No. 
Subject of presentation 
Conference title (Medium，e.g. presentation pamphlet) 
Presentation date 
1 
Unbiased simulation methods based on the parametrix II

Séminaire généraliste de l'équipe de Probabilités et Statistiques

04/19/2018

2 
Unbiased simulation methods based on the parametrix I

Groupe de travail généraliste de l'équipe de Probabilités et Statistiques

04/12/2018

3 
Unbiased simulation methods of order two

WORKSHOP ON
"MATHEMATICAL FINANCE AND RELATED ISSUES"

03/16/2018

4 
関西大学確率論セミナー

Unbiased Monte Carlo Methods for diffusions and its functionals. The parametrix point of view

01/27/2018

5 
Simulation methods based on the parametrix

London Mathematical Society EPSRC Durham Symposium
Stochastic Analysis

07/17/2017

6 
Regularity of the law for an exit time for onedimensional elliptic diffusions

Probability & Statistics Seminar, Kansas University

09/21/2016

7 
Probabilistic Interpretation of the Parametrix Method.

Probability Seminar, Iowa State University

09/14/2016

8 
Probabilist interpretation of the Parametrix method

Oslo University, Probability Seminar, Department of Mathematics

08/31/2016

9 
Parametrix methods: Probabilistic interpretations

WORKSHOP: STOCHASTIC PROCESSES  NUMERICAL METHODS AND RELATED TOPICS

08/22/2016

10 
On an alternative method for unbiased simulation for multidimensional stochastic differential equations and other applications.

オペレーションズリサーチ学会北海道支部. サマースクール 2016

06/08/2016

11 
Probabilistic interpretation of the parametrix method

Modern methods of stochastic analysis and statistics

05/31/2016

12 
Parametrix: Probabilistic interpretations

New trends in stochastic analysis

12/08/2015

13 
The parametrix method applied to skew diffu sions
The parametrix method is a method in partial differential equations that allows the expansion of solutions for uniformly elliptic parabolic equations with Holder coefficients. In this talk, I will present a methodology to analyse the behaviour of the density of the socalled skew diffusions. This class of one dimensional diffusions have discontinuous coefficients at one point. We show how to apply the parametrix method using skew brownian motion. We also give some conclusions about the regularity of the density and a probabilistic representation.

Stochastic calculus, MonteCarlo methods and Mathematical Finance
A Conference in honor of Professor Vlad Bally

10/08/2015

14 
Diffusion models with discontinuous coefficients

東北大学確率論セミナー

07/27/2015

15 
Models with Discontinuous Coefficients

The Third Asian Quantitative Finance Conference

07/07/2015

16 
Some methods of proof for the EulerMaruyama scheme

Mathematical Finance and Related Issues

03/18/2015

17 
The probabilistic parametrix method as a simulation method

Conference on Mathematical Analysis in Economic Theory

01/27/2015

18 
The Parametrix as a Monte Carlo Simulation Method for SDEs

Quantitative Mathematical Finance QMF 2014

12/18/2014

19 
The Parametrix Method and its Probabilistic Interpretations

Risk: Modelling, Optimization, Inference. 2014

12/12/2014

20 
The parametrix method for jump sdes

Computational Methods for Jump Processes. Warwick,

07/08/2014

21 
Stochastic differential equations with irregular coefficients.

Statistics, Jump Processes and
Malliavin Calculus: Recent Applications. Barcelona

06/25/2014

22 
Probabilistic representation of the parametrix method.

Stochastic Analysis in Finance and
Insurance. Oberwolfach Workshop.

05/10/2014

23 
The parametrix for nonmarkov processes

Seminar on Mathematical Finance, Numerical Probability and Statistics of Processes of LPMA

04/02/2014

24 
A Survey on the Parametrix Method for Irregular Coefficients.

Third Mathematical Finance
Joint Seminar. Atami, Japan

01/26/2014

25 
LAMN property for jump type processes

Asymptotic Statistics and Related Topics:
Theories and Methodologies

09/03/2013

26 
Statistical inference and Malliavin calculus.

Special Session on Recent advance in stochastic processes and their applications.
World Statistics Congress,

08/26/2013

27 
Multi level Monte Carlo (MLMC) for irregular functions and irregular diffusions.,

International Workshop on Quantitative Finance,

03/18/2013

28 
Approximations faibles pour quelques fonctionnelles irrégulières

Groupe de travail modélisation stochastique et finance

02/15/2013

29 
Recent Advances in Infinite Dimensional
Analysis with Applications

金融工学・数理計量ファイナンスの諸問題 2012

12/01/2012

30 
Simulation of Levy Driven Stochastic Differential Equations by

Bernoulli special semester course

06/21/2012

31 
Some Malliavin Calculus Techniques to Deal with
Diffusions with Irregular Drifts

Stochastic Analysis and Its Applications

06/05/2012

32 
On weak approximation of stochastic differential equations with discontinuous drift ceofficient.

Computational Stochastics

03/26/2012

33 
Greeks and Simulation in models with jumps

conférence finance quantitative et statistique à Paris Diderot

03/01/2012

34 
On the smoothness of the fundamental solution for some nonelliptic partial differential equation with nonsmooth coefficients

