| 09:45 - 10:00 | Opening, presentation of the workshop, etc. |
| 10:00 - 11:00 | Alice Guionnet (Université Paris-Sud, Orsay) |
|
On the stability of measure valued processes.
Applications to nonlinear filtering
and interacting particle systems.
(joint work with Pierre Del Moral) |
|
| 11:15 - 12:15 | Jean Jacod (Université Pierre et Marie Curie, Paris) |
|
A Monte-Carlo algorithm for a filtering problem.
(joint work with Pierre Del Moral and Philip Protter) |
| 14:30 - 15:15 | Christian Musso (ONERA, Chatillon) |
| Regularized stochastic particle methods (practical issues). | |
| 15:15 - 16:00 | Nadia Oudjane (ONERA, Chatillon) |
| Regularized stochastic particle methods (theoretical issues). | |
| 16:15 - 16:45 | Zhang Huilong (Université de Bordeaux I) |
| Multigrid methods with adaptive local grid refinement for nonlinear filtering. | |
| 16:45 - 17:15 | François Le Gland (IRISA / INRIA, Rennes) |
| Some examples of implementation and comparison of numerical algorithms for nonlinear filtering. |
| 10:00 - 11:00 | Pierre Del Moral (Université Paul Sabatier, Toulouse) |
|
Interacting particle schemes with branching, and periodic selections.
(joint work with Alice Guionnet) |
|
| 11:15 - 12:15 | Terry Lyons (Imperial College, London) |
| Why particle methods in filtering ? |
| 14:30 - 15:00 | Irina Kurkova (Moscow State University + INRIA, Sophia Antipolis) |
|
Martin boundary and algebraic curves.
(joint work with Vadim Malyshev) |
|
| 15:00 - 15:30 | Gérard Montseny (LAAS, Toulouse) |
|
Diffusion representation of long--range dependence operators.
Application to stochastic models.
(joint work with Philippe Carmona and Laure Coutin) |
|
| 15:30 - 16:00 | Discussion, open problems, etc. |
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