List of Talks

Family nameFirst nameInstitutionCountryTitle
AHALLIHajarFaculty of sciences OujdaMoroccoA law of the iterated logarithm for some additive functionals of some self-similar processes related to fractional Brownian motion Via the strong approximation
AIT OUAHRAMohamedUniversity Mohamed FirstMoroccoLIMIT THEOREM AND LIL FOR SOME ADDITIVE FUNCTIONALS ASSOCIATED TO FBM AND RIEMANN-LIOUVILLE PROCESS
ARHARASIhsanCadi Ayyad UniversityMoroccoReflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies
ARROUCHMohamed Salah EddineUniversity Chouaib DoukkaliMoroccoON THE CHANGE POINT TEST IN THE CHARN MODEL
 ASLIMANIAbderrahimMohammed I UniversityMoroccoON THE PARTITION THEOREM OF THE EXCESSIVE FUNCTIONS VIA INTEGRAL REPRESENTATION
ASRIRNadiaFSSMMoroccoSliced Inverse Regression  via Non sparse Canonical Thresholds
BAHLALIKhaledUniversity of ToulonFranceT.B.A.
BOGSOAntoine MarieAIMS GhanaGhanaPath-by-path uniqueness of multidimensional sde’s on the plane with irregular non-monotone coefficients
BOUGHABIHoussamINSEAMoroccoFinancial crash with a long memory of volatility: fractional volatility in a bubble atmosphere
CHADADMonirUniversity Cady AyyadMOROCCOReflected mixed stochastic delay differential equation on the half-line
DOUGELahcenCadi Ayyad UniversityMoroccoThe Bahadur representation of sample quantiles for associated sequences
DOUISSISoukainaENSA MarrakechMoroccoAsymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach
EL MACHKOURIMohamedUniversité de Rouen NormandieFranceOn stable limits for Markov chains
EL MOURCHIDSamirFaculty of Sciences AgadirMoroccoOn a probabilistic large-time behavior of a chaotic linear system
ELHACHEMYMohammedFaculty of Sciences AgadirMoroccoParabolic IPDEs with nonlinear Neumann boundary conditions : approach via Double Reflected Generalized BSDEs with jumps
ELMANSOURIBadrFaculty of Sciences Agadir, Ibn Zohr UniversityMoroccoDiscontinuous generalized Backward stochastic differential equations with default terminal times
FARAHEl MehdiHassan II university of CasablancaMoroccoDynamics of SIQR epidemic model with general incidence rate
FARAHFatima-EzzahraCadi Ayyad UniversityMoroccoDrift estimation of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean
HAKIKIYoussefCadi Ayyad UniversityMoroccofractional Brownian motion with deterministic drift: Hitting probabilities and Hausdorff dimension
HOBBADLahoucineUCAMoroccoShrinkage estimation with stochastic analysis and Skorokhod’s problem
JAKANIManalLe Mans Université & Cadi Ayyad UniversityFrance/ MoroccoApproximation of reflected SDEs in time-dependent domains and applications to Generalized BSDEs and PDEs with nonlinear boundary conditions in time-dependent domains
JARNIImaneCadi Ayyad UniversityMoroccoStochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers
KROUMBIHafssaUCAMoroccoHidden Markov Model: Rare events
LIKIBI PELLATRhossAUMS-GhanaGhanaDensity Analysis for coupled forward-backward SDEs with less regularity on the drift
LOURIKIMohammedCadi Ayyad UniversityMoroccoL´evy Process Pinned at Random Time for Modelling of the Financial Information
MARZOUGUEMohamedFS Tetouan, UAEMoroccoNon-linear Dynkin games with completely irregular Payoff
MOUCHTABIHSoufianeEST-K, université Cadi AyyadMoroccoPenalization for a degenerate semilinear PDE with a nonlinear Neumann boundary condition.
NACHIT YassineCadi Ayyad UniversityMoroccoLocal times for systems of non-linear stochastic heat equations
NASROALLAHKaoutarCadi Ayyad UniversityMoroccoReflected BSDEs with jumps in non-convex domains
NGATCHOU-WANDJIJosephUniversité de Lorraine, IECLFranceTesting time-dependent coe cients time series models with application to weak change study
NOURDINIvanUniversité du LuxembourgLuxembourgSpectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields
OUALAIDAbdelkarimCadi Ayyad UniversityMoroccoReflected BSDE associated to jump Markov processes and application to PDEs
OUKNINEAnasUniversity of RouenFranceSymétrie de Lie pour le modèle de Longstaff Schwartz
PALMOWSKIZbigniewWrocław University of Science and TechnologyPolandImplicit control for L’evy-type dividend-impulse problem
SGHIRAISSAFaculty of Sciences OUJDAMoroccoA Clark-Ocone formula for the local time of the Brownian motion