Postdoc at LJAD.
Email: prenom.nom@univ-cotedazur.fr
Bureau: Campus Valrose, LJAD, 813
I am currently a Postdoctoral researcher at LJAD (Université Côte d'Azur) under the supervision of Rémi Catellier and Etienne Tanré. Before that, I was a PhD student at LPSM (Sorbonne Université) under the supervision of Nicolas Fournier and Camille Tardif. My research focuses on the study of some functionals of Markov processes and their asymptotic behaviors.
Interests
- Stochastic calculus, Lévy Processes.
- CLT for functionals of Markov processes, persistence problems.
- Stochastic control.
Publications
- Brownian particles controlled by their occupation measure. With Rémi Catellier and Etienne Tanré. [arxiv]
- Persistence problems for additive functionals of one-dimensional Markov processes. With Quentin Berger and Camille Tardif. [arxiv]
- An application of Sparre Andersen's fluctuations theorem for exchangeable and sign-invariant random variables. With Quentin Berger. To appear in Séminaire de Probabilités. [arxiv]
- Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line. To appear in Ann. Probab. [arxiv]
- Stable limit theorems for additive functionals of one-dimensional diffusion processes. Ann. Inst. H. Poincaré Probab. Stat. 59 (4): 1882-1906, 2023 [arxiv] [doi]
- PhD thesis: Limite de diffusion fractionnaire et problème de persistance, under the supervision of Nicolas Fournier and Camille Tardif. Defended in October 2023. [hal]
Talks
- Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line. 12/03/2024. Séminaire de Probabilités de l'Université de Clermont Auvergne.
- Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line. 19/02/2024. Séminaire de Probabilités de l'Université de Rennes.
- Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line. 10/10/2023. Séminaire de probabilités et statistique de l'Université Côte d'Azur.
- Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line. 25/09/2023. Séminaire de probabilités et statistique de l'Université d'Angers.
- Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line. 25/05/2023. Groupe de travail Markov de Jussieu.
- Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line. 15/05/2023. Groupe de travail des thésards du LPSM (GTT).
- Limite d'échelle alpha-stable pour des fonctionnelles additives de diffusions unidimensionnelles. 30/05/2022. Journées des Probabilités 2022.
- Théorème central limite stable pour certaines fonctionnelles additives de diffusions unidimensionnelles. 08/03/2022. Séminaire Gaussbuster.
- Stable limit theorems for additive functionals of one-dimensional diffusion processes. 18/10/2021. Groupe de travail des thésards du LPSM (GTT).