The applied probability team works on numerical methods in probability, probabilistic interpretation of PDEs, optimal transport, probabilistic models in biology, finance and risk modeling.
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, Loucas Pillaud-Vivien and Julien Reygner.