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Agnès Sulem
Agnès Sulem (born 1959) is a French applied mathematician whose research topics include stochastic control, jump diffusion, and mathematical finance. Education Sulem earned a Ph.D. in 1983 at Paris Dauphine University, with the dissertation '' Résolution explicite d'Inéquations Quasi-Variationnelles associées à des problèmes de gestion de stock'' supervised by Alain Bensoussan. Career She is a director of research at the French Institute for Research in Computer Science and Automation (INRIA) in Paris, where she heads the MATHRISK project on mathematical risk handling. She is currently a professor at the University of Luxembourg in the Mathematics department. She is a coauthor of the book ''Applied Stochastic Control of Jump Diffusions'' (with Bernt Øksendal, Springer, 2005; 2nd ed., 2007; 3rd ed., 2019). Sulem is also an associate editor at the ''Journal of Mathematical Analysis and Applications The ''Journal of Mathematical Analysis and Applications'' is an ac ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Rosamonde Quartet
The Rosamonde Quartet is a French string quartet ensemble established in 1981. It takes its name from ''Rosamunde'', a 1823 composition of incidental music by Franz Schubert, from which he reused a theme in his 13th quartet, nicknamed ''Rosamunde Quartet''. History and musical activity The Rosamonde Quartet was founded in 1981 by four students of Jacques Parrenin and Roland Pidoux. at the Conservatoire de Paris: Agnès Sulem-Bialobroda ( first violin), Thomas Tercieux ( second violin), Jean Sulem (viola) and Xavier Gagnepain (cello). Then the musicians perfected their skills at Yale University. Raphaël Hillyer (1914-2010), violist of the Juilliard String Quartet from 1946 to 1969, stimulated them in this project from the beginning. They have also been taught by Eugene Lehner, violist of the Kolisch Quartet, a friend of Schoenberg and Bartok, who passed on to them the heritage of the Viennese great masters of the early 20th century and the cellist Aldo Parisot as well as ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bernt Øksendal
Bernt Karsten Øksendal (born 10 April 1945 in Fredrikstad) is a Norwegian mathematician. He completed his undergraduate studies at the University of Oslo, working under Otte Hustad. He obtained his PhD from University of California, Los Angeles in 1971; his thesis was titled ''Peak Sets and Interpolation Sets for Some Algebras of Analytic Functions'' and was supervised by Theodore Gamelin. In 1991, he was appointed as a professor at the University of Oslo. In 1992, he was appointed as an adjunct professor at the Norwegian School of Economics and Business Administration, Bergen, Norway. His main field of interest is stochastic analysis, including stochastic control, optimal stopping, stochastic ordinary and partial differential equations and applications, particularly to physics, biology and finance. For his contributions to these fields, he was awarded the Nansen Prize in 1996. He has been a member of the Norwegian Academy of Science and Letters since 1996. He was elected as a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
French Women Mathematicians
French (french: français(e), link=no) may refer to: * Something of, from, or related to France ** French language, which originated in France, and its various dialects and accents ** French people, a nation and ethnic group identified with France ** French cuisine, cooking traditions and practices Fortnite French places Arts and media * The French (band), a British rock band * "French" (episode), a live-action episode of ''The Super Mario Bros. Super Show!'' * ''Française'' (film), 2008 * French Stewart (born 1964), American actor Other uses * French (surname), a surname (including a list of people with the name) * French (tunic), a particular type of military jacket or tunic used in the Russian Empire and Soviet Union * French's, an American brand of mustard condiment * French catheter scale, a unit of measurement of diameter * French Defence, a chess opening * French kiss, a type of kiss involving the tongue See also * France (other) * Franch, a surname * French ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
1959 Births
Events January * January 1 - Cuba: Fulgencio Batista flees Havana when the forces of Fidel Castro advance. * January 2 - Lunar probe Luna 1 was the first man-made object to attain escape velocity from Earth. It reached the vicinity of Earth's Moon, and was also the first spacecraft to be placed in heliocentric orbit. * January 3 ** The three southernmost atolls of the Maldive archipelago ( Addu Atoll, Huvadhu Atoll and Fuvahmulah island) declare independence. ** Alaska is admitted as the 49th U.S. state. * January 4 ** In Cuba, rebel troops led by Che Guevara and Camilo Cienfuegos enter the city of Havana. ** Léopoldville riots: At least 49 people are killed during clashes between the police and participants of a meeting of the ABAKO Party in Léopoldville in the Belgian Congo. * January 6 ** Fidel Castro arrives in Havana. ** The International Maritime Organization is inaugurated. * January 7 – The United States recognizes the new Cuban government of F ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
SIAM Journal On Financial Mathematics
