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Research

Summary of current research

My work with D. Belius, P. Bourgade, M. Radziwill and K. Soundararajan was featured in the Bourbaki seminar of March 2019. See here for a summary by Adam Harper.

I wrote a summary (in french) of my current research on log-correlated processes (page 13) for the CRM Bulletin on the occasion of the 2015 André-Aisenstadt Prize.

Graduate Students (Present & Past)

  • Frédéric Ouimet, Ph.D. UdeM 2015-
  • Roberto Persechino, Ph.D. UdeM 2014-2018 Thesis
  • Frédéric Ouimet, M.Sc. UdeM 2013-2014 Thesis
  • Jean-Sébastien Turcotte, M.Sc. UdeM 2013-2014 Thesis
  • Samuel April, M.Sc. UdeM 2012-2013 Thesis

Undergraduate Research (Baruch College)

  • Jaime Abbario, 2017 Numerical Methods for Stochastic Differential Equations Internal Report
  • Yinheng Li, Kaizhen Tan, 2018 Simulations of Fractional Brownian Motion Black-Scholes Models by Monte-Carlo and Finite Difference Methods Internal Report