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Monday 10.45 Presentation  (Room I) 11.00 Plenary Lecture (Room I) Monte Carlo simulations in finance and Malliavin calculus   by P. L. Lions  12.00 - Lunch - 14.00 14.00 Plenary Lecture (Room I) Monte Carlo methods in neutron  and photon transport equations by R. Sentis 15.00 -Break -15.15 15.15 Minisymposia    Kinetic modelling and numerical methods (Room II) Organizers :  B.  Perthame, B. Dubroca    Filtering (Room III) Organizer : E. Pardoux Malliavin Calculus and applications (Room I) Organizer: A. Kohatsu-Higa, F. Antonelli 16.45 - Coffee break - 17.15 17.15 Minisymposia   Financial Mathematics I  (Room I) Organizer: B. Lapeyre (end 19.15)  Stochastic Models and Monte Carlo Algorithms for particles transport  (Room II) Organizer: K. Sabelfeld (end 19.15) Perturbation Theory for Markov chains  (Room III) Organizer : A. Stuart  (end 19.15)

Tuesday 9.00 Plenary Lecture (Room I)  Stochastic models in turbulence  by A. J. Chorin  10.00 - Coffee break - 10.30  10.30 Minisymposia    Financial Mathematics III (Room I) Organizer : W. Runggaldier  Monte Carlo methods for turbulence simulations  (Room II) Organizer: P. Kramer  RNG and simulation of degenerate SDEs and associated Lyapunov exponents  (Room IV) Organizer: V. Wihstutz Quantum probability  (Room III) Organizer: R. Rebolledo 12.30 - Lunch - 14.15 14.15 Plenary Lecture (Room I) Monte Carlo approximations for  Boltzmann equations without cutoff by S. Méléard  15.15 - Break - 15.30 15.30 Minisymposia    Numerical methods for Boltzmann equation  (Room II) Organizers :  B.  Perthame, B. Dubroca    Diffusion limits and homogeneization in random fields and interacting particle systems  (Room III) Organizer: S. Olla   Stochastic differential equations and applications (Room I) Organizer: A. Kohatsu-Higa, F. Antonelli 17.00 - Coffee break - 17.30  17.30 Minisymposia    Financial Mathematics II (Room I) Organizer : M. Jeanblanc  (end : 19.30)  Stochastic partial differential equations (Room II) Organizer: A. Debussche  (end : 19.30) MCMC methods for hidden Markov models (Room III) Organizer: C.P.  Robert (end : 19.30)

Wednesday 9.00 Plenary Lecture (Room I) Super-resolution in time-reversed signals  by G. Papanicolaou 10.00 - Coffee break - 10.30 10.30 Minisymposia   Financial Mathematics  IV  (Room IV) (end 12.30) Waves in random media  (Room II) Organizer: J. Garnier (end 12.00)  Stochastic particle systems and coagulation equations  (part I)  (Room III) Organizer: W. Wagner (end 12.00)  Reflected processes and PDEs (Room I) (end 12.30)  12.30 - Lunch - 14.15 14.15 Plenary Lecture   Backward stochastic differential equations and quasilinear PDES  by E. Pardoux  15.15 - Coffee break - 15.30 15.30 : Minisymposia   BSDEs and PDEs (Room II) Organizer: Y. Ouknine (end 17.00)  MCMC algorithms in signal and image processing  (Room IV) Organizer: J. Zerubia  (end 17.30)  Stochastic particle systems and coagulation equations  (part II)  (Room III) Organizer: W. Wagner   (end 17.00)   Interacting particle systems  (Room I) (end 17.00)