Thailand ( ), historically known as Siam () and officially the Kingdom of Thailand, is a country in Southeast Asia, located at the centre of the Indochinese Peninsula, spanning , with a population of almost 70 million. The country is bordered to the north by Myanmar and Laos, to the east by Laos and Cambodia, to the south by the Gulf of Thailand and Malaysia, and to the west by the Andaman Sea and the extremity of Myanmar. Thailand also shares maritime borders with Vietnam to the southeast, and Indonesia and India to the southwest. Bangkok is the nation's capital and largest city. Tai peoples migrated from southwestern China to mainland Southeast Asia from the 11th century. Indianised kingdoms such as the Mon, Khmer Empire and Malay states ruled the region, competing with Thai states such as the Kingdoms of Ngoenyang, Sukhothai, Lan Na and Ayutthaya, which also rivalled each other. European contact began in 1511 with a Portuguese diplomatic mission to Ayutthaya, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Journal Of Mathematical Analysis And Applications
The ''Journal of Mathematical Analysis and Applications'' is an academic journal in mathematics, specializing in mathematical analysis and related topics in applied mathematics. It was founded in 1960, as part of a series of new journals on areas of mathematics published by Academic Press, and is now published by Elsevier Elsevier () is a Dutch academic publishing company specializing in scientific, technical, and medical content. Its products include journals such as '' The Lancet'', ''Cell'', the ScienceDirect collection of electronic journals, '' Trends'', .... For most years since 1997 it has been ranked by SCImago Journal Rank as among the top 50% of journals in its topic areas. retrieved 201 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Luxembourg
The University of Luxembourg ( French: ''Université du Luxembourg''; German: ''Universität Luxemburg''; Luxembourgish: ''Universitéit Lëtzebuerg'') is a public research university in Luxembourg. History The University of Luxembourg was founded in 2003 by combining four existing education and research institutes: the Centre universitaire, Institut supérieur d'études et de recherches pédagogiques, Institut supérieur de technologie, and Institut d'études éducatives et sociales. The university is the only public university in Luxembourg. Description The university has three campuses: the Belval Campus, the Kirchberg Campus, and the Limpertsberg Campus. The university is governed by a board of governors, a rector, and a university council. The current rector of the University of Luxembourg is Stéphane Pallage. Academics The university offers fourteen bachelor's degrees, forty-two master's degrees, and doctorates. Bachelor's degrees require a semester abroad. The u ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Control
Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables. Stochastic control aims to design the time path of the controlled variables that performs the desired control task with minimum cost, somehow defined, despite the presence of this noise. The context may be either discrete time or continuous time. Certainty equivalence An extremely well-studied formulation in stochastic control is that of linear quadratic Gaussian control. Here the model is linear, the objective function is the expected value of a quadratic form, and the disturbances are purely additive. A basic result for discrete-time centralized systems with only additive uncertainty is ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Financial Risk Modeling
Financial risk modeling is the use of formal mathematical and econometric techniques to measure, monitor and control the market risk, credit risk, and operational risk on a firm's balance sheet, on a bank's trading book, or re a fund manager's portfolio value; see Financial risk management. Risk modeling is one of many subtasks within the broader area of financial modeling. Application Risk modeling uses a variety of techniques including market risk, value at risk (VaR), historical simulation (HS), or extreme value theory (EVT) in order to analyze a portfolio and make forecasts of the likely losses that would be incurred for a variety of risks. As above, such risks are typically grouped into credit risk, market risk, model risk, liquidity risk, and operational risk categories. Many large financial intermediary firms use risk modeling to help portfolio managers assess the amount of capital reserves to maintain, and to help guide their purchases and sales of various classes of f ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
French Institute For Research In Computer Science And Automation
The National Institute for Research in Digital Science and Technology (Inria) () is a French national research institution focusing on computer science and applied mathematics. It was created under the name ''Institut de recherche en informatique et en automatique'' (IRIA) in 1967 at Rocquencourt near Paris, part of Plan Calcul. Its first site was the historical premises of SHAPE (central command of NATO military forces), which is still used as Inria's main headquarters. In 1980, IRIA became INRIA. Since 2011, it has been styled ''Inria''. Inria is a Public Scientific and Technical Research Establishment (EPST) under the double supervision of the French Ministry of National Education, Advanced Instruction and Research and the Ministry of Economy, Finance and Industry. Administrative status Inria has 9 research centers distributed across France (in Bordeaux, Grenoble- Inovallée, Lille, Lyon, Nancy, Paris-Rocquencourt, Rennes, Saclay, and Sophia Antipolis) and one center abro ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
