Section: Dissemination

Teaching - Supervision - Juries

Teaching

• Master : M. Bossy, Risk on energetic financial markets, 27h, Master Spécialisé, Ingénierie et Gestion de l'Énergie, Mine ParisTech, France.

• Master : M. Bossy Stochastic Particle Methods for PDEs, 18h, M2 Probabilité et Applications, Université Pierre et Marie Curie, France.

• Master: N. Champagnat, Introduction to Quantitative Finance, 18h, M1, École des Mines de Nancy, France.

• Master: N. Champagnat, Introduction to Quantitative Finance, 13.5h, M2, École des Mines de Nancy, France.

• PhD-level lecture: N. Champagnat, Large population scalings of stochastic population dynamics in ecology and evolution, Workshop/School on Stochastic PDEs, Mean Field Games and Biology, 6h, at the Gran Sasso Science Institute (GSSI) in L'Aquila (Italy).

• PhD-level lecture: N. Champagnat, Quasi-Stationary Distributions for absorbed Markov processes, Doctoral School on New trends in Markov Processes, 9h, Les Diablerets (Switzerland).

• Master: M. Deaconu, Équations différentielles stochastiques : résolution numérique et applications, 21h, M2, École des Mines de Nancy, France.

• Master: M. Deaconu, Modélisation stochastique, 30h, M2, Université de Lorraine, France.

• Master: M. Deaconu, Simulation Monte Carlo, 24h, M1, Faculté de Droit, Sciences Economiques et Gestion, Université de Lorraine, France.

• Master : C. Fritsch, supervision of a research project on the approximation of birth-death processes by stochastic differential equations, 6h, M2, École des Mines de Nancy, France.

• Master: A. Lejay, Simulation des marchés financiers, 28.5h, M2, Université de Lorraine (Metz), France.

• Master: K. Salhi, Statistiques et analyse de données, 48h, M1, Télécom Nancy, France.

• Master: K. Salhi, Probabilité et Statistiques, 48h, M1,ENSEM Nancy, France.

• Licence: K. Salhi, Probabilité et mathématiques financières, 40h, L1, IUT Charlemagne, France.

• Master: D. Talay Invariant measures of diffusion processes, 18h, M2 Probabilité et Applications, Université Paris 6, France.

• Master: E. Tanré (courses) and M. Tomasevic (exercices), Advanced Numerics for Computational Finance, 30h (20h + 10h), M2, UCA (Mathmods Erasmus Mundus), France.

• Master: E. Tanré, Mathematical Methods for Neurosciences, 37h, M2, ENS - Master MVA / Paris 6 - Master Maths-Bio, France.

• Master: E. Tanré (courses) and M. Tomasevic (practical classes) Numerical probability for mathematical finance, 20h (8h + 12h), M2, EPU (Master IMAFA), France.

Supervision

• PhD in progress: Antoine Brault, Non-Linear Sewing Lemma, Université Toulouse 3, October 2015, L. Coutin (U. Toulouse 3), A. Lejay.

• PhD in progress: Lorenzo Campana, Stochastic modeling of non-spherical particle transport and deposition by turbulent flows, December 2017, M. Bossy.

• PhD in progress: Quentin Cormier, Biological Networks of Spiking Neurons, September 2017, E. Tanré and R. Veltz (MathNeuro Inria team).

• PhD in progress: Pascal Helson, Plasticity in networks of spiking neurons in interaction, October 2016, E. Tanré and R. Veltz (MathNeuro Inria team).

• PhD: Radu Maftei, Stochastic Analysis of Lagrangian Particle Simulation Application to colloidal particle collision, Univ. Nice Sophia Antipolis, December 2017, M. Bossy.

• PhD: Hernan Mardones, Numerical solutions of stochastic differential equations with multiplicative noise, Université de Concepción (Chile), June 2017, C. Mora (U. Concepción), A. Lejay.

• PhD in progress: Milica Tomašević, On a stochastic interpretation of parabolic-parabolic Keller-Segel systems, October 2016, D. Talay.

Juries

• M. Bossy served as a referee for the Ph.D. theses of Gerome Faure Stochastic Lagrangian models to better estimate energy production variability.

• M. Bossy served as an examiner for the HDR of Ahmed Kebaier Methodes Multilevel Monte Carlo et Statistiques des Processus en Finance, Université Paris 13, December 2017.

• N. Champagnat served as a referee for the Ph.D. theses of Brice Samegni-Kepgnou, Grandes Déviations de systèmes stochastiques modélisant des épidémies, Aix-Marseille Univ., July 13, 2017, and of Nils Caillerie, Équations cinétiques stochastiques et déterministes dans le contexte des mathématiques appliquées à la biologie, Univ. Lyon 1, July 5, 2017.

• N. Champagnat served as an examiner for the Ph.D. thesis of Manon Baudel, Théorie spectrale pour des applications de Poincaré aléatoires, Univ. Orléans, December 1, 2017.

• M. Deaconu served as a referee for the Ph.D. thesis of Alizée Geeraert, Contrôle optimal stochastique des processus de Markov déterministes par morceaux et application à l'optimisation de maintenance, Université de Bordeaux, June 6, 2017.

• A. Lejay served as referee for the Ph.D. thesis of Yi Lu, Calcul fonctionnel non-anticipatif et applications aux processus stochastiques, Université Paris 6, December 2017.

• A. Lejay served as an examiner for the jury of Hernan Mardones, Numerical solutions of stochastic differential equations with multiplicative noise, Université de Concepción (Chile) in June 2017.

• A. Lejay served as a referee for the Habilitation thesis of Ahmed Kebaier, Méthodes Multilevel Monte Carlo et Statistiques des Processus en Finance, Université Paris 13, December 2017.

• D. Talay served as a referee for the Ph.D. thesis of Liping Xu, Contribution à l'étude de l'équation de Boltzmann homogène, Université Pierre et Marie Curie, June 2017.

• D. Talay served as a referee for the Habilitation thesis of Jérôme Lelong, Quelques contributions aux méthodes numériques probabilistes et à la modélisation stochastique, Université Grenoble Alpes, September 2017.

• D. Talay served as a referee for the Habilitation thesis of Noufel Frikha, Stochastic approximation, Markovian perturbation of stochastic processes and their applications, University Paris-Diderot, November 2017.

• D. Talay served as an examiner for the Habilitation thesis of Xialou Tan, Martingale optimal transport, non Markovian stochastic control and branching diffusion processes, December 2017.

• D. Talay served as a referee for the Ph.D. thesis of Guillaume Sall, Quelques algorithmes rapides pour la finance quantitative, Sorbonne Universités, December 2017.