Benjamin JOURDAIN

Member of the Applied Probability team at CERMICS

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

Associate editor of the journals

• Stochastic Processes and their Applications,
• Stochastics and Partial Differential Equations: Analysis and Computations,
• Journal of Mathematical Analysis and Applications,
• 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 : 03/05/2025 13:15:3304/20/2023 11:03:1510/12/2021 16:15:4510/12/2021 15:53:0906/25/2020 12:38:46