Titles and abstracts of plenary talks and tutorials can be found here.

The book of abstracts will be available soon, with all informations. We provide here a general idea of the provisional program (**subject to changes**).

## Sunday, July, 1: tutorials

14h-15h30: Alexander Keller

15h30-16h: coffee break

16h-17h30: Gerardo Rubino

## Monday, July, 2

8h20-8h30: Opening

8h30-9h30: Plenary talk, Christophe Andrieu

9h30-10h: Coffee break

10h-12h: Parallel sessions

- Numerical approximation of SDEs under non-standard assumptions (1)
- Non-Reversible Markov Chain Monte Carlo (1)
- Construction of QMC point sets and sequences
- Nuclear applications
- Forward and inverse UQ with hierarchical models (1)

12h-13h45: Lunch break (on your own)

13h45-14h45: Plenary talk, Christoph Schwab

14h45-15h45: Parallel sessions

- New applications of QMC in physics, energy and environment (1)
- Points on the Sphere and Other Manifolds: New Frontiers and Recent Progress (1)
- Practice of QMC methods (1)
- Acceleration of MCMC (1)
- Feynman-Kac

15h45-16h15: Coffee break

16h15-17h45: Parallel sessions

- New applications of QMC in physics, energy and environment (2)
- Rare event simulation
- Simulation in finance and operation management
- Markov Chain QMC
- MCMC and large size

18h30: Welcome reception (City Hall)

## Tuesday, July, 3

8h30-9h30: Plenary talk, Barry Nelson

9h30-10h: Coffee break

10h-12h: Parallel sessions

- Numerical approximation of SDEs under non-standard assumptions (2)
- Non-Reversible Markov Chain Monte Carlo (2)
- QMC and applications
- Algorithms for High-Dimensional Approximation (and Integration) Problems
- Uncertainty Quantification and Sensitivity Analysis in Computational Finance

12h-13h45: Lunch break (on your own)

13h45-14h45: Plenary talk, Pierre Henry Labordère

14h45-15h45: Parallel sessions

- Points on the Sphere and Other Manifolds: New Frontiers and Recent Progress (2)
- MC in finance
- Practice of QMC methods (2)
- Acceleration of MCMC (2)

15h45-16h15: Coffee break

16h15-17h45: Parallel sessions

- Points on the Sphere and Other Manifolds: New Frontiers and Recent Progress (3)
- Design and testing of random number generators
- Computational challenges in finance
- Rare events

18h30: Wine & Cheese (expected)

## Wednesday, July, 4

8h30-9h30: Plenary talk, Eric Moulines

9h30-10h: Coffee break

10h-12h: Parallel sessions

- Stochastic Computation and Complexity (1)
- Forward and inverse UQ with hierarchical models (2)
- Approximating Markov chain Monte Carlo
- Importance Splitting for Rare Event Simulation
- Dispersion and Applications

12h-13h45: Lunch break (on your own)

13h45-15h45: Parallel sessions

- Forward and inverse UQ with hierarchical models (3)
- When to stop a simulation
- Recent advances in particle filtering
- Stochastic Computation and Complexity (2)

16h: Guided visit of Rennes

19h: Banquet at “Chateau d’Apigné”

## Thursday, July, 5

8h30-9h30: Plenary talk, Friedrich Pillichshammer

9h30-10h: Coffee break

10h-12h: Parallel sessions

- Stochastic Computation and Complexity (3)
- Non-uniform Random Variate Generation (1)
- Low discrepancy sequences and point sets – devoted to the 80th birthday of Henri Faure (1)
- Simulation of mean-field stochastic differential equations
- Analysis of low-discrepancy sequences

12h-13h45: Lunch break (on your own)

13h45-14h45: Plenary talk, Clémentine Prieur

14h45-15h45: Parallel sessions

- Non-uniform Random Variate Generation (2)
- Low discrepancy sequences and point sets – devoted to the 80th birthday of Henri Faure (2)
- Jittered sampling
- Improving MC and QMC integration

15h45-16h15: Coffee break

16h15-17h45: Parallel sessions

- Variance reduction/estimator efficiency/rare-event probability
- Efficient Sampling
- Stochastic Differential Equations
- Sequential methods and efficiency
- Monte Carlo in physics (1)

