Maître de conférences

Laboratoire de Probabilités et Modèles Aléatoires (LPMA), case 188 - 4 pl. Jussieu, 75252 Paris Cedex 05, France

Licence 3 : LM 390 Probabilités
Poly du cours de J. Bertoin
TD 1 TD 2 TD 3 TD 4 TD 4.5 TD 5 TD 6 TD 7 TD 8
Corrigé 1 Corrigé 2 Corrigé 3 Corrigé 4 Corrigé 5 Corrigé 6 Corrigé 7 Corrigé 8
Interro2012 1 Correction 1
Interro2012 2 Correction 2
Interro2012 3 Correction 3
Interro2013 1 Correction 1
Interro2013 3 Correction 3
Examen juin 2011 Examen juin 2011
Examen mai 2012 Examen juin 2012

Master 1: MM 065 Calcul stochastique pour la finance
TD 1 TD 2 TD 3-4 TD 5-9 TD 10-11 TD 12-14 TD 15-17 TD 18-19 TD 20-21 TD 22-23-24
Corrigé 1 Corrigé 2 Corrigé 3-4 Corrigé 5-9 Corrigé 10-11 Corrigé 12-14 Corrigé 15-17 Corrigé 18-19 Corrigé 20-21 Corrigé 22-23-24
Sujet partiel Correction partiel

• Random walk in random environment
• Branching processes
• Random graph

Preprints

• Speed of the biased random walk on a Galton-Watson tree.

• The uniform measure on a Galton-Watson tree.

Publications

• The precise tail behavior of the total progeny of a killed branching random walk. With Y. Hu and O. Zindy.
  To appear in Ann. Probab.

• The Seneta-Heyde scaling for the branching random walk. With Z. Shi.
  To appear in Ann. Probab.

• The branching Brownian motion seen from its tip. With J. Berestycki, E. Brunet and Z. Shi.
  To appear in Prob. Th. Rel. Fields

• Convergence in law of the minimum of a branching random walk, 2012.
  To appear in Ann. Probab.

• Survival of branching random walks with absorption, With B. Jaffuel, 2011.
  Stoc. Proc. Appl., Vol. 121, Number 9, 1901-1937

• Weak convergence for the minimal position in a branching random walk: a simple proof, With Z. Shi, 2010.
  Period. Math. Hungar. (special issue in honour of E. Csàki and P.Révész) , 61,43-54

• Tail asymptotics for the total progeny of the critical killed branching random walk, 2010.
  Elec. Com. in Prob. 15, 522-533

• Large deviations for random walks in random environment on a Galton-Watson tree, 2010.
  Ann. I.H.P. Prob. Stat. , Vol. 46, Number 1, 159-189

• Transient random walks in random environment on a Galton-Watson tree, 2008.
  Prob. Th. Rel. Fields, 142(3-4), 525-559