ANR-ProbaGeo

Conference in Memory of Paul Malliavin

Salle René-Baire, Bâtiment Mirande

Institut de Mathématiques de Bourgogne (IMB)

Monday October 4^th

9h00-9h40 : A. Thalmaier

Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric
9h50-10h30: Th. Lévy

Asymptotics and deformations of Yang-Mills measures

Coffee Break (30 minutes)

11h00-11h40: M. Röckner

Potential theory on Wiener space revisited

11h50-12h30: F. Wang

Harnack Inequality for SDE with Multiplicative Noise

Lunch (12h30-14h00)

14h00-14h40: C. Villani

Optimal transport, smoothness and cut locus

14h50-15h30: M. Hino

Martingale dimensions and derivatives for some fractals

Coffee Break (30 minutes)

16h00-16h40: Y. Le Jan

Trees, Loops and Fields

16h50-17h30: P. Imkeller

Conjugation of flows of stochastic and random differential equations

Tuesday October 5^th

9h00-9h40 : Y. Guivarc’h

On a matricial convolution equation

9h50-10h30: F. Russo

Stochastic calculus via regularizations in Banach spaces

Coffee Break (30 minutes)

11h00-11h40: M. Hairer

Smoothness of densities for SDEs driven by fractional Brownian motion

11h50-12h30: Xiangdong Li

L^p estimates and existence theorems of the -operator on complete Kähler manifolds

Lunch (12h30-14h00)

14h00-14h40: J. M. Bismut

Malliavin Calculus and Formula of traces

14h50-15h30: XueMei Li

Stochastic processes on the orthonormal frame bundle

Coffee Break (30 minutes)

16h00-16h40: A.B. Cruzeiro

Non existence of Haar-type measures on some spaces of maps

16h50-17h30: N. Juillet

On displacement interpolation of some types of measure

20h00 : Conference Dinner

Wednesday October 6^th

9h00-9h40 : N. Ikeda

Eulerian Polynomials ,Bernoulli Polynomials, and Levy's Stochastic Area Formula

9h50-10h30: Z. Qian

The tangent space of the rough path space endowed with Levy-Wiener measure

Coffee Break (30 minutes)

11h00-11h40: Th. Sturm

Heat Flow on Non-Riemannian Spaces

11h50-12h30: P. Friz

Ordinary, partial and backward stochastic differential equations driven by rough paths

Lunch (12h30-14h00)

14h00-14h50: D. Elworthy

Vanishing of L² harmonic one-forms on based path space