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\\ ==== Next talks ====
[[en:seminaires:GTFinanceProbaNumeriques:index|Financial and Actuarial Mathematics, Numerical Probability]]\\
Thursday February 26, 2026, 11:15AM, Sophie Germain salle 1013\\
**Sergio Pulido** (ensIIE-LaMME) //Boundary attainment conditions for stochastic Volterra equations//
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In this presentation, I will discuss boundary attainment conditions for one-dimensional stochastic Volterra equations (SVEs) of convolution type. In the first part of the talk, I will present an Osgood-type test for explosion to infinity of SVEs driven by additive noise, featuring kernels from a family that includes the fractional kernel. I will also investigate stability results for explosion times with respect to the kernels, including the case of an Euler-Maruyama approximation scheme. In the second part, I will present a Feller-type test that establishes, on a general open interval of the real line, necessary and sufficient conditions for boundary attainment of solutions to SVEs with possibly multiplicative noise. Here, I will consider dynamics governed by nonsingular kernels, which preserve the semimartingale property of the processes while introducing memory effects through a path-dependent drift. I will also show an application of these results to the Volterra square-root diffusion. The talk is based on joint works with Alessandro Bondi.
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[[en:seminaires:GTFinanceProbaNumeriques:index|Financial and Actuarial Mathematics, Numerical Probability]]\\
Thursday March 12, 2026, 11:15AM, Sophie Germain salle 1013\\
**Ahmed Kebaier** (LAMME, Univer Paris Saclay) //To be announced.//
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[[en:seminaires:GTFinanceProbaNumeriques:index|Financial and Actuarial Mathematics, Numerical Probability]]\\
Thursday March 26, 2026, 11:15AM, Sophie Germain salle 1013\\
**Alexandre Richard** (Centrale Supélec) //To be announced.//
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[[en:seminaires:GTFinanceProbaNumeriques:index|Financial and Actuarial Mathematics, Numerical Probability]]\\
Thursday April 9, 2026, 11:15AM, Sophie Germain salle 1013\\
**Chiara Amorino** (Universitat Pompeu Fabra in Barcelona) //To be announced.//
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