## Friday, July, 6

8h30-9h30: Plenary talk, Marvin Nakayama

9h30-10h: Coffee break

10h-12h: Parallel sessions

- Computer Graphics
- Monte Carlo for rare events
- QMC and quadrature strategies for integration
- MCMC : Model selection and convergence

12h-13h45: Lunch break (on your own)

13h45-15h15: Parallel sessions

- Handling Discontinuities in QMC with Applications to Computational Finance
- Monte Carlo in physics (2)
- SDE, solutions and convergence rate
- Applications of MC

15h15: Goodbye coffee

# Sessions Description:

#### Numerical approximation of SDEs under non-standard assumptions (1)

- Larisa Yaroslavtseva: On loss of regularity in the initial value for SDEs with non-globally Lipschitz continuous coefficients
- Sotirios Sabanis: MCMC algorithms based on numerical approximations of SDEs with locally Lipschitz coefficients
- Michaela Szölgyenyi: Euler-type schemes for SDEs with discontinuous drift
- Holger Stroot: Strong Approximation of Stochastic Mechanical Systems with Nonlinear Holonomic Constraints

#### Numerical approximation of SDEs under non-standard assumptions (2)

- Mario Hefter: Lower Error Bounds for Strong Approximation of Scalar SDEs with non-Lipschitzian Coefficients
- Mike Giles: Multilevel Monte Carlo Method for Ergodic SDEs without Contractivity
- Dai Taguchi: Semi-implicit Euler-Maruyama scheme for non-colliding particle systems
- Diyora Salimova: Numerical approximations of nonlinear stochastic differential equations

#### Non-Reversible Markov Chain Monte Carlo (1)

- Alex Beskos: Geometric MCMC for Infinite-Dimensional Inverse Problems
- Michela Ottobre: Sampling and irreversibility
- Alain Durmus: On the convergence of Hamiltonian Monte Carlo
- Arnak Dalalyan: User-friendly guarantees for the Langevin Monte Carlo

#### Non-Reversible Markov Chain Monte Carlo (2)

- Christian Robert: Generalized Bouncy Particle Sampler
- Pierre Monmarché: Geometric ergodicity for the Bouncy Particle Sampler
- Chris Sherlock: Explicit, non-reversible, contour-hugging MCMC moves
- Alex Thiery: Discrete-Time Bouncy Particle Samplers and Generalisations

#### Construction of QMC point sets and sequences

- Frances Kuo: Discrete least squares approximation on multivariate polynomial spaces using lattice points
- Kosuke Suzuki: Lattice Rules in Non-periodic Subspaces of Sobolev Spaces
- Ralph Kritzinger: Haar Analysis of Digital Nets and Sequences
- Dirk Nuyens: Lattice rules with random number of points and near $O(n^{-\alpha-1/2})$ convergence

#### QMC and applications

- Ian Sloan: On the generation of random fields
- Roswitha Hofer: Kronecker–Halton sequences in ${\mathbb F}_p((X^{-1}))$
- Gunther Leobacher: ON HIGHER-ORDER INTEGRATION ALGORITHMS IN (WEIGHTED) HERMITE SPACES
- Mario Neumueller: Asymptotic Behaviour of the Sudler Product of Sines for Quadratic Irrationals

#### Stochastic Computation and Complexity (1)

- Thomas Mueller-Gronbach: On sub-polynomial lower error bounds for strong approximation of SDEs
- Andreas Roessler: Algorithms for the Approximation of Iterated Stochastic Integrals in Infinite Dimensions
- Timo Welti: Deep optimal stopping: Solving high-dimensional optimal stopping problems with deep learning
- Monika Eisenmann: A Randomized Time-Stepping Method for Differential Equations with Time-Irregular Coefficients

#### Stochastic Computation and Complexity (2)

- Steffen Dereich: Central limit theorems for multilevel stochastic approximation algorithms
- Raphael Kruse: On two quadrature rules for stochastic integrals with fractional Sobolev regularity
- Sonja Cox: Stochastic integration in quasi-Banach spaces: what Besov regularity does the stochastic heat equation posess?
- Mihaly Kovacz: Weak and strong approximation of fractional order elliptic equations with spatial white noise

#### Stochastic Computation and Complexity (3)

- Lukas Szpruch:
- Martin Redmann: Solving parabolic rough partial differential equations using regression
- Yue Wu: Randomized Numerical Schemes for SDE/SPDEs
- Stefan Heinrich: Lower bounds for stochastic integration in fractional Sobolev classes

