Home page of the Marie Curie ITN - Brest team 



MARIE CURIE ITN
Deterministic and stochastic Controlled Systems and Applications

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Monitoring Structure


TEAM
RECRUITED FELLOW
PHD ADVISERS
SCIENTIFIC MONITORS
RESEARCH TOPICS
Iasi
GASSOUS Mohamed Anouar
Prof. Aurel RASCANU
Eduard ROTENSTEIN
Adrian ZALINESCU
Oblique reflection in stochastic models
Iasi LIU
 Hanbing
Prof. Viorel BARBU
Adrian ZALINESCU Optimal Control problems for Navier-Stokes equations
Iasi POSTOLACHE Victor
Prof. Ovidiu CARJA
Prof. Ioan VRABIE
Differential Inclusions
Iasi- Brest
NIE
 Tianyang
Prof. Aurel RASCANU
Prof. Rainer  BUCKDAHN
Lucian MATICIUC
Prof. Ying HU
Stochastic viability and fractional Brownian motion
Brest  GRUEN Christine
Prof. Catherine RAINER
Prof. Pierre CARDALIAGUET
No scientific monitor
The analysis of stochastic differential games with imperfect information
Brest  JING
 
Shuai
Prof. Rainer BUCKDAHN
No scientific monitor SDEs and SPDEs driven by a fractional  Brownian motion with  Hurst parameter  0<H>1
Brest  LIN
 
Qian
Prof. Rainer BUCKDAHN Prof. Ying HU
G-expectation a nonlinear expectation
Brest- Jena
 BEDINI
Matteo
Prof. Rainer BUCKDAHN
Prof. Hans-Juergen ENGELBERT
No scientific monitor Stochastic Control Methods related to Finance
Brest- Shandong
 ZHANG Liangquan Prof. Marc QUINCAMPOIX
Prof. Zhen WU
Prof. Khaled BAHLALI
Limited Problems on Stochastic Control
Jena
 ANDRUSIV Andrii Prof. Hans-Juergen ENGELBERT Stefan BLEI
Stochastic Models in Finance and Insurance
Jena  DI TELLA
Paolo
Prof. Hans-Juergen ENGELBERT Stefan BLEI Stochastic Differential Equations and Applications to Finance and Insurance
Jena- Manchester
ISSOGLIO
Elena  
Prof. Martina ZAHLE
Prof. Tusheng ZHANG
Michael HINZ
Markus RIEDLE
On a stochastic Transport PDE with Fractal Noise
Manchester
YANG
Xue
Prof. Tusheng ZHANG
Ron DONEY Probabilistic approaches to boundary value problems of elliptic operators with singular coefficients
Manchester- Iasi
YANG
Juan
Prof. Tusheng ZHANG
Prof. Theodor HAVARNEANU
Ron DONEY Stochastic partial differential equations with reflection
Marrakech
AAZIZI
Soufiane
Prof. Youssef OUKNINE
El-Hassan ESSAKY
Reflected BSDE with switching
Marrakech- Toulon

LAHLOU
Alamine
Prof. Youssef OUKNINE Prof. Mhamed EDDAHBI BSDE in finite space and approximation
Milano
METZLER
Holger
Prof. Gianmario TESSITORE Federica MASIERO Multidimensional BSDEs in infinite horizon
Milano
IBRAGIMOV
Anton  

Prof. Marco FUHRMAN Fausto
GOZZI
G-expectation in infinite dimensions
Milano- Iasi
DIOMANDE
Bakarime
Prof. Gianmario TESSITORE
Prof. Aurel RASCANU
Fulvia CONFORTOLA
Lucian MATICIUC
Optimal control and viability of stochastic equations with memory













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