Paul-Éric Chaudru de Raynal



Since September 2014, I have been a Maître de Conférences at Université Savoie Mont Blanc. I teach at IUT de Chambéry and do my research at LAMA. Since September 2018, I have also been an associate Researcher at IRMAR, Rennes. I was previously (2013-14) ATER at Université de Nice Sophia Antipolis where I completed my PhD thesis (2010-13) under the supervision of Prof. F. Delarue. My researches lie into the connexion between Probability and PDE and also focus on Numerical Probability. As an application, I am especially interested in the well posedness of stochastic system with singular/rough drift and McKean-Vlasov processes as well as their associated particle system interacting in mean field.

Mail: pe dot deraynal at

Postal address: LAMA, UMR 5127, Université Savoie Mont Blanc, Campus Scientifique, 73376 Le Bourget-du-Lac Cedex, France

COMING SOON:  the 9th Colloquium on BSDEs

and Mean Field Systems, from June 29th, to July

3rd, 2020 in Annecy, France

PRINT AND PREPRINT (by reverse chronological order of the pre-print):

  1. Weak well-posedness of multidimensional stable driven SDE in the critical case

(with S. Menozzi and E. Priola). arXiv, HAL

  1. Multidimensional stable-driven SDEs with Besov drift

(with S. Menozzi). arXiv, HAL

  1. From the backward Kolmogorov equation on Wasserstein space to propagation of chaos for McKean-Vlasov SDEs (with N. Frikha). (accepted in) Journal de Mathématiques pures et appliquées, arXiv, HAL

  1. Forward and Backward Stochastic Differential Equations with Normal Constraints in Law

(with Ph. Briand, P. Cardaliaguet and Y. Hu). arXiv, HAL

  1. Schauder estimates for drifted fractional operators in the supercritical case

(with S. Menozzi and E. Priola). (accepted in) Journal of Functional Analysis, arXiv, HAL

  1. Well-posedness for some non-linear diffusion processes and related PDE on the Wasserstein space

(with N. Frikha). arXiv, HAL

  1. Strong regularization by Brownian noise propagating through weak Hörmander structure

(with I. Honoré and S. Menozzi). arXiv, HAL

  1. Sharp Schauder estimate for some degenerate Kolmogorov equation.

(with I. Honoré and S. Menozzi). (accepted in) Annali della scuola normale superiore di Pisa, arXiv, HAL

  1. Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result (with S. Menozzi). (to appear in) Transaction of the American Mathematical Society,  arXiv, HAL

  1. Particles Systems and Numerical Scheme for Mean Reflected Stochastic Differential Equations

(with P. Briand, A. Guillin and C. Labart), (to appear in) Annals of Applied Probability, arXiv, HAL

  1. Weak regularization by stochastic drift: result and counter-example.

Discrete and Continuous Dynamical Systems (Series A), arXiv, HAL

  1. Strong well-posedness of McKean-Vlasov stochastic differential equation with Hölder drift.

Stochastic Processes and their Applications, arXiv, HAL

  1. A cubature based algorithm to solve McKean-Vlasov forward and decoupled forward-backward stochastic differential equations (with C.A. Garcia Trillos). Stochastic Processes and their Applications, arXiv, HAL

  1. Strong existence and uniqueness for stochastic differential equation with Hölder drift and degenerate noise. Annales de l’Institut Henri Poincaré (B), arXiv, HAL


  1. Numerical methods for Stochastic differential equations: two examples

(with G. Pagès and C. Rey). ESAIM : Proc. and Surveys

  1. Recent Advances in various fields of numerical probability

(with C.E. Bréhier, V. Lemaire, F. Panloup and C. Rey). ESAIM : Proc. and Surveys

TECHNICAL REPORT (industrial collaboration):

  1. Asymptotic properties of a deteriorating system under condition-based maintenance and applications.

(with P. Briand, E. Dautrême, E. Idée, C. Labart, W. Lair and E. Remy). pdf.


  1. Stochastic differential equations : strong well-posedness of singular and degenerate equations; numerical analysis of decoupled forward backward systems of McKean-Vlasov type. PhD Thesis.

(under the supervision of Prof. F. Delarue). HAL.


in addition to the support of my institute I have received the following supports:

  1. ANR METANONLIN (hold by J. Tugaut)

  2. French CNRS delegation (6 month, 02/19-08/19)

  3. ANR IDEX UGA (10,000  2017-2019)


  1. Mathematical basics for IUT Students, DUT 1&2

  2. Applied Statistics, Master 2