Emmanuel GOBET - Personal Web Page

I am a Professor of Applied Mathematics at Ecole Polytechnique.
Research team: SIMPAS

Main research topics:

  • Algorithms of probabilistic type and stochastic approximations
  • Financial mathematics
  • Malliavin calculus and stochastic analysis
  • Monte Carlo simulations
  • Statistics for stochastic processes, statistical learning

  • International Conference on Monte Carlo techniques, Paris, July 5-8th 2016, see website

  • SIEBEL grant 2016 (Data Analytics and Stochastic Control for Optimal Management of Microgrid Generation and Storage Resources), see website

  • CEMRACS 2017: Numerical methods for stochastic models: control, uncertainty quantification, mean-field, July 17 - August 25, CIRM, Marseille, see website

  • ANR CAESARS 2016-2019 (Control and simulAtion of Electrical Systems, interAction and RobustnesS), see website

  • Special Thematic Semester on Monte-Carlo methods, see the website here, organized with B. Bouchard and B. Jourdain (october 2015-june 2016)

PostDoc Positions:
  • Open PostDoc position in Computational Stochastics, project ANR CAESARS, description here. Startting date: from September 1st, 2016.
  • Our group regularly opens PostDoc positions with research topics on numerics for stochastic processes and probabilistic algorithms. If you are interested, contact me by email.
CMAP UMR 7641 École Polytechnique CNRS, Route de Saclay, 91128 Palaiseau Cedex France, Tél: +33 1 69 33 46 00 Fax: +33 1 69 33 46 46