Conference on Stochastic Filtrations

An international Conference on Stochastic Filtrations will be held in Strasbourg on September 20-21-22, 2011.

The conference intends to be a panorama of the state of the art and of recent advances concerning probabilistic aspects of filtrations generated by stochastic processes. In discrete, negative time, this includes such topics as standardness, Vershik's criterion, etc.; in continuous time, Brownian filtrations, weak or strong solutions to SDEs, and related themes. The aim is twofold: to allow researchers to exchange and discuss recent results, and to provide probabilists who are not specialists in this field with an overview of results and open questions.

Registration is required (and free of charge) at the following link.

Participants having registered before July 10 will be accomodated (free of charge) in local hotels. Limited funding will be available for some travel expenses, especially for junior participants; to apply for support, contact Michel Émery.

Location: Salle de séminaires, Institut de Recherche Mathématique Avancée, rue du Général Zimmer, Strasbourg.

Non local participants

Scientific committee:

• Michel Émery (IRMA, Strasbourg)
• Christophe Leuridan (Institut Fourier, Grenoble)
• Anatoly Vershik (Steklov Institute, Saint Petersburg)
• Marc Yor (Laboratoire de Probabilités et Modèles Aléatoires, Paris)

Organization:

• Michel Émery
• Boubacar-Binta Baldé

Financial support : ANR, programme ProbaGeo