I received my Ph.D. from McGill University.
My research interests are in Probability Theory and Applications and in some aspects of
Mathematical Finance, Quantitative Biosciences and
Statistics.
I was also often responsible for the
Stochastics Seminar
and was a previous co-organizer of the Annual Southeast Probability Days. I
initiated the Georgia Tech
Mathematical Finance and Financial Engineering Seminar.
I like to visit CIMAT in Mexico and, since my days as a post-doc at
CEREMADE,
I enjoy visiting Paris,
where I have had months long visits at École Centrale Paris,
École
Nationale des Ponts et Chaussées, École
Normale Supérieure de
Cachan,
INRIA,
Laboratoire de
Probabilités et Modèles Aléatoires,
École
Normale Supérieure,
Université de Paris-Est,
Université de Paris-Nord, and
Université de Nice.
Some Conferences and Workshops
- Conference on Probability and statistics in high dimensions. A scientific tribute to
Evarist Giné, June 20-22, 2016
- Journées à la mémoire de Marc Yor, France, June 3-5, 2015
- High Dimensional Probability VII, France, May 26-31, 2014
- High Dimensional
Probability VI, Banff, October 2011
- High Dimensional Probability V, Luminy, France, May 26-30, 2008
- Graduate Students Probability Conference VI, GaTech, April 2012
- Graduate Students Probability Conference V, GaTech, April 2011
- Working Group:
PDE methods in Mathematical Finance, Wolfgang Pauli Institute, Vienna, January 2009.
- Workshop on Infinitely Divisible Processes, CIMAT, GTO, Mexico, March 2009.
- Barrett's Lectures, University of Tennessee, Knoxville, TN, April 2009.
- Workshop on Stochastic Analysis and Finance, Hong Kong, June--July 2009.
- Statistical Inference for Lévy Processes
with Applications to Finance, Eurandom, The Netherlands, July 2009.
-
International Workshop on Concentration, Functional Inequalities and Isoperimetry, FAU, Boca Raton, FL,
October 2009.
- Journées
Fractionnaires Parisiennes, Paris, June 2008.