#### Forward and inverse UQ with hierarchical models (1)

- Benjamin Peherstorfer: Multifidelity Monte Carlo estimation with adaptive low-fidelity models
- Ahmed Kebaier: Adaptive Importance Sampling for Multilevel Monte Carlo Euler method
- Sebastian Krumsheid: Multilevel Monte Carlo Approximation of Functions
- Abdul-Lateef Haji-Ali: Multilevel Nested Simulation for Efficient Risk Estimation

#### Forward and inverse UQ with hierarchical models (2)

- Jonas Latz: Multilevel Sequential${}^2$ Monte Carlo for Bayesian Inverse Problems
- Hakon Hoel: Multilevel ensemble Kalman filtering for spatio-temporal processes
- Joakim Beck: Hierarchical sampling methods for Bayesian experimental design
- Kody Law: Inference using Multilevel Monte Carlo

#### Forward and inverse UQ with hierarchical models (3)

- Matteo Croci: Efficient white noise sampling and coupling for multilevel Monte Carlo
- Lukas Mayer: Multilevel Monte Carlo for the Quadrature of SDEs Based on Random Bits
- Soeren Wolfers: Multilevel weighted least squares polynomial approximation
- Andreas Stein: An adaptive Multilevel Monte Carlo algorithm for advection-diffusion PDEs with random discontinuous coefficients

#### New applications of QMC in physics, energy and environment (1)

- Karl Jansen: Lattice Field Theory: a physics case for high dimensional integration
- Hernan Leovey: Tensor Products, Classical Weighted Sobolev Spaces, Quasi-Monte Carlo and Energy Management

#### New applications of QMC in physics, energy and environment (2)

- Chieh-Han Lee: A DATA FUSION APPROACH FOR SPATIO-TEMPORAL PM2.5 ESTIMATION WITH QMC METHOD
- Werner Roemisch: Randomized QMC methods for two-stage stochastic optimization problems: Recent progress
- Julia Volmer: Improving Monte Carlo integration by symmetrization

#### Points on the Sphere and Other Manifolds: New Frontiers and Recent Progress (1)

- Johann Brauchart: Overview/Hyperuniformity in the Compact Setting: Deterministic and Random Aspects
- Dmitriy Bilyk: Discrepancy and Energy on the Sphere: Stolarsky Principle

#### Points on the Sphere and Other Manifolds: New Frontiers and Recent Progress (2)

- Damir Ferizovicn: Bounds for the Green Energy on SO(3)
- Maria De Ujue Etayo: t-Designs on Manifolds: an Asymptotic Bound on the Number of Points

#### Points on the Sphere and Other Manifolds: New Frontiers and Recent Progress (3)

- Peter D. Dragnev: Universal Bounds on Energy of Codes and Designs in Various Settings
- Tetiana Stepaniuk: Estimates for numerical integration errors on unit spheres of arbitrary dimension
- Jordi Marzo: Determinantal Point Processes and Optimality

#### Practice of QMC methods (1)

- Adrian Ebert: Efficient usage and construction of QMC methods
- Michael_Gnewuch: Probabilistic discrepancy bounds for Latin hypercube sampling with and without padding

#### Practice of QMC methods (2)

- Yuya Suzuki: Rank-1 lattices and higher-order exponential splitting for the multi-dimensional time-dependent Schrodinger equation
- Domingo Gomez Perez: Generation of True Random Numbers using quasi-Monte carlo Methods

#### Acceleration of MCMC (1)

- Jordan Franks: A Peskun type ordering for importance sampling and an asymptotic variance comparison with pseudomarginal and delayed acceptance MCMC
- Thomas Catanach: Sequential Tempered Markov Chain Monte Carlo for Bayesian Inference

#### Acceleration of MCMC (2)

- Manon Michel: Irreversible Markov-chain Monte Carlo: Accelerations by symmetries and factorization
- Maksym Byshkin: Fast Maximum Likelihood estimation via Equilibrium Expectation for large network data

#### Feynman-Kac

- Arnaud Lionnet: The Numerical Approximation Of Polynomial-Growth Backward Stochastic Differential Equations
- Marie BILLAUD FRIESS: Stochastic methods for solving partial differential equations in high dimension

#### Rare event simulation

- Pierre Nyquist: Rare-event simulation in machine learning: Infinite swapping and restricted Boltzmann machines
- Art Owen: ALOE importance sampler for the union of rare events
- Chang-Han Rhee: Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes

