Mathématiques à Angers – Page 6

Journées réelles du CHL, 3-4 décembre 2018

Les journées réelles du CHL réunissent des géomètres des laboratoires de mathématiques d’Angers, Brest, Nantes et Rennes intéressés par la géométrie algébrique réelle. Ces journées sont organisées grâce au soutien du Centre Henri Lebesgue. page web des Journées réelles du CHL Lieu: Angers, Campus Belle-Beille, salle I001 Monday: 14h30 – 15h20: Egor Yasinsky 15h40 – 16h30: […]

International Conference on « Advanced Methods in Mathematical Finance »

28-31 August 2018 This conference is dedicated to innovations in the mathematical analysis of financial data, new numerical methods for finance and applications to risk modeling. The selected topics include actuarial theory, risk measures, ruin theory, credit default models, stochastic control and its applications to portfolio choice and liquidation, models of liquidity and with transaction […]

Retakh Fest

Colloque Non-commutative structures, cluster algebras and applications. 25 au 30 juin 2018 Les algèbres amassées introduites par S. Fomin et A. Zelevinsky en 2001 sont des anneaux commutatifs munis de générateurs distingués (variables d’amas), engendrés par une procédure itérative (mutation). Les motivations initiales étaient liées à la théorie de Lie (positivité totale, bases canoniques) et […]

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Séminaire des doctorant.es
In this presentation, I focus on the semiclassical Schrödinger equation, a fundamental equation in quantum mechanics that describes the evolution of quantum particles over time. Since exact solutions to this equation are rarely explicit and conventional numerical methods are often impractical, my goal is to develop approximate solutions that are both easier to compute and accurate. To achieve this, I study special functions called wave packets, which represent localized quantum states. First, I will present how, starting from initial data defined by a wave packet, we can construct a good approximate solution using a wave packet, for the scalar semiclassical Schrödinger equation. Then, I will explain how this approach can be extended to more complex vector-valued systems, where new phenomena arise.

Séminaire des doctorant.es
In this talk, we will explore the behavior of a random walk when conditioned to remain within a cone. We will begin by introducing the problem of conditioning a random walk to never escape a cone. To address this, we will examine the concept of the Doob h-transform and its role in shaping the walk's behavior. Next, we will delve into the set of harmonic functions associated with random walks and discuss their significance in the context of conditioning the walk. Finally, we will derive the conditions under which a unique discrete harmonic function exists for a Dirichlet problem posed within a cone under certain assumptions about the transition kernel of the random walk and the cone itself.

Séminaire des doctorant.es
Inference of the tail parameters of a distribution is a question of interest. Indeed, some extreme events can have disastrous consequences and being able to estimate their probability of appearance allows us to prevent them. It is however a difficult question because usual statistics theory does not work well in that case. Extreme value theory has been developed for this purpose. In particular, the Conditional Tail Moments (CTMs) are useful tools in risk quantification. For instance, the Expected Shortfall (ES), a particular case of CTM, is a risk measure widely used in finance. The estimation of CTMs and the demonstration of convergence results on these estimators have been the purpose of my first year of PhD. In this talk, I will start with an introduction and motivation to Extreme Value Theory. I will then define the Conditional Tail Moment and give the mathematical framework in which estimation of extreme CTM is manageable. Finally, if time permits, I would like to present some of the convergence results me and my PhD supervisors have been able to produce so far.