Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
CMAP, Ecole Polytechnique, France
CMAP, PMA
PMA, CMAP
An Exact Connection between two Solvable SDEs and a Non Linear Utility Stochastic PDEs
Cash Sub-additive Risk Measures and Interest Rate Ambiguity
Maturity randomization for stochastic control problems
Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance
Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
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