معرفی
Christophette Blanchet-Scalliet is a Lecturer in the Department of Mathematics and Computer Science at École Centrale de Lyon, affiliated with the Camille Jordan Institute (UMR CNRS 5208). She obtained her doctorate in 2001 and her Habilitation to Supervise Research in 2016. Currently serving as Director of the Mathematics and Computer Science Department and Head of the Dual Diploma program at Centrale Lyon-ENSAE, she has been active in academia since 2002, with positions at both École Centrale de Lyon (since 2007) and the University of Nice Sophia-Antipolis (2002-2007).
Her research spans applied probability, statistics, stochastic processes, stochastic control, Kriging, and robust optimization. She has developed significant expertise in Ornstein-Uhlenbeck processes, backward stochastic differential equations, Hamilton-Jacobi-Bellman equations, and applications in financial mathematics. Her work bridges theoretical probability with practical applications in risk assessment, insurance, and optimization under uncertainty.
Analysis of her recent publications reveals a consistent focus on stochastic processes and their applications, with increasing emphasis on computational methods, sensitivity analysis, and optimization techniques. Her research shows strong connections between theoretical probability and practical applications in finance, insurance, and environmental risk assessment, with growing interdisciplinary collaboration across mathematical fields.
Dr. Blanchet-Scalliet has supervised five doctoral students since 2015: Mélina Ribaud (2015-2018), Laura Gay (2016-2019), Thierry Gonon (2019-2022), Benoit Nieto (2021-2024), and Noé Fellmann (2021-2024), typically in co-supervision with colleagues from related research groups. She has secured significant research funding through multiple projects including the CIROQUO Consortium (2020-2028), ANR DREAMES (2021-2025), ANR Oquaido Chair (2015-2020), and others.
She is actively involved in the CIROQUO research consortium as co-leader, which brings together multiple academic institutions and industry partners including École Centrale de Lyon, Mines Saint-Etienne, University of Toulouse 3, Stellantis France, BRGM, CEA, IFP Energies Nouvelles, and others to advance research in uncertainty quantification and optimization.