#### Simulation in finance and operation management

- Lihua Sun: A Nonprametric Method for Pricing and Hedging American Options
- Jun Luo: Speeding Up Ranking and Selection Procedures for Large Scale Problems Using Cloud Computing
- Guangxin Jiang: Constructing Surface for Derivative Pricing and Sensitivity Analysis

#### Markov Chain QMC

- Shin Harase : An Implementation of Short-Period Tausworthe Generators for Markov Chain quasi-Monte Carlo Method
- Tobias Schwedes: Adaptive Importance Sampling for Markov Chain Quasi-Monte Carlo
- Rémi El Haddad: Sudoku Sampling For Markov Chains Simulation

#### MCMC and large size

- Paulo Orenstein: Scalable MCMC for Bayes Shrinkage Priors
- James Johndrow: Scaling MCMC to Large Problem Sizes
- Jack Baker: Stochastic Sampling from the Probability Simplex and Dirichlet Processes

#### Algorithms for High-Dimensional Approximation (and Integration) Problems

- Yuhan Ding: An Optimal Automatic Algorithm Employing Continuous Linear Functionals
- Aicke Hinrichs: How good is random information? – Approximation in the Hilbert space setting
- Klaus Ritter: Integration and $L_2$-Approximation on Hermite Spaces of Functions of Infinitely-Many Variables
- Henryk Wozniakowski: Tractability of Multivariate Approximation over Weighted Standard Sobolev Spaces

#### Uncertainty Quantification and Sensitivity Analysis in Computational Finance

- Sergei Kucherenko: Application of QMC and Global Sensitivity Analysis to Option Pricing and Greeks
- Emanouil Atanassov: Sensitivity Analysis of Quasi-Monte Carlo methods for the Heston Model
- Giray Okten: Sensitivity and Robustness of Financial Models
- Alexender Kreinin: Sensitivities of Exotic Portfolios

#### MC in Finance

- Daniel Roth: Monte Carlo pathwise sensitivities for barrier options
- Warren Volk-Makarewicz: Detecting the Presence of Jumps in Option Prices

#### Design and testing of random number generators

- Sebastiano Vigna: xoshiro/xoroshiro: new families of high-quality, high-speed PRNGs
- Hiroshi Haramoto: Testing the Reliability of Statistical Tests for Pseudorandom Number Generators
- Pierre L’Ecuyer: On the Lattice Structure of MIXMAX Random Number Generators

#### Computational challenges in finance

- Christian Bayer: Smoothing the payoff for computation of basket options
- Jean-François Chassagneux: Cubature method to solve BSDEs: error expansion and complexity control
- Gilles Pagès: The Parareal Algorithm for American Options

#### Rare events

- Jere Koskela: Sequential Monte Carlo for efficient sampling of rare trajectories in reverse time
- Harsha Honnappa: Large Deviations of Gaussian Block Extrema
- Ad Ridder: Monte Carlo Methods for Insurance Risk Computation

#### Approximating Markov chain Monte Carlo

- Krzysztof Latuszynski: Barkerâ??s algorithm for Bayesian inference with intractable likelihoods
- Blazej Miasojedow: On a new approach of the Unadjusted Langevin Algorithm via convex optimization
- Nikolaus Schweizer: Approximation of geometrically ergodic Metropolis-Hastings algorithms
- Matti Vihola: Importance Sampling Type Estimators based on Approximate Marginal MCMC

#### Importance Splitting for Rare Event Simulation

- Charles-Edouard Brehier: New results concerning Adaptive Multilevel Splitting algorithms
- Gregoire Ferre: Numerical analysis and long time stability of Feynman-Kac dynamics
- Nicolas Champagnat: Convergence of Fleming-Viot particle systems to the mininal quasi-stationary distribution
- Henri Louvin: Application of an importance splitting method to radiation shielding simulations

#### Dispersion and Applications

- Mario Ullrich: The inverse of the dispersion depends logarithmically on the dimension
- David Krieg: On the Dispersion of Sparse Grids
- Daniel Rudolf: Recovery algorithms for high-dimensional rank one tensors
- Jan Vybiral: On further aspects of dispersion

