Research visit- Department of Mathematics, Keio University, Japan (JSPS Fellow), January-February 2006
Journees Fractionnaires Parisiennes, June 2006
Research visit, Centro De Giorgi, Scuola Normale Superiore, Pisa, Italy, June-July 2006
Wokshop on Stochastic Equations, University of Jena, Germany, July 2006
Stochastic Processes and their Applications, Paris July 2006 (organizer of the session "Stochastic Analysis for Fractional Processes")
8eme Colloque Franco -Roumain de (...)

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Hammamet, Tunisia "Stochastic and Potential Analysis", March 2007
Purdue University, U.S.A, Math Colloquium, Avril 2007
Kent State University, U. S.A, Kent-Purdue Minisymposium on Financial Mathematics , Avril 2007
Kiev, Ukraine "Skorohod Space Conference", June 2007.

Document de synthese HDR
PREPRINTS
Accueil > PREPRINTS
1. (with M. Clausel, F. Roueff and M. Taqqu) "Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes,", 37 pages, 2011.
2. (with Jorge Clarke De la Cerda) "Least square estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet",, 12 pages, 2011 . (Extended version)
3. (with Solesne Bourguin) "Malliavin calculus and self normalized sums", 22 pages, 2011.
4. (with Makoto (...)

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Conference on "LIMIT THEOREMS and APPLICATIONS", January 14-16, 2008
NEW : Groupe de Travail "ASPECTS FRACTALS" , ANNEE 2007-2008
(Paris 6 -Chevaleret)
Conference on "STOCHASTIC DYNAMICS", JUNE 11-12 2007

MASTER M2 : LECTURE NOTES on STOCHASTIC CALCULUS
VERSION 2008-2009 (french, partially english)
Chapter 1 : INTRODUCTION (french, partially english)
Chapter2 : BROWNIAN MOTION( french, partially english)
Chapter 3 : MARTINGALES (french, partially english)
Chapter 4 : ITO’s INTEGRAL(french, partially english)
COMPLEMENTS on Stochastic Calculus : ( english)