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09.07.200631.08.2006Université Paris 13, Institut Galilée, Villetaneus, FranceB4
17.02.200704.03.2007Université Paris 13, Institut Galilée, Villetaneuse, FranceB4
08.07.200731.08.2007Université Paris 13, Institut Galilée, Villetaneuse, FranceB4
06.07.200816.08.2008Universite Paris 13, Institut Galilee, Villetaneuse, FranceB4
11.07.200920.08.2009Universite Paris 13, Institut Galilee, Villetaneuse, FranceB4
10.07.201017.08.2010Universite Paris 13, Institut Galilee, Villetaneuse, FranceB4
15.07.201128.08.2011ENSTA-ParisTechB4
21.07.201226.08.2012ENSTA-ParisTech B4
15.07.201325.08.2013ENSTA-ParisTech B4
12.07.201431.08.2014ENSTA-ParisTechB4
12.07.201523.08.2015ENSTA-ParisTechB4
14.07.201621.08.2016ENSTA-ParisTechB4

Recent Preprints

06009 Some parabolic PDEs whose drift is an irregular random noise in space PDF
06025 Modeling financial assets without semimartingale PDF
07020 On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model PDF
08035 Probabilistic representation for solutions of an irregular porous media type equation. PDF
09049 Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case PDF
09069 Variance Optimal Hedging for continuous time processes wirh independent increments and applications PDF
09070 Gaussian and non-Gaussian processes of zero power variation PDF
10028 Variance Optimal Hedging for discrete time processes with independent increments PDF
10029 Infinite dimensional stochastic calculus via regularization. PDF
11098 Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets PDF
11099 A probabilistic algorithm approximating solutions of a singular PDE of porous media type PDF
12072 Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control PDF
14003 The Stochastic Porous Media Equations in $\mathbb R^d$ PDF
14027 Doubly probabilistic representation for the stochastic porous media type equation PDF
14039 Multidimensional stochastic differential equations with distributional drift PDF
14040 Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time PDF
14041 Gaussian and non-Gaussian processes of zero power variation, and related stochastic calculus PDF
15046 Uniqueness for a class stochastic Fokker-Planck and porous media equations PDF
16028 Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations PDF
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