Home page of the Marie Curie ITN - Brest team 


MARIE CURIE ITN
Deterministic and Stochastic Controlled Systems and Applications
BREST TEAM
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Training Programme delivered by our team


The specificity of the Brest team is built on its strong link with


  •  the Jean Dieudonné Euro-Institute of Actuarial Mathematics – a graduate school which leads its students to the diploma of actuary of France (EURIA), and its partnership with
  • the Crédit Mutuel de Bretagne (CMB), bridge-head of the group CM Arkea, 2nd regional bank and financial group in France.



The
local training programme


proposed by the Brest team as well as the network-wide training offer of this team reflects the above described local specificity. The young researchers recruited in Brest will have the possibility to make their choice between lectures of the 1st Master year in Mathematics, given at the department of Mathematics as well as at EURIA, lectures of the 2nd Master year in Stochastic Analysis, Statistics and Applied Analysis, taught in co-habilitation with the Laboratory of Mathematics of the University Rennes 1, and also higher level courses addressing to PhD students, postdocs and researchers. These higher level courses reflect the actual research work of the Brest team or are related with a working group and have the goal to initiate joint research work in a new, very actual research subject.

Examples of higher level courses given by members of the Brest team:

  • Non linear SPDEs. Stochastic viscosity solutions (R.Buckdahn, 2006),
  • Riemannian manifolds and Brownian motion (E.Loubeau, C.Rainer, 2007),
  • Differential games (R. Buckdahn, P. Cardaliaguet, 2008),
  • Duality approaches for deterministic and stochastic control (M. Quincampoix, 2009)

Moreover, the researchers recruited by the network can attend


  • The weekly Research seminar on Applied Analysis of the Brest team (the programme can be consulted at the web pages of our Research Laboratory ,
  • The "Triangular Seminar" organized by researchers of the laboratories of Mathematics of the Universities of Angers, Brest, Le Mans and Rennes 1, as well as the regular
  • Research Seminar in Finance, co-organized with


                               - EURIA  and

                               - ENST-Bretagne  (Superior National School of Telecommunications in Brest).


The recruited young researchers  also participate at work groups formed around actual research subjects and have the possibility to attend selected courses offered by the graduate school, which are useful for preparing their insertion into the professional life.


The network-wide training offer of our team


reflects its local research specificities. The following events will be organized by our team:

Event Approximative date Remarks
School on "Stochastic Control in Finance" 7th-18th of March 2010 Organization in cooperation with our industrial partner; lectures are given by researchers teaching at EURIA and visiting scientists
Workshop on "Stochastic Control and Finance" 18th-23th of March 2010
Training course on "Stochastic financial market models"
1st semester of 2011/12 Organization in cooperation with our industrial partner; lectures are given by researchers teaching at EURIA and visiting scientists

The both network events of March 2010 will take place in Roscoff at the conference center of the Biological Station of the CNRS.
A webpage for these both events will be constructed soon.

The events organized by our team will be open also for researchers who are not involved in our ITN. (The list of all events organized by our ITN can be consulted at the web site of our ITN project in Iasi .

In addition to its support for the training activities of the network the Crédit Mutuel de Bretagne also foresees to co-direct 2 PhD theses and to offer an internship for 2 young researchers (concerning a practical research training of 1-3 months inside this company).

It has to be emphasized that, as the experience of the recent time has shown, an additional competence in finance or insurance has become more and more important for young researchers working in stochastic control, or more generally, in probability, statistics or in applied analysis, and helps them really to find after their PhD or their postdoc a position at a university, in a research institute or in the private sector.




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


Members of the Brest team
Training programme in Brest
Available positions in our network   How to contact us ?