Researcher, PROBA, Coriolis B205
Applied Probability Team
The applied probability team works on numerical methods in probability, the probabilistic interpretation of PDEs, optimal transport, probabilistic models in finance, risk management, and biology, and statistical machine learning.
Main collaborations
Permanent members:
Aurélien Alfonsi, Jean-François Delmas, Julien Guyon, Benjamin Jourdain, Andrew McRae, Loucas Pillaud-Vivien and Julien Reygner.
