معرفی
Benjamin JOURDAIN is a Professor at the École des Ponts ParisTech and a member of the CERMICS laboratory, specializing in applied probability and mathematical finance. He holds a doctorate from ENPC (1998) and has been a professor since 2002. His research focuses on stochastic processes, Monte Carlo methods, optimal transport, and numerical analysis of stochastic differential equations.
Education and Roles
- General Engineer of the Corps of Bridges, Waters, and Forests (École des Ponts, 1989)
- Doctorate in Applied Mathematics from ENPC (1998)
- Autorisé à Diriger des Recherches (UPMC, 2002)
- Associate Editor for journals including Stochastic Processes and their Applications and Mathematical Finance
Research Interests
His work spans:
- Probabilistic numerical methods (Monte Carlo, particle systems, variance reduction)
- Risk modeling in finance and molecular simulation
- Optimal transport and longtime behavior of Markov processes
- Interacting particle systems for PDEs and nonlinear equations
Publications and Contracts
He has authored numerous papers on topics like SDE discretization, financial modeling, and probabilistic particle methods. His research contracts involve collaborations with industry and academic partners.
Affiliations
He is part of the MathRisk project team (INRIA, UGE) and contributes to teaching at the graduate level.
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