The applied probability team works on numerical methods in probability, the probabilistic interpretation of PDEs, optimal transport, probabilistic models in finance, risk management, and biology, and statistical machine learning.
Main collaborations: INRIA MathRisk project-team; the Financial Risks chair and the Futures of Quantitative Finance chair.
Permanent members: Aurélien Alfonsi, Jean-François Delmas, Julien Guyon, Benjamin Jourdain, Andrew McRae, Loucas Pillaud-Vivien and Julien Reygner.