Home page of the Marie Curie ITN - Brest team 

Marie Curie Initial Training Network (ITN)
Call: FP7-PEOPLE-2007-1-1-ITN, no. 213841-2

Deterministic and Stochastic Controlled Systems and Applications

Brest Team

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 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,
  • 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 in 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.

Events organised by the Brest Team

 The following events will be organized by our team:

Event Dates Remarks
School on "Stochastic Control in Finance" 7-18 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" 18-23 March 2010
Spring School on "Stochastic Analysis in Finance"
06-15 March 2012 Lectures will be given by researchers teaching at EURIA and visiting scientists.

Both network events of March 2010 and 2012 will take place in Roscoff at the conference center of the Biological Station of the CNRS.

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 (Research training of 1-3 months)

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.

More information concerning the Brest team:

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