Paul GASSIAT

Paul GASSIAT is a Lecturer at CEREMADE (Paris Dauphine University-PSL) and DMA (École Normale Supérieure Paris). He holds a Junior Membership at the Institut Universitaire de France (IUF) from 2024 to 2029. His expertise lies in stochastic analysis, particularly rough path theory and its applications in financial mathematics and stochastic partial differential equations (SPDEs). He serves on the editorial board of Electronic Journal of Probability and ECP, and chairs the RT Matrisk office.

Education: PhD in Mathematics (2011, supervised by Huyên Pham), HDR (2019).

Research Interests: Pathwise stochastic analysis, singular SPDEs, rough volatility models, regularization by noise phenomena, numerical methods for stochastic systems. His work explores how irregular trajectories stabilize systems and applies to financial asset volatility modeling and neural network optimization.

Articles Trends: Recent publications focus on rough volatility dynamics, stochastic Hamilton-Jacobi equations, and numerical schemes for SPDEs, emphasizing theoretical rigor and practical applications in finance.

Awards:

• Junior Member, Institut Universitaire de France (2024–2029)

Labs & Teams: Affiliated with CEREMADE and DMA. Active in collaborative projects involving rough path theory and financial mathematics.