapest) Some sufficient conditions for the ergodicity of the Levy transformation B14

Th, 03.10.2013 15:30 Hermann THORISSON (University of Iceland) Stationarity and point-stationarity, the Palm dualities B21

Th, 25.07.2013 15:00 Matthias SCHULTE (Universität Karlsruhe) Malliavin-Stein methods in stochastic geometry E00

Mo, 27.05.2013 16:30 Roland SPEICHER (Universität Saarbrücken) Free probability and random matrices B04

Fr, 17.05.2013 11:00 Ciprian A. TUDOR (Université de Lille) Variations of the solution to the stochastic heat equation driven by a fractional-colored noise A17

Wed, 08.05.2013
Wed, 15.05.2013
16:30
16:30
Anouk NEVEN (Université du Luxembourg) Around the Le Cam Theory I
Around the Le Cam Theory II
B27

Th, 25.04.2013 14:15 Xiang-Dong LI (Chinese Academy of Sciences, Beijing) Optimal transport, Fokker-Planck diffusion processes and Perelman's Ricci flow A16

Tue, 23.04.2013 14:00 Dominique MALICET (Rio de Janeiro) Metrics for the Central limit Theorem B02

Th, 18.04.2013 14:15 Mitia DUERINCKX (Université libre de Bruxelles) Resource Dependent Branching Processes and the Envelopment Theorem for Societies A16

Th, 28.03.2013 14:15 Koléhè COULIBALY-PASQUIER (Université de Lorraine) Inhomogeneous diffusion and heat kernel estimates A16

Fri, 30.11.2012 14:30 Georgiy SHEVCHENKO (Kiev University) Representation of random variables by integrals with respect to fBm A16

Tue, 20.11.2012 15:30 Erwan HILLION (University of Bristol) Convexity of entropy for some discrete probability families B14

Th, 13.09.2012 14:15 Christian KREIN (Luxembourg) Stein estimation for the drift of Gaussian processes using Malliavin Calculus A17

Th, 03.05.2012 14:30 Solesne BOURGUIN (Université du Luxembourg) Some recent developments in non-commutative probability theory B27

Th, 03.05.2012 15:20 Yvik SWAN (Université du Luxembourg) Parametric Stein operators and variance bounds B27

Mo, 05.12.2011 14:30 Christophe LEY / Yvik SWAN (Université Libre de Bruxelles) On a connection between Stein characterizations and Fisher information B16

Th, 07.07.2011 14:00 Denis VILLEMONAIS (École Polytechnique) Mixing properties of conditioned Markov processes B04

Th, 19.05.2011 14:00 Chitro MAJUMDAR (R-square RiskLab, Dubai) Counterparty Credit Exposure in Collateral Modeling B04

Th, 12.05.2011 14:00 Christophe LEY (Université Libre de Bruxelles) On Stein characterizations B04

Th, 10.03.2011 14:00 Hatem HAJRI (Université Paris-Sud) Stochastic flows and Walsh Brownian motion B04

Th, 03.03.2011 14:00 Simon CAMPESE (Université du Luxembourg) One-term Edgeworth expansions for random vectors on Gaussian fields B04

Wed, 23.02.2011 17:30 Pierre DEL MORAL (INRIA Bordeaux Sud-Ouest) Concentration inequalities for mean field particle models C02

Th, 11.11.2010 14:30 Andreas BASSE-O'CONNOR (University of Tennessee) The semimartingale property of a class of infinitely divisible processes B27

Th, 29.04.2010 16:00 Sami EL RAHOULI (Université du Luxembourg) Wick integration with respect to fractional brownian motion B14

Th, 22.04.2010 16:00 Sami EL RAHOULI (Université du Luxembourg) Fractional brownian motion in finance B14

Th, 15.04.2010 16:00 Giovanni PECCATI (Université du Luxembourg) Gaussian fluctuations of Poisson measures: a prelude to universality B14

Th, 01.04.2010 14:00 Giovanni PECCATI (Université du Luxembourg) Two inequalities related to Malliavin-Stein identities:
second order Poincaré and reversed Berry-Esséen
B14

Th, 25.03.2010 14:00 Giovanni PECCATI (Université du Luxembourg) Stein's method and infinite-dimensional Gaussian analysis B14

Th, 18.03.2010 14:00 Raphael LACHIEZE-REY (Université Lille) The S2 problem with regularity conditions B14