PhD candidate at LPSM.
Email: prenom.nom@sorbonne-universite.fr
Bureau: 16-26-201
I am currently a PhD student at LPSM (Sorbonne Université) under the supervision of Nicolas Fournier. My PhD revolves around additive functionals of Markov processes and their asymptotic behavior.
Interests
- Stochastic calculus
- Lévy Processes
- Stable CLT for functionals of Markov processes
Publications
- An application of Sparre Andersen's fluctuations theorem for exchangeable and sign-invariant random variables. With Quentin Berger. [arxiv]
- Persistence problems for additive functionals of one-dimensional Markov processes. With Quentin Berger and Camille Tardif. [arxiv]
- Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line. [arxiv]
- Stable limit theorems for additive functionals of one-dimensional diffusion processes. To appear in Ann. Inst. H. Poincaré Probab. Stat. [arxiv]
Talks
- 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).