Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Contributions to the study of biological models, functional inequalities, and random matrices.

Biostatistics, Biostatistique, Compartmental models, Diffusion processes, Entropie, Entropy, Functional inequalities, Inégalités fonctionnelles, Markov processes, Mixed effects models, Modèles compartimentaux, Modèles à effets mixtes, Pharmacologie de population, Population pharmacology, Processus de Markov, Processus de diffusion, Spectres de matrices aléatoires, Spectrum of random matrices

From Boltzmann to random matrices and beyond.

Boltzmann, Central limit theorem, Circular law, Collective phenomena, Coulomb gas, Diffusion processes, Electrostatics, Entropy, Equilibrium measure, Fisher information, Free probability, Ginibre ensemble, Interacting Particle Systems, Large Deviations Principle, Markov processes, Mean-field interaction, Potential theory, Random matrices, Riesz kernel, Shannon, Singular repulsion, Voiculescu

Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options.

Antithetic simulation method, Asian options, Co-monotony, Diffusion processes, Fractional Brownian motion, Liouville processes, Processes with independent increments, Sensitivity

Seminar of Probability XLIX.

Diffusion processes, Large deviations, Martingale Theory, Quasi-stationary Distribution, Random Matrices, Stochastic processes

Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion.

Almost sure Central Limit Theorem, Diffusion processes, Inhomogeneous Markov chains, Invariant distribution, Non-asymptotic Gaussian concentration

Seminar of Probability XLVI.

Branching process, Diffusion processes, Random walks, Rough paths, Stable processes