Alexandre Popier

Alexandre Popier is a Professor at Le Mans University, where he serves as Director of the Mathematics Department since 2019 and Deputy Director of the Manceau Mathematics Laboratory since 2022. He holds accreditation to supervise research since June 2021 and is a member of the Institute of Risk and Insurance.

Popier received his PhD from Université de Provence under the supervision of Étienne Pardoux, with his thesis titled "Equations différentielles stochastiques rétrogrades avec condition finale singulière." He completed his DEA (Master's degree) at Université de Rennes 1 and achieved the Agrégation in Mathematics with rank 76. His academic journey includes postdoctoral work at Humboldt University in Berlin with Professor Peter Imkeller and a teaching position at École Polytechnique.

Popier's research focuses on Backward Stochastic Differential Equations (BSDE), particularly those with singular terminal conditions, and their connections to partial differential equations. His work extends to optimal stochastic control and financial mathematics, including portfolio liquidation problems and switching problems. He is also active in homogenization theory for random media and fractional diffusion with statistical applications. His research bridges theoretical stochastic analysis with practical applications in finance and risk management.

His recent publications (2021-2025) demonstrate a continued focus on BSDEs with singular terminal conditions, exploring continuity properties, numerical methods, and connections to partial differential equations. His work also addresses optimal portfolio liquidation within mean field game frameworks and homogenization problems for random parabolic operators. Popier is a member of the ANR projects RELISCOP (focusing on switching problems) and DREAMeS (studying dynamic utilities).

As Director of the Mathematics Department and Deputy Director of the Manceau Mathematics Laboratory, Popier plays a significant role in academic administration. His HDR (Habilitation à Diriger des Recherches) obtained in 2021 enables him to supervise PhD students. His teaching activities span both undergraduate and graduate levels, with courses in stochastic calculus, financial mathematics, and numerical methods.

Popier is actively involved in the mathematical research community, with numerous conference presentations and collaborations with researchers across France and internationally. His work bridges theoretical stochastic analysis with practical applications in finance and risk management.