CONFERENCE PROGRAM
PLENARY
LECTURES
MINISYMPOSIA
ABSTRACTS
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Stochastic models in turbulence |
Alexandre J. Chorin |
University of California, Berkeley, USA |
Monte Carlo simulations in finance and Malliavin calculus | Pierre-Louis Lions |
CNRS and University Paris Dauphine, France |
Monte-Carlo approximations for Boltzmann equations without cutoff |
Sylvie Méléard | University Paris X, France |
Super-resolution in time-reversed signals |
George Papanicolaou | Stanford University, USA |
Backward stochastic differential equations and applications to PDEs |
Etienne Pardoux | University of Provence, France |
Monte Carlo methods in neutron and photon transport equations |
Remi Sentis | CEA, France |
KINETIC
MODELLING AND NUMERICAL METHODS B. PERTHAME,
B. DUBROCA
NUMERICAL METHODS FOR BOLTZMANN EQUATION B. PERTHAME, B. DUBROCA
STOCHASTIC MODELS AND MONTE CARLO ALGORITHMS FOR PARTICLES TRANSPORT K. SABELFELD
STOCHASTIC PARTICLE SYSTEMS AND COAGULATION EQUATIONS W. WAGNER
BSDEs AND PDEs Y. OUKNINE
DIFFUSION LIMITS AND HOMOGENIZATION IN RANDOM FIELDS AND INTERACTING PARTICLE SYSTEMS S. OLLA
WAVES IN RANDOM MEDIA J. GARNIER
FILTERING E. PARDOUX
MCMC ALGORITHMS IN SIGNAL AND IMAGE PROCESSING J. ZERUBIA
MCMC METHODS FOR HIDDEN MARKOV MODELS C.P. ROBERT
MONTE CARLO METHODS FOR TURBULENCE SIMULATIONS P. KRAMER
MALLIAVIN CALCULUS AND APPLICATIONS A. KOHATSU-HIGA, F. ANTONELLI
STOCHASTIC DIFFERENTIAL EQUATIONS AND APPLICATIONS A. KOHATSU-HIGA, F. ANTONELLI
STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS A. DEBUSSCHE
RANDOM NUMBER GENERATORS AND SIMULATION OF DEGENERATE SDEs AND ASSOCIATED LYAPUNOV EXPONENTS V. WIHSTUTZ
PERTURBATION THEORY FOR MARKOV CHAINS A. STUART
QUANTUM STOCHASTIC ANALYSIS R. REBOLLEDO
FINANCIAL MATHEMATICS I B. LAPEYRE
FINANCIAL MATHEMATICS II M. JEANBLANC
FINANCIAL MATHEMATICS III W. RUNGGALDIER
A selection of papers will be published
in a special issue of the journal Monte
Carlo Methods and Applications.
KINETIC MODELLING AND NUMERICAL METHODS
Organizers: Benoit Perthame (ENS Paris, France) and Bruno Dubroca (CEA-CESTA, France)
Speakers
NUMERICAL METHODS FOR BOLTZMANN EQUATION
Organizers: Benoit Perthame (ENS Paris, France) and Bruno Dubroca (CEA, France)
Speakers
Organizer: Karl Sabelfeld (WIAS Berlin, Germany)
Speakers
Organizer : Wolfgang Wagner (WIAS Berlin, Germany)
Speakers
Speakers
Organizer : Youssef Ouknine (Université Cadi Ayyad, Maroc)
Speakers
Said Hamadène (Université du Maine, France)
Multidimensional BSDE's with Uniformly Continuous Coefficients
DIFFUSION LIMITS AND HOMOGENIZATION IN RANDOM FIELDS AND INTERACTING PARTICLE SYSTEMS
Organizer : Stefano Olla (Université de Cergy-Pontoise, France)
Speakers
Stefano Olla (Université de Cergy-Pontoise, France)
Diffusive behavior of interacting particle systems: bulk-diffusion and self-diffusion
Organizer : Etienne Pardoux (Universite de Provence, France)
Speakers
Organizer : Josselin Garnier (CMAP-Ecole Polytechnique, France)
Speakers
Organizer : Josiane Zerubia (INRIA Sophia Antipolis, France)
Speakers
Organizer : Christian P. Robert (ENSAE, France)
Speakers
Organizer : Peter Kramer (Courant Institute, New York University, USA)
Speakers
Organizer : Arturo Kohatsu-Higa (Universitat Pompeu Fabra, Barcelona, Spain) and Fabio Antonelli (Universita di Chieti, Pescara, Italy)
Speakers
Organizer : Arturo Kohatsu-Higa (Universitat Pompeu Fabra, Barcelona, Spain) and Fabio Antonelli (Universita di Chieti, Pescara, Italy)
Speakers
Speakers
Organizer : Arnaud Debussche (Universite Paris XI, France)
Speakers
Organizer : Volker Wihstutz (UNC Charlotte, USA)
Speakers
Alex Gordon (Random Number Generator Systems, Inc.) (talk delivered by Joe Quinn)
True randomizers and Shannon entropy
Joe Quinn (University of North Carolina, Charlotte, USA)
Theorems for generalized quantum statistics and the testing of randomizers with and without asymptotic assumptions
PERTURBATION THEORY FOR MARKOV CHAINS
Organizer : Andrew Stuart (Warwick University, Coventry, U.K.)
Speakers
Jonathan Mattingly (Stanford University, USA)
Ergodicity for Numerical Simulations
Des Higham (University of Strathclyde, Glasgow, U.K.)
Ergodicity for Numerical Simulations
Jeffrey S. Rosenthal (University of Toronto, Canada)
Convergence Properties of Perturbed Markov Chains
Emmanuelle Clement (Universite de Marne la Vallee, France)
Pseudo-moderate deviations in the Euler method for real diffusion processes
Organizer : Rolando Rebolledo (Universidad Católica de Chile)
Speakers
Organizer : Bernard Lapeyre (ENPC-CERMICS, France)
Speakers
Organizer : Monique Jeanblanc (Universite d'Evry, France)
Speakers
Organizer : Wolfgang Runggaldier (Università di Padova, Italy)
Speakers
Speakers