The Graduate Program in Mathematics and Applications of PSL University offers scholarships for students willing to enrol in the PSL Master of Mathematics Master (M1 or M2) for 2024-2025. The teaching language is English and the program is based on the research teams in mathematics at CEREMADE (Paris-Dauphine-PSL), at DMA (Ecole Normale Supérieure - PSL), at the Ecole des Mines Paris-PSL , at the Paris Observatory-PSL, at the EHESS, and Collège de France.
Mon, 13 May 2024
15:30
15:30
Lecture Room 3
Martingale model risk
Prof Nizar Touzi
(NYU)
Abstract
We consider the general framework of distributionally robust optimization under a martingale restriction. We provide explicit expressions for model risk sensitivities in this context by considering deviations in the Wasserstein distance and the corresponding adapted one. We also extend the dual formulation to this context.
Generalised Jeffery's equations for rapidly spinning particles. Part 2. Helicoidal objects with chirality
Dalwadi, M
Moreau, C
Gaffney, E
Walker, B
Ishimoto, K
Journal of Fluid Mechanics
volume 979
a2
(09 Jan 2024)
Generalised Jeffery's equations for rapidly spinning particles. Part 1. Spheroids
Dalwadi, M
Moreau, C
Gaffney, E
Ishimoto, K
Walker, B
Journal of Fluid Mechanics
volume 979
(09 Jan 2024)
On the σκ -Nirenberg problem
Li, Y
Nguyen, L
Wang, B
American Journal of Mathematics
volume 146
issue 1
241-276
(Feb 2024)
The interplay between bacterial biofilms, encrustation, and wall shear stress in ureteral stents: a review across scales
Amado, P
Zheng, S
Lange, D
Carugo, D
Waters, S
Obrist, D
Burkhard, F
Clavica, F
Frontiers in Urology
volume 3
(16 Jan 2024)
Emergent unitarity from the amplituhedron
Srikant, A
Journal of High Energy Physics
volume 2020
issue 1
69-
(13 Jan 2020)