Seminar of the Institute of Mathematics at Academia Sinica

12/19/2011

35 
Approximations for SDEs driven by Levy processes

Workshop Rough Paths and Numerical Integration Methods21.23.09.2011

09/23/2011

36 
Estimates for the error of some simulationschemes for sde's driven by Lévy processes

35th Conference on Stochastic Processes and their Applications

06/19/2011

37 
Approximation methods for stochastic differential equations driven by L'evy processes

Seventh Seminar onStochastic Analysis, Random Fields and Applications

05/24/2011

38 
Methods to Deal with Nonsmooth Coefficients in Malliavin Calculus

KU David Nualart Conference

03/19/2011

39 
A Malliavin calculus method to study densities of additive functionalsof SDE's with irregular drifts

IMPACTWorkshop Peter Imkeller

02/26/2011

40 
A Malliavin Calculus method to study SDE's with
irregular drifts. 21/2/2011

INRIA, SophiaAntipolis, Tosca project seminar.

02/11/2011

41 
Department of Systems Engineering and
Engineering Management.

Seminar at The Chine University of Hong Kong

12/29/2010

42 
A Malliavin Calculus method to study SDE's with irregular drifts. Indian Statistical Institute, BangaloreIndia, August 1317, 2010

ICM Satellite Conference on Probability and Stochastic Processes,

08/14/2010

43 
Numerical Methods for SDEs driven by Levy processes. August 412, 2010.

Short course at Sydney University, Sydney Australia,

08/04/2010

44 
Approximations for SDE Driven by Levy Processes

KIERTMU International Workshop on Financial Engineering

08/02/2010

45 
A Malliavin Calculus method to study SDE's with irregular drifts. , Korea, July 14, 2010.

Ajou Conference in honour of Alain Bensoussan

07/14/2010

46 
Malliavin Calculus for SDE's with irregular drift.

Seminar of Probability and Numerical
Methods at Universite de MarneLa Vallee

05/07/2010

47 
Recent results on Greek estimation for nancial quantities.

ICC Workshop on IT Convergence.
KAIST, Korea.

02/18/2010

48 
Higher order Monte Carlo Schemes for SDEs.

Workshop on Statistics and Mathematical
Finance.

02/05/2010

49 
Approximations for SDE's driven by L'evy processes.

France and Stochastics for and from Finance

08/05/2009

50 
Approximations for SDE's driven by L'evy processes.

Third Conference on Numerical Methods in Finance

04/15/2009

51 
Insiders as large traders

Special Seminar (Danwakai) Osaka University.
Faculty of Engineering Sciences.

02/24/2009

52 
Risk measures in Finance

Annual Meeting of the Spanish Statistic and
Operation Research Society

02/12/2009

53 
Insiders as large traders

Mathematical Finance and Related Fields (local workshop) at
Kyushu University.

01/22/2009

54 
semigroup approach for weak approximations with an application to infinite activity L'evy
driven SDEs

Universitat de Barcelona

12/15/2008

55 
Estimating multidimensional density functions using the MalliavinThalmaier formula.

Invited Session "Modelling the nancial markets". World Congress of the International Association of Statistical Computing.

12/06/2008

56 
A semigroup approach for weak approximations with an application to innite activity L'evy driven SDEs.

Workshop on Computational Methods with
Applications in Finance, Insurance and the Life Sciences AND Stochastic Methods in Partial
Dierential Equations and Applications of Deterministic and Stochastic PDEs.

11/18/2008

57 
A semigroup approach for weak approximations with an application to innite activity L'evy driven SDEs.

Workshop on Numerics and Stochastics

08/26/2008

58 
Estimating multidimensional density functions using the MalliavinThalmaier formula.

Thematic Days. Centre de Recerca Matematica

06/25/2008

59 
Weak Back equlibrium. Insider models for the max and arg max.

Finance Seminar

05/29/2008

60 
Weak KyleBack models for the max and argmax.

Third Generalv Amamef Conference

05/06/2008

61 
Weak KyleBack models for the max and argmax.

Stochastic Processes and Applications
in Mathematical Finance.

03/20/2008

62 
Weak Back equlibrium. Insider models for the max and arg max.

Chinese University of
Hong Kong. Department of Industrial Engineering and Systems.

03/05/2008

63 
Estimating multidimensional density functions using the MalliavinThalmaier formula.

Applicationsin Finance. International Conference of Mathematics on the 90th anniversary of
the Ponticia Universidad Catolica del Peru.

08/07/2007