#### When to stop a simulation

- Fred Hickernell: Fast Adaptive Bayesian Cubature Using Low Discrepancy Sampling
- Mark Huber: Improved Light Tailed Sample Averages for Robust Estimation of the Mean
- Wojciech Niemiro: Estimation of Poisson Intensity with Fixed Relative Precision
- Robert Kunsch: Solvable Integration Problems and Optimal Sample Size Selection

#### Recent advances in particle filtering

- Mathieu Gerber: Interacting Particles for Online Inference on Static Parameters Using Streaming Data
- Anna Wigren: Improving the particle filter for high–dimensional problems using artificial process noise
- Pierre Del Moral: On the stability and the uniform propagation of chaos properties of ensemble Kalman–Bucy filters
- Nicolas Chopin: Convergence of resampling algorithms

#### Nuclear applications

- Bert Mortier: Study of Source Term Estimators in Coupled Finite-Volume/Monte-Carlo Methods for Plasma Edge Simulations in Nuclear Fusion
- Dmitry Savin: Monte Carlo simulation of multiple particle spectra with energy and momentum conservation
- Zhicheng Ji: A Batch on Patch Parallel Scheme in Monte Carlo Particle Transport Program
- Gang Li: High Precision Shielding Calculation For Qinshan-I Reactor Model With Monte Carlo Particle Transport Code JMC

#### Non-uniform Random Variate Generation (1)

- Josef Leydold: Optimal Importance Sampling Density 1: Approximation Methods
- Wolfgang Hormann: Optimal Importance Sampling Density 2: Evaluating CDF and PDF of the Sum of Lognormals
- Luca Martino: Parsimonious Adaptive Rejection Sampling Schemes
- Efraim Shmerling: Acceptance Tail Sampling Method

#### Non-uniform Random Variate Generation (2)

- Moran Peri: A Table Method for Sampling from Multivariate Distrbutions with Unbounded Support
- Yael Hagbi: Generation of Waiting Time in a Markovian Trial Sequence

#### Low discrepancy sequences and point sets – devoted to the 80th birthday of Henri Faure (1)

- Christiane Lemieux: Counting Points in Boxes with Henri Faure: From Discrepancy Bounds to Dependence Structures
- Peter Kritzer: Discrepancy Bounds for Nets and Sequences
- Takashi Goda: Quasi-Monte Carlo integration over a triangle
- Florian Pausinger: On the intriguing search for good permutations

#### Low discrepancy sequences and point sets – devoted to the 80th birthday of Henri Faure (2)

- Gerhard Larcher: On discrepancy and pair correlation of sequences in the unit interval
- Josef Dick: Richardson Extrapolation of Polynomial Lattice Rules

#### Simulation of mean-field stochastic differential equations

- Mireille Bossy: Particle algorithm for McKean SDE: rate of convergence for some non-smooth drift interaction kernel
- Denis Belomestny: Variance reduction for mean-field stochastic differential equations
- Lukasz Szpruch:
- Alexandre Zhou: Numerical Analysis of a Particle Calibration Procedure for Local and Stochastic Volatility Models

#### Analysis of low-discrepancy sequences

- Lisa Kaltenböck: On Bounded Remainder Sets for Sequences $(\{a_n\alpha\})_{n\geq 1}$ with $(a_n)_{n \geq 1}$ a Lacunary Integer Sequence
- Hiroki Kajiura: Characterization of Matrices
*B*such that*(I,B,B^2)*Generates a Digital Net with t-value Zero - Wolfgang Stockinger : SOME NEGATIVE RESULTS RELATED TO POISSONIAN PAIR CORRELATION PROBLEMS
- Raffaelo Seri : The Asymptotic Distribution of Riesz’ Energy

#### Jittered sampling

- Benjamin Doerr: A Sharp Discrepancy Bound for Jittered Sampling
- Matasake Hirao: On
*p*-frame potential of random point configurations on the sphere

#### Improving MC and QMC integration

- Florian Puchhammer: Density estimation by randomized quasi-Monte Carlo
- Yuji Nakatsukasa: Variance reduction in Monte Carlo integration via function approximation

#### Variance reduction/estimator efficiency/rare-event probability

- Nadhir Ben Rached: Variance Reduction Techniques for the Accurate Computation of the Distribution of the sum of Ordered Random Variables
- Guo-Jhen Wu: Infinite swapping using iid samples
- Thomas Taimre: Exploiting Asymptotics and Polar Coordinates for Rare Tail Estimation

