Seminar Probabilités-Statistiques-Contrôle

Event type:
Seminar
Event name:
Probabilités-Statistique-Contrôle
Start at:
october 19, 2020
Place:
15h30, Salle 2234
Responsible team:
OC
Title:
Stochastic Analysis (in cooperation with CMAP, ENSAE)
Detail:

  • 15h30 - Maximilien GERMAIN (EDF R&D, LPSM, Université de Paris) Deep Backward Multistep Schemes for Nonlinear PDEs and Approximation Error Analysis.

  • 16h30 - Pause.

  • 16h45 - Lucas IZYDORCZYK (ENSTA Paris).

    Fokker-Planck equations with terminal condition and related McKean probabilistic representation.