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Past Conferences

UAIC

Jena

Manchester

Roscoff

Milano

Marrakech

Research and Training Topics

Our ITN project unites teams of Iasi (Romania), Brest (France), Jena (Germany), Manchester (United Kingdom), Marrakech (Morocco) and Milano (Italy) with their complementary competences in:

  • Controlled Systems: Deterministic and Stochastic Control, Game Theory;
  • Stochastic Differential Equations, Stochastic Partial Differential Equations, Backward Stochastic Differential Equations;
  • Levy processes as well as fractal processes,

in order to investigate problems arising in the interaction between this competence and to study, in cooperation with our industrial partners, problems stemming from

  • Finance and
  • Insurance.

The main objective of the network is the training of PhD students in close collaboration with our industrial partners and visiting researchers.

Network-wide Training Offers and Colloquiums

Each network team will organize, in addition to its local training programme, training offers that reflect its specificity in research, its local possibilities and capacities, and which address to all the young researchers who, in coherence with their personal project, either want to get an additional research and professional training or would like to use the possibility to learn from different “Mathematical Schools” in order to profit in their research work from synergy effects. Our network-wide training programme includes namely a series of 2-weeks schools addressing to all the early-stage and experienced researchers recruited by the network:

Table of the schools organized by the network:
Date

Organizing team

Subject of the School

March 2009

Jena

Finance and Insurance - Stochastic Analysis and Practical Methods

2nd half of 2008/09

Manchester

SDEs and SPDEs, Levy process driven models in Finance and other Applications

1st  half of 2009/10

Brest

Stochastic Control in Finance

2nd half of 2009/10

Marrakech

Stochastic Control Problems for FBSDEs and its Applications

2nd half of 2010/11

Milano

SDEs and Control in Infinite Dimensions

2nd half of 2011/12

Iasi

Controllability of Deterministic and Stochastic Systems and its Applications

Besides the schools indicated above, regular workshops and colloquiums will be important elements of the network-wide training offer.

Table of the workshops and colloqiums of our network:
Date

Organizing team

Type of the Colloquium

 March 2009

Jena

Workshop “Finance and Insurance”

 2nd  half of 2008/09

Manchester

Workshop on “SDEs, SPDEs and Application”

 1st  half of 2009/10

Brest

Workshop on “Stochastic Control and Finance”

2nd  half of 2009/10

Marrakech

International Conference on “Control Problems and Related Topics”

2nd  half of 2010/11

Milano

Workshop on “Deterministic and stochastic evolution equations in infinite dimensions”

 2nd  half of 2011/12

Iasi

International Conference on “Controlled deterministic and stochastic systems”

Moreover, in addition to the above schools, workshops and the both colloquiums, our project  foresees training courses in finance and insurance, organized in a closed collaboration with our industrial partners:

Table of the both training courses:

Date

Organizing team

Subject of the training course

1st half of 2010/11

Jena

Stochastic Models in Insurance

1st  half of 2011/12

Brest

Stochastic Financial market models

These network-wide training offers are completed by local training offers of the host teams. More information about the local training offers can be found on the web pages of the teams of the network.

Theses under Co-direction

A particularity of our ITN is to propose 6 PhD positions in co-direction between two different network teams. The young researchers recruited on such a position are expected to work 18 months in a first team and the following 18 months in a second one. This co-direction of PhD theses allows the young researcher to profit from complementary experiences of different groups and their industrial partners.