CERMICS
Intranet
  • CERMICS
  • Organization
    • Overall organization
    • Applied probability
    • Modeling, Analysis and Simulation
    • Optimization
  • Scientific activity
    • PhD and habilitation theses
    • Grants and contracts
    • Activity reports
    • Evaluation reports
  • Seminars
    • CERMICS Colloquium
    • Applied Mathematics Seminar
    • Young Researchers Seminar
    • Working group on stochastic methods and finance
  • Teaching
  • Staff
  • How to find us
CERMICS
Skip to content
  • CERMICS
  • Organization
    • Overall organization
    • Applied probability
    • Modeling, Analysis and Simulation
    • Optimization
  • Scientific activity
    • PhD and habilitation theses
    • Grants and contracts
    • Activity reports
    • Evaluation reports
  • Seminars
    • CERMICS Colloquium
    • Applied Mathematics Seminar
    • Young Researchers Seminar
    • Working group on stochastic methods and finance
  • Teaching
  • Staff
  • How to find us

Applied probability

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 and the Financial Risks chair.

Permanent members: Aurélien Alfonsi, Jean-François Delmas, Benjamin Jourdain, Bernard Lapeyre and Julien Reygner.

Legal notice