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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 acade ... [...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 the ... [...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 by Richard Bellman, as part of a series of new journals on areas of mathematics published by Academic Press, and is now published by Elsevier. For most years since 2003 it has been ranked by SCImago Journal Rank The SCImago Journal Rank (SJR) indicator is a measure of the prestige of scholarly journals that accounts for both the number of citations received by a journal and the prestige of the journals where the citations come from. Etymology SCImago ... as among the top 25% of journals in its topic areas. [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
21st-century French Mathematicians
File:1st century collage.png, From top left, clockwise: Jesus is crucified by Roman authorities in Judaea (17th century painting). Four different men ( Galba, Otho, Vitellius, and Vespasian) claim the title of Emperor within the span of a year; The Great Fire of Rome (18th-century painting) sees the destruction of two-thirds of the city, precipitating the empire's first persecution against Christians, who are blamed for the disaster; The Roman Colosseum is built and holds its inaugural games; Roman forces besiege Jerusalem during the First Jewish–Roman War (19th-century painting); The Trưng sisters lead a rebellion against the Chinese Han dynasty (anachronistic depiction); Boudica, queen of the British Iceni leads a rebellion against Rome (19th-century statue); Knife-shaped coin of the Xin dynasty., 335px rect 30 30 737 1077 Crucifixion of Jesus rect 767 30 1815 1077 Year of the Four Emperors rect 1846 30 3223 1077 Great Fire of Rome rect 30 1108 1106 2155 Boudican ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
21st-century French Women Mathematicians
File:1st century collage.png, From top left, clockwise: Jesus is crucified by Roman authorities in Judaea (17th century painting). Four different men (Galba, Otho, Vitellius, and Vespasian) claim the title of Emperor within the span of a year; The Great Fire of Rome (18th-century painting) sees the destruction of two-thirds of the city, precipitating the empire's first persecution against Christians, who are blamed for the disaster; The Roman Colosseum is built and holds its inaugural games; Roman forces besiege Jerusalem during the First Jewish–Roman War (19th-century painting); The Trưng sisters lead a rebellion against the Chinese Han dynasty (anachronistic depiction); Boudica, queen of the British Iceni leads a rebellion against Rome (19th-century statue); Knife-shaped coin of the Xin dynasty., 335px rect 30 30 737 1077 Crucifixion of Jesus rect 767 30 1815 1077 Year of the Four Emperors rect 1846 30 3223 1077 Great Fire of Rome rect 30 1108 1106 2155 Boudican revolt ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Purpose: Because living persons may suffer personal harm from inappropriate information, we should watch their articles carefully. By adding an article to this category, it marks them with a notice about sources whenever someone tries to edit them, to remind them of WP:BLP (biographies of living persons) policy that these articles must maintain a neutral point of view, maintain factual accuracy, and be properly sourced. Recent changes to these articles are listed on Special:RecentChangesLinked/Living people. Organization: This category should not be sub-categorized. Entries are generally sorted by family name In many societies, a surname, family name, or last name is the mostly hereditary portion of one's personal name that indicates one's family. It is typically combined with a given name to form the full name of a person, although several give .... Maintenance: Individuals of advanced age (over 90), for whom there has been no new documentation in the last ten ... [...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 – Soviet lunar probe Luna 1 is the first human-made object to attain escape velocity from Earth. It reaches the vicinity of Earth's Moon, where it was intended to crash-land, but instead becomes the first spacecraft to go into heliocentric orbit. * January 3 ** Alaska is admitted as the 49th U.S. state. ** The southernmost island of the Maldives archipelago, Addu Atoll, declares its independence from the Kingdom of the Maldives, initiating the United Suvadive Republic. * 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 Kinshasa, Léopoldville in the Belgian Congo. * January 6 – The International Maritime Organization is inaugurated. * January 7 – The United ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
SIAM Journal On Financial Mathematics
Thailand, officially the Kingdom of Thailand and historically known as Siam (the official name until 1939), is a country in Southeast Asia on the Mainland Southeast Asia, Indochinese Peninsula. With a population of almost 66 million, it spans . Thailand Template:Borders of Thailand, is bordered to the northwest by Myanmar, to the northeast and east by Laos, to the southeast by Cambodia, to the south by the Gulf of Thailand and Malaysia, and to the southwest by the Andaman Sea; it also shares maritime borders with Vietnam to the southeast and Indonesia and India to the southwest. Bangkok is the state capital and List of municipalities in Thailand#Largest cities by urban population, largest city. Tai peoples, Thai peoples migrated from southwestern China to mainland Southeast Asia from the 6th to 11th centuries. Greater India, Indianised kingdoms such as the Mon kingdoms, Mon, Khmer Empire, and Monarchies of Malaysia, Malay states ruled the region, competing with Thai states s ... [...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 Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created an ..., including stochastic control, optimal stopping, stochastic ordinary and partial differential ... [...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 the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Luxembourg
The University of Luxembourg (French language, French: ''Université du Luxembourg''; German language, German: ''Universität Luxemburg''; Luxembourgish language, Luxembourgish: ''Universitéit Lëtzebuerg'') is a Public university, 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, Luxembourg, Belval Campus, the Kirchberg, Luxembourg, Kirchberg Campus, and the Limpertsberg Campus. The university is governed by a board of governors, a rector, and a university council. The current Rector (academia), rector of the University of Luxembourg is Jens Kreisel. Academics The universit ... [...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 accounting ledger of tradeable financial assets, or of 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 purcha ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