#### Efficient Sampling

- Benjamin Jourdain: Sampling of probability measures in the convex order and approximation of Martingale Optimal Transport problems
- Daniele Bigoni: Adaptive Construction of Transport Maps for Efficient Sampling
- Andrés F. López-Lopera: Efficiently approximating Gaussian Process Emulators with Inequality Constraints using MC/MCMC

#### Stochastic Differential Equations

- Ankush Agarwal: FINITE VARIANCE UNBIASED ESTIMATION OF STOCHASTIC DIFFERENTIAL EQUATIONS
- Przemyslaw Zielinski: Micro-macro acceleration method with relative entropy moment matching for scale-separated SDEs
- Andreas Petersson: Rapid covariance based sampling of finite element approximations of linear SPDE in MLMC

#### Sequential methods and efficiency

- Andrea Arnold: Sequential Monte Carlo Methods for Time-Varying Parameter Estimation
- Chris Drovandi: New Insights into History Matching via Sequential Monte Carlo
- Victor Elvira: Rethinking the Effective Sample Size in Importance Sampling

#### Monte Carlo in physics (1)

- Matthias Baeten: Convergence Analysis of a Coupled Monte-Carlo/Pseudo-Timestepping Scheme Arising in Plasma Edge Simulation
- DanHua ShangGuan: Efficient Strategy for Global Tallying in the Monte Carlo Criticality Calculation
- Natalya Tracheva: Monte Carlo method projective estimators for angular and temporal characteristics evaluation of polarized radiation

#### Monte Carlo in physics (2)

- Naser Vosughi: NEUTRON SOURCE LOCALIZATION BY ANALYZING THE DETECTOR RESPONSES AND MARKOV CHAIN MONTE CARLO (MCMC) METHOD
- Anna Korda Monte-Carlo methods for reconstructing the aerosol scattering matrix
- Mariya Korotchenko: Some Applications of Dynamics Simulation for Multi-Particle Systems in the Kinetic Model Framework

#### Computer Graphics

#### Monte Carlo for rare events

- Javiera Barrera: Sharp Bounds for the Reliability of a k-out-of-n System Under Dependent Failures Using Cutoff Phenomenon Techniques
- Gerardo Rubino: The Multi-Level Creation Process in Flow Network Reliability Estimation
- Hector Cancela: Studying Metabolic Networks Through Monte Carlo Simulations
- Ajit Rai: Availability Estimation of Markovian Reliability Systems with Logistics via Cross-Entropy

#### QMC and quadrature strategies for integration

- Pieterjan Robbe: A Multigrid Multilevel Quasi-Monte Carlo Method with Sample Reuse
- Lutz Kammerer Combining Multiple Rank-1 Lattice Rules for Approximation
- Mutsuo Saito: Experimental Comparison of Higher-Order Digital Nets for QMC
- Matthias Sachs: Quadrature Points via Heat Kernel Repulsion

#### MCMC : Model selection and convergence

- Faming Liang: Average (E)BIC-like Criteria for Bayesian Model Selection
- Georgy Sofronov: Spatial Segmentation via the Generalized Gibbs Sampler
- Dootika Vats: MCMC for Bayesian penalized regression
- Marie Vialaret: On the convergence time of some non-reversible Markov chain Monte-Carlo methods

#### Handling Discontinuities in QMC with Applications to Computational Finance

- Xiaoqun Wang: OVERCOMING THE CHALLENGES IN QMC METHODS FOR COMPUTATIONAL FINANCE
- Fei Xie: AN IMPORTANCE SAMPLING-BASED SMOOTHING APPROACH FOR QUASI-MONTE CARLO SIMULATION OF

DISCRETE BARRIER OPTIONS - Zhijian He: ON THE ERROR RATE OF CONDITIONAL QUASI-MONTE CARLO FOR DISCONTINUOUS FUNCTIONS

#### SDE, solutions and convergence rate

- Abir Ghannoum : Mean Reflected Stochastic Differential Equations with jumps : Simulation by using Particle System
- Flavius Guias: High precision solvers for autonomous systems of differential equations based on Markov jump processes
- Céline Labart : Approximation rate of BSDEs using random walk

#### Applications of MC

- Lingbin Bian; Network structure change point detection using randomize-then-optimize
- Julien Roussel: A Perturbative Approach to Control Variates in Molecular Dynamics
- Chi-Ok Hwang: Laplace Surface Green’s Function on a Spherical Surface for Last-passage Monte Carlo Methods