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Accueil > Research teams > Probabilités > Topics of interest in the probability team

Topics of interest in the probability team    fr

The research directions of the probability team include both fundamental aspects of probability theory and applications. Indeed, we are developing further the following subjects:

- mathematics of finance, insurance, risk and solvency
- random walks and interacting particle systems
- Monte Carlo methods
- stochastic models in biology
- stochastic filtrations
- structure equations
- relativistic diffusions
- ergodic theory
- Gaussian processes and applications
- Dirichlet polynomials and Riemann zeta function
- optimal mass transportation
- subRiemannian geometry
- LU factorization
- Markovian processes.