Paul GASSIAT

Paul GASSIAT is a Lecturer at CEREMADE (Paris Dauphine University-PSL) and DMA (École Normale Supérieure, Paris). His research focuses on stochastic analysis, particularly rough path theory, stochastic PDEs, and applications to financial mathematics.

• 2011 PhD in Mathematics, supervised by Huyên Pham
• 2019 Habilitation (Authorization to supervise research)

Research interests include:

• Pathwise stochastic analysis and regularization by noise
• Stochastic Hamilton-Jacobi equations
• Rough volatility modeling
• Applications to financial mathematics and machine learning optimization

Scientific roles:

• JUNIOR MEMBER OF THE UNIVERSITY INSTITUTE OF FRANCE (2024-2029)
• Co-head of the MASEF Master program (2023/2024)
• Member of the editorial board of EJP/ECP (2020-)
• Member of the RT Matrisk office (2024-)