I am currently:
Professor at university Savoie Mont Blanc in Chambéry
Scientific deputy director at CNRS, Insmi
Associate editor for Statistics and Probability Letters
I was recently:
Director of the mathematics laboratory UMR 5127, CNRS & USMB
Scientific advisor for the research department of Hcéres (the french evaluation agency)
Research — Recherche
Main Topics — Sujets principaux
- Stochastic Differential Equations, Backward Stochastic Differential Equations
- Stochastic Calculus and Applications
- Probabilistic Methods for PDEs
Last Papers — Publications récentes
- with Christel Geiss, Stefan Geiss and Céline Labart, Donsker-Type Theorem for BSDEs: Rate of Convergence. arXiv:1908.01188
- with Pierre Cardaliaguet, Paul-Éric Chaudru de Raynal and Ying Hu, Forward and Backward Stochastic Differential Equations with normal constraint in law. arXiv:1903.01114
- with Céline Acary-Robert, Abir Ghannoum and Céline Labart, Simulation of Mckean-vlasov BSDEs by Wiener Chaos Expansion. hal-01976770
- with Abir Ghannoum and Céline Labart, Mean Reflected Stochastic Differential Equations with Jumps. hal-01742164
- with Adrien Richou, On the uniqueness of solutions to quadratic BSDEs with non-convex generators. arXiv:1801.00157
- with Hélène Hibon, Particles Systems for Mean Reflected BSDEs. arXiv:1712.07385
- with Paul-Éric Chaudru de Raynal, Arnaud Guillin and Céline labart, Particles systems and numerical schemes for mean reflected stochastic differential equations, arXiv:1612.06886
- with Romuald Elie and Ying Hu, BSDEs with Mean Reflexion, Ann. Appl. Probab. 28 (2018), no. 1, 482–510. arXiv:1605.06301
Enseignement — Teaching
Cours 2019/2020
- Master de mathématiques — MATH703 : Martingales et chaînes de Markov
Jyvaskyla Summer School 2019
- Selected Topics in the Theory of BSDEs: Lecture Notes — Presentation — last update 19-08-09
- Selected Topics in the Theory of BSDEs: Notes of Lecture 5 — Presentation — last update 19-08-08
- Exam
Cours 2018/2019
- Master de mathématiques — MATH703 : Martingales et chaînes de Markov
Cours 2017/2018
- Master de mathématiques — MATH703 : Martingales et chaînes de Markov
- Licence de mathématiques — MATH602 : Intégration
Cours 2016/2017
- Portail MPC — MATH101 : Mathématiques Générales 1
- MATH324 : Analyse numérique
- IUT Chambéry — DUT Génie Civil : Mathématiques 2
Cours 2015/2016
- MATH532 — Annecy : Probabilités 1
- MATH632 — Annecy : Probabilités 2
- IUT Chambéry — DUT Génie Civil : Mathématiques 2
Cours 2014/2015
- MATH532 — Annecy : Probabilités 1
- MATH632 — Annecy : Probabilités 2
- IUT Chambéry — DUT Génie Civil : Mathématiques 2
Cours 2013/2014
- MATH532 — Annecy : Probabilités 1
- M1 MEEF Premier Degré : Renforcement mathématique
Cours 2012/2013
- MATH326 — Bourget : Outils Mathématiques 3
- MATH532 — Annecy : Probabilités 1
Cours 2011/2012
Cours 2010/2011
Enseignements antérieurs
- Master 1 : probabilités de base — G12
- Master 2 : EDSR et applications — page du module – poly
- Master 2 IGR : évaluation des actifs — page du module