members of Brest team

Marie Curie ITN
Deterministic and Stochastic Controlled Systems and applications
BREST TEAM

Composition of our team

Rainer Buckdahn	Professor, Lab. of Mathematics, UBO, Person-in-charge of the Brest team; scientific/technical co-ordinator of the network
Pierre Cardaliaguet	Professor, Lab. of Mathematics, UBO
Marc Quincampoix	Professor, Lab. of Mathematics, UBO
Pierre Ailliot	Assistant Professor, Lab. of Mathematics, EURIA, UBO
Catherine Rainer	Assistent Professor, Lab. of Mathematics, EURIA, UBO
Hervé Le Borgne	Assistant Professor, Director of EURIA, UBO
Jacques Janssen	Professor, CESIAF, Bruxelles, and EURIA, UBO
Ying Hu	Professor, Lab. of Mathematics, Rennes1
Khaled Bahlali	Assistant Professor, Lab. of Mathematics, Toulon
Matteo Bedini	Early Stage Researcher (PhD Student)
Christine Gruen	Early Stage Researcher (PhD Student)
Shuai Jing	Early Stage Researcher (PhD Student)
Qian Lin	Early Stage Researcher (PhD Student)
Liangquan Zhang	Early Stage Researcher (PhD Student)
Fanny Buannic	Project Manager

Industrial partner: CMB (Credit Mutuel de Bretagne, bridge head of the group CM Arkea, 2nd regional bank and finacial group in finance.)

The collective and individual expertise of our team

covers a large number of research areas of our Initial Training Network, namely:

Stochastic control theory and differential games, backward stochastic differential equations (BSDEs), viscosity solutions of stochastic differential equations (SDE’s) (R. Buckdahn)
Optimal control and differential games, calculus of variations, front propagation (P. Cardaliaguet)
Optimal control theory and differential games, differential inclusions and equations, fixed point theorems, stochastic control, viability (M. Quincampoix)
Hidden Markov models, environmental statistics (P. Ailliot)
BSDEs, Azéma’s Martingale, stochastic viability, stochastic differential games (C. Rainer)
BSDEs, probabilistic methods for PDEs, control and optimisation, finance, potential theory (Y.Hu)
SDEs, BSDEs, Martingale representation and stochastic optimal control (K.Bahlali)
Spatial and space-time statistics, hidden Markov chain models in statistics (P.Ailliot)

Mathematical finance, actuarial mathematics (J.Janssen).

For more information concerning the Brest team we refer to the following links: