Benjamin JOURDAIN

Member of the Applied Probability team at CERMICS

Member of the project-team MathRisk common to Ecole des Ponts ParisTech, INRIA and UPEMLV

Associate editor of the journals Stochastic Processes and their Applications, Stochastics and Partial Differential Equations: Analysis and Computations, ESAIM: Proceedings and Surveys

Research Interests

• Probabilistic numerical methods in finance and molecular simulation : discretization of SDEs, variance reduction, MCMC, particle methods and stochastic approximation
• Risk modeling in finance
• Optimal transport and longtime behaviour of Markov processes
• Probabilistic interpretation of nonlinear evolution equations as Fokker-Planck equations associated with stochastic processes
• Approximation of these processes thanks to systems of interacting particles

Publications

Research contracts

Teaching

Address

Dernière mise à jour : 10/12/2021 16:15:4510/12/2021 15:53:0906/25/2020 12